Area: Operations Management
Dr. Amita has earned her doctoral degree from the Indian Institute of Technology Delhi in the area of Portfolio Optimization and M. Phil. and M.Sc. degrees from the Department of Operations Research, Delhi University. Before joining IMT Ghaziabad, she was working with the Department of Mathematics, Indian Institute of Information Technology Guwahati, as an Assistant Professor for four years from 2016 to 2020.
Dr. Amita primarily works in Portfolio Optimization which includes construction of optimal portfolio by appropriately building the optimization models based on speciﬁc objectives and risk tolerance of an investor and subsequently testing the performance of the portfolio by quantitative on real market data and simulated data. She used mean-risk modeling, multiobjective optimization, regression models, second order stochastic dominance, robust optimization, fundamental/technical analysis, and basic tools from economics and statistics in building various portfolios in her work.
In IIIT-Guwahati, Dr. Amita has worked with students on their B.Tech. projects of utilizing the various machine learning techniques in financial data to either estimate the stock prices or building the portfolio.
PhD. : Department of Mathematics, IIT Delhi.
July 2016 – May 2020: Department of Mathematics, Indian Institute of Information Technology Guwahati:
Portfolio Optimization, Financial Mathematics, Financial time series models, Multiobjective models, Robust portfolio optimization, Behavioural Finance.