Sovan Mitra

Publication Activity (10 Years)

Years Active: 2010-2022
Publications (10 Years): 6

Top Topics

Management Information Systems

Investment Strategies

Operational Risk

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

J. Bank. Financial Technol.

Publications

Jinghai Shao, Sovan Mitra, Andreas S. Karathanasopoulos
Optimal feedback control of stock prices under credit risk dynamics. Ann. Oper. Res. 313 (2) (2022)
J. Lars Kirkby, Sovan Mitra, Duy Nguyen
An analysis of dollar cost averaging and market timing investment strategies. Eur. J. Oper. Res. 286 (3) (2020)
Sovan Mitra
Downside risk measurement in regime switching stochastic volatility. J. Comput. Appl. Math. 378 (2020)
Sovan Mitra, Andreas S. Karathanasopoulos
FinTech revolution: the impact of management information systems upon relative firm value and risk. J. Bank. Financial Technol. 4 (2) (2020)
Ephraim Clark, Sovan Mitra, Octave Jokung
Keynesian resurgence: financial stimulus and contingent claims modelling. Int. J. Math. Oper. Res. 17 (2) (2020)
Sovan Mitra, Andreas S. Karathanasopoulos, Georgios Sermpinis, Christian L. Dunis, John Hood
Operational risk: Emerging markets, sectors and measurement. Eur. J. Oper. Res. 241 (1) (2015)
Thomas Amorgianiotis, Konstantinos A. Theofilatos, Sovan Mitra, Efstratios F. Georgopoulos, Spiros Likothanassis
Integrating High Volume Financial Datasets to Achieve Profitable and Interpretable Short Term Trading with the FTSE100 Index. AIAI Workshops (2014)
Sovan Mitra, Paresh Date, Rogemar S. Mamon, Chieh Wang
Pricing and risk management of interest rate swaps. Eur. J. Oper. Res. 228 (1) (2013)
Sovan Mitra
Scenario Generation for Operational Risk. Intell. Syst. Account. Finance Manag. 20 (3) (2013)
Sovan Mitra, Paresh Date
Regime switching volatility calibration by the Baum-Welch method. J. Comput. Appl. Math. 234 (12) (2010)
Sovan Mitra, Tong Ji
Optimisation of stochastic programming by hidden Markov modelling based scenario generation. Int. J. Math. Oper. Res. 2 (4) (2010)
Sovan Mitra
Multifactor option pricing: pricing bounds and option relations. Int. J. Appl. Decis. Sci. 3 (1) (2010)
Sovan Mitra, Nico Di Domenica
A review of scenario generation methods. Int. J. Comput. Sci. Math. 3 (3) (2010)