Statistical Methods in Finance 2025

Overview

The tenth edition of the Conference and Workshop on Statistical Methods in Finance is designed to introduce participants to emerging and vibrant research areas, fostering the formation of active research collaborations. This year, the event focuses on "Financial Modeling, Risk, and Resilience in a Changing World." The conference will be organized by

• Chennai Mathematical Institute (CMI)
• AlgoLabs
• Center for Computational Finance and Economic Systems (CoFES), Rice University
• International Society for Business and Industrial Statistics (ISBIS)

Keynote Speakers

Katherine Bennett Ensor
Rice University, USA
Title: TBA
Abstract

Charles-Albert Lehalle
Ecole Polytechnique, Institut Polytechnique de Paris, France
Title: TBA
Abstract

T V Ramanathan
Plaksha University, India
Beyond Returns: Count Time Series Methods in Finance
Abstract

Workshop

Sourish Das
Chennai Mathematical Institute
Financial Statistics with Julia
Abstract

Karthik Trilok
Ernst & Young, LLP.
Generative AI in Banking, Finance, and Risk
Abstract

Panel Discussion

Arjun Beri
Wells Fargo, India

Dale Rosental
Parametric/Morgan Stanely, USA

Nalini Ravishanker
University of Connecticut, USA

Sonali Das
University of Pretoria, South Africa

Invited Talks

Michael Jackson
Rice University, USA
Forecasting High Frequency End-of-Day Volume with the CoFES Seasonal
Abstract

Ilya Timofeyev
University of Houston, USA
Parametric Estimation of SDEs under Indirect Observability from Multiscale Data
Abstract

Arundhati Tillu
Wells Fargo, Bengaluru, India
Distributional Impacts of Short-Term Electricity Supply Shocks
Abstract

Arjun Beri
Wells Fargo, Bengaluru, India
Real-time Market Microstructure Analysis
Abstract

Soudeep Deb
IIM, Bangalore
Title: TBA
Abstract

Dipankar Mondal
IIT, Guwahati
A General Theory of Sustainable Portfolio Choice
Abstract

Lakshminarayan Choudur
Stevens Institute of Tech, USA
Portfolio Optimization beyond Markowitz Mean Variance Portfolio Optimization
Abstract

Rangan Gupta
Univ of Pretoria, South Africa
Title: TBA
Abstract

Rituparna Sen
ISI, Bangalore
Sustainable Investment: Maintaining portfolio performance while reducing the carbon footprint
Abstract

Rafael Domenikos
Nanyang Technological University, Singapore.
Title: TBA
Abstract

Aditya Nittur
Algoquant, Bengaluru, India
Hawkes processes in high-frequency markets
Abstract

Gopal K. Basak
ISI, Kolkata
A model of contagion without trading relations
Abstract

Sayantee Jana
IIT, Hyderabad
Inference for Generalized Multivariate Analysis of Variance (GMANOVA) models
Abstract

Balakrishna N
IIT, Tirupati
Stochastic Volatility Models with Markov-dependent Innovations
Abstract

Contributed Talks

• Manish Dulal, IIT, Bombay
• Sayantan Banerjee, IIT, Madras
• Debanjana Datta, ISI, Bangalore
• Pavan Saxena, IIT, Kanpur
• Parth Mohan Misra, IIM, Ahmedabad
• Bhashkar Kumar Kashyap, IISER, Bhopal
• Sourojyoti Barick, ISI, Kolkata
• Purba Banerjee, IISc, Bangalore
• Avirup Chakraborty, ISI, Kolkata
• Dyuti Manik, ISI, Kolkata
• Biswarup Chakraborty, ISI, Kolkata

Scientific Program Committee

• Sumanta Basu, Cornell University, USA
• Arjun Beri, Wells Fargo, India
• Rajeeva Karandikar, Chennai Mathematical Institute, India
• Nalini Ravishanker, University of Connecticut, USA (Chair)
• Rituparna Sen, Indian Statistical Institute, Bangalore, India
• Qihe Tang, University of New South Wales, Australia

Organising Committee

• Sourish Das, CMI
• Anindya Goswami, IISER Pune
• Ananya Lahiri, IIT Tirupati
• Diganta Mukherjee, ISI Kolkata
• Indranil SenGupta, Hunter College, City University of New York (CUNY)

More Info