| 15:30-16:15 | Contributes Session III Tuesday, December 18, 2018 |
| 15:30- 15:45 | Subhojit Biswas, Indian Statistical Institute Statistical arbitrage of multiple asset under drawdown constraint and stochastic Sharpe's ratio |
| 15:45-16:00 | Sudarshan Kumar, IIM Ahmedabad Liquidity and term structure estimation: Non-linear state-space framework |
| 16:00- 16:15 | Suparna Biswas, Indian Statistical Institute, Chennai Center Kernel based estimation of Spectral Risk Measure |