Dr. Pankaj Sinha

About

Dr. Pankaj Sinha is a Professor at the Faculty of Management Studies. He received his Ph.D. degree in Bayesian Econometrics from the University of Delhi. He received professional training in business case teaching from Harvard Business School, Boston. Dr. Sinha’s research, professional and teaching interests revolve around the areas of Bayesian econometrics, financial forecasting, financial engineering, financial mathematics, financial risk management, investment analysis and computational finance. He has published papers in leading academic international journals as well as in international conferences. He reviews articles for reputed international journals in the area of Finance, Investments, Financial Risk Management and Economics published by Springer, Elsevier, Sage and Emerald. He teaches security analysis, portfolio management, financial modeling, forecasting, financial derivatives, financial engineering, quantitative analysis of financial decisions, financial risk management, algorithemic trading and Statistics to students of MBA at Faculty of Management Studies. He taught Quantitative Economics to probationers of Indian Economics Service at Institute of Economic Growth since 2004 to 2016. Ten students have received Ph.D. degree under his guidance and supervision at FMS, University of Delhi. His Ph.D. students worked on various topics in the area of Finance, Banking, Risk Management, Capital Structure, Capital Markets, Commodity Markets, Derivatives and Microfinance Institutions. Over the years, he has delivered lectures on financial econometrics, computational finance, advanced quantitative methods, financial modeling, financial risk management, investments, algorithmic trading and advanced forecasting in India, USA and Europe. He has been regularly invited as a key speaker at IIMs, IITs, MDI, Gurgaon, National Labour Institute, National Academy of Customs Excise & Narcotics, National Academy of Direct Taxes, GAIL and National Institute of Criminology and Forensic Science. Dr. Sinha also has expertise in the area of Bayesian evaluation of forensic evidence and Probability of guilt. He is associated with the various training programmes for higher judicial officers, forensic scientists and police officers conducted by NICFSc, Ministry of Home affairs. Dr. Sinha has rich administrative experience at the University of Delhi, he worked as Dean (Planning), Dean (Works), Chairman of Delhi University Sports Council, Chairman of Shaheed Sukhdev College of Business Studies and Chairman & member of various high-level administrative committees related to Planning, Budgeting, Auditing, Recruitment, Promotions, and Admissions at the University of Delhi, IIFT, IIMS, IITS, BITS Pilani, AICTE, NBA, ICSSR, IEG, and Central Universities.

Teaching & Research Interest

• 1. Bayesian Econometrics
• 2. Financial Risk Management
• 3. Investment Analysis
• 4. Computational Finance
• 5. Financial Forecasting
• 6. Portfolio Management

Key Professional Appointments & Contributions

• 1. Delivered lectures on financial econometrics, quantitative finance, algorithmic trading, etc., at prestigious institutions (IIMs, IITs, MDI, NISM, and more)
• 2. Expert in Bayesian evaluation of forensic evidence, involved in training judicial officers and forensic scientists.
• 3. Served as Dean (Planning) and Dean (Works) at the University of Delhi and chaired various high-level committees across institutions like IIMs, IITs, BITS Pilani, UPSC, and ICSSR.

Google Scholar profile

• 1. Profile link

Conference Presentations

• 1. Sensitivity of Optimum Treatment Allocation To a Non-Normal Prior, at Fourth Valencia International Meeting on Bayesian Statistics, Peniscola, Spain, 15-20 April 1991.
• 2. Bayes Estimates for Inverse Gaussian Distribution with Truncated Edgeworth Prior, in the National Seminar on Bayesian Statistics and its Applications, B.H.U., Varanasi, 6- 8 April 1996.
• 3. Hierarchical Bayes Approach to Prediction in the International Symposium on Economic Theory, Policy, and Applications in Athens, Greece, 21-23 August 2006.
• 4. Hierarchical Bayes prediction in Ray Fair’s Presidential Vote Model in the 43rd Annual Conference of the Indian Econometric Society at IIT Bombay, 5-7 January 2007.
• 5. Hierarchical Bayes Approach to Prediction in a Regression Model in the International Symposium of Forecasting held at New York, June 24-27, 2007.
• 6. Hedging Greeks for a portfolio of options using linear and quadratic programming,” in the International Symposium of Forecasting held at San Diego, California, June 19-23, 2010.
• 7. Participated in Case Writing and Course Development Seminar organized by Harvard Business School at Mumbai, March 12-15, 2012 Mumbai, India.
• 8. Participated in Harvard Business School's Global Colloquium on Participant-Centered Learning (GCPCL) held at Harvard Business School, Boston, July 24- July 31, 2011, Boston USA.

Professional Development & Public Engagement

• 1. Delivered lectures and training sessions at national and international venues.
• 2. Regular contributor to Economic and Political Weekly, Finance India, and other reputed journals.
• 3. Association with Professional Bodies
  • International Institute of Forecasters, New York
  • Indian Society of Probability and Statistics
  • Indian Econometrics Society

Awards and Distinctions

• 1. Gold Medal for the first position in the University in M.Sc. (Statistics) examination
• 2. Junior and Senior Research Fellowship of UGC 1987-1992. First Position in JRF NET examination.