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Dr. Luckshay Batra

About Me

Assistant Professor

My research interest is in Financial Mathematics: Derivative Pricing and Financial Modelling using MATLAB, Mathematica, R, SAS and Python. I have published research papers in the journals of international repute including Chaos, Solitons & Fractals, Physica A: Statistical Mechanics and its Applications, Communications in Statistics - Theory and Methods, Axiomathes-Where Science Meets Philosophy, and Stochastic Analysis and Applications, etc. I reviewed some research articles for journals: Computational Economics, Springer and Physica Scripta, IOP Science. I have been awarded the �Commendable Research Award 2020�, by Delhi Technological University, Delhi, India.

Educational Qualifications 

Degree
Institution
Year
Ph.D./D.Phil.
Delhi Technological University
2021
PG
South Asian University
2016
UG
Zakir Husain Delhi College, University of Delhi
2014
Other Examinations
CSIR-UGC NET
2017

Courses/Paper Taught

Name of the course
Year/Sem
B.Sc. (Hons.) Mathematics - Algebra
I SEM
B.Sc. (Hons.) Mathematics - Real Analysis
II SEM
B.Sc. (Hons.) Mathematics - Group Theory-I
III SEM
B.Sc. (Hons.) Mathematics - Theory of Real Functions
III SEM
B.Sc. (Hons.) Mathematics - Complex Analysis (including practicals)
VI SEM
GE-1 Calculus
I SEM
GE-2 Linear Algebra
II SEM
GE-4 Numerical Methods
IV SEM
B.A. (Programme) - Calculus
I SEM
B.A. (Programme) - Computer Algebra Systems
III SEM

Administrative Role

Role
Society/Committee/Any other
Year
Organized International Webinar Series on Interdisciplinary Aspects of Mathematics
Department of Mathematics, Satyawati College, University of Delhi
2021
Organized one week Faculty Development Programme on Software Packages for Mathematical Sciences
Department of Mathematics, Hansraj College, University of Delhi
2018

Awards and Achievements

Awards
"Commendable Research Award (2021) by Delhi Technological University, Delhi, India
AIR‑28 in UGC CSIR NET EXAM 2017"

Books and Chapter Authored

Title of the Book/Chapter
Year of Publication
ISBN Number
National/International
Co-Author (if any)

Career Profile

Organisation/Institution
Designation
Duration
Role
Satyawati College, University of Delhi
Assistant Professor
10 months - Present
0
Zakir Husain Delhi College, University of Delhi
Assistant Professor
1 year and 4 months
0
Hansraj College, University of Delhi
Assistant Professor
7 months
0
Zakir Husain Delhi College, University of Delhi
Guest Lecturer
3 months
Delhi Technological University
Guest Lecturer
4 months
0

Invited Speaker/Keynote Speaker/Chairperson/Resource Person

Topic of the Conference or Seminar / Title of the Paper Presented
National/ International
Year
An invited talk delivered on ‚"Values and Ethics in Mathematics‚Äô in TEQIP‚ÄëIII RTU (ATU) Sponsored one week Faculty Development Programme on ‚ÄúUniversal Human Values & Professional Ethics‚Äù organized by Rajasthan Technical University,
National
2021
An invited talk delivered on ‚"Motivation in Education‚Äô in Webinar Series on ‚ÄúSkill‚ÄëShala‚Äù organized by Shrinathji Institute of Technology & Engineering and Nathdwara Institute of Engineering & Technology,
National
2021

Area of Interest

Areas of Interest / Specialization
Information Theory In Financial Markets

Research Guidance

Scholar's Name
Title
M.Phil./Ph.D./ Summer Training:
Awarded/Submitted/In Progress

FDP/Workshops Organized or Attended

Topic of the FDP/Workshop
Organizing Body Name
Year
FDP on Introduction to Financial Mathematics: exploring the machine learning approach for option pricing problems in stock market
entre for Applied Mathematics, I.I.I.T. Naya Raipur
2021
Five days online Short Term Course on Essential Tools in Optimization
Dr. B. R. Ambedkar National Institute of Technology
2020
FDP on Moodle Learning Management System
Roorkee remotely at Hindusthan College of Arts and Science
2020
FDP on Data Analytics with Python,Organizing Body Name,Year:2019
:Electronics & ICT Academy, IIT Roorkee
2019
FDP on Software Packages for Mathematical Sciences,Organizing Body Name:,Year:2018
Hansraj College, Delhi University
2018
Resources: A Gateway for Research
Delhi Technological University
2017
Author's Workshop
Springer Nature & South Asian University
2016

Research Projects

Research Project Title
Major/Minor

Conferences and Seminars Organized

Topic of the Conference or Seminar / Title of the Paper Presented
National/ International
Year
Presented an oral talk at 'Application of Statistics' session in the International Conference on Trends and Perspectives in Linear Statistical Inference, LinStat 2020 organized by Institute of Mathematics, P. J. ≈úaf√°rik University,
International
2021
Organized International Webinar Series on International Webinar Series on Interdisciplinary Aspects of Mathematics in Satyawati College, Delhi University,
National
2021
Presented an oral talk at "Information Theory and Cybernetics‚' session in IEEE SSIT Norbert Wiener in the 21st Century‚ÄëVirtual Conference organized by Anna University,
National
2021
Presented an oral talk at "Applied Mathematics‚' session in Five Days International Conference on Recent Trends in Mathematics and Its Applications to Graphs, Networks and Petri Nets (ICRTMA‚ÄëGPN‚Äë2020) organized by School of Computational and Integrative Sciences, JNU,
National
2020
Presented an oral talk at 'Applied Statistics' session in 3rd International Conference of Mathematical Sciences (ICMS 2019) organized by Maltepe University,
International
2019

Publication Profile

Title and Year of Publication
UGC-CARE/Peer Reviewed Journal
ISSN Number
Impact Factor
Defining the Undefined 2021
Axiomathes ‚Äë Where Science Meets Philosophy, Springer
1122-1151
--
Portfolio optimization based on generalized information theoretic measures 2020
Communications in Statistics‚ÄëTheory and Methods, Taylor & Francis
0361-0926
0.893
On Black–Scholes option pricing model with stochastic volatility: an information theoretic approach 2020
Stochastic Analysis and Applications, Taylor & Francis
0736-2994
1.53
Evaluating volatile stock markets using information theoretic measures 2020
Physica A Statistical Mechanics and its Applications, Elsevier
0378-4371
3.263
Entropy as a measure of implied volatility in options market 2019
American Institute of Physics Conference Proceedings 2183a
0094-243X
--

Other Activities

Other Activities
Research Article in Economics daily report by Insurancenewsnet.com, USA