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Dr Arun Kumar

vidwan id: 99616
Male

Associate Professor, Department of Mathematics
Indian Institute of Technology Ropar

Expertise

  • Mathematics

Publications

Total Articles 39
Books 0
Proceedings 0

Publications

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Scopus

Citations 327
h-index 11

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Citations 0
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Bio

Subordinated Stochastic Processes, Financial Mathematics, Statistics, and Financial Time-Series Modeling. 

Personal Details

  • Male
  • Associate Professor , Indian Institute of Technology Ropar
  • Indian Institute of Technology Ropar, Bara Phool, Birla Seed Farms
Ph.D
Other Institute 2012
Associate Professor Apr 2022 – Present
Indian Institute of Technology Ropar | Department of Mathematics
Assistant Professor Dec 2016 – Apr 2022
Indian Institute of Technology Ropar | Department of Mathematics

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Co-Authors (6)

Aditya

Dr Aditya Maheshwari

Indian Institute of Management Indore

Arvind Kumar

Prof Arvind Kumar Gupta

Indian Institute of Technology Ropar

Bhavesh

Dr Bhavesh Garg

Indian Institute of Technology Ropar

Neelesh Shankar

Dr Neelesh Shankar Upadhye

Indian Institute of Technology Madras

P

Dr P Vellaisamy

Indian Institute of Technology Bombay

S

Prof S Sundar

Indian Institute of Technology Madras

Scholarly Work

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Scholarly Publications

Space–time fractional diffusion with stochastic resetting

Open Access
Article

Change point analysis in data with heavy tails: A Normal Inverse Gaussian approach

Open Access
Article

European option pricing in regime switching framework via physics-informed residual learning

Open Access
Article

Forecasting Stock Indices: Stochastic and Artificial Neural Network Models

Open Access
Article

Generalized fractional derivatives generated by Dickman subordinator and related stochastic processes

Open Access
Article

Geometric infinitely divisible autoregressive models

Open Access
Article

Conservative deep neural networks for modeling competition of ribosomes with extended length

Open Access
Article
Authors: Pande N.K.;Jain A.;Kumar A.;Gupta A.K.

Tempered stable autoregressive models

Open Access
Article