Hi there!
My name is Saksham Agrawal. I am an undergrad student at Birla Institute of Technology and Science, Pilani, Goa Campus, pursuing B.Tech in Computer Science along with a M.Sc. in Economics. My Masters degree in Economics, introduced me to Econometrics and Computational Finance, both of which have been my major fields of research for the past two years. Since the past two years, my aim has been to learn more about methods to quantify sentiment and information flow between global economies and financial markets.
Currently I’m looking for opportunities to collaborate and contribute towards research in econometrics and computational finance.
Research Interests & Projects pursued
Exploring AI, I worked on replicating the ALOFT project by the Naval Research Laboratory, Washington, and completed a basic version of the algorithm at the end of the study in 2018. My work in Computational Finance involves two research studies, first of which decribes a VAR + LSTM hybrid prediction model, used to predict the future volatility of financial markets, completed mid-2020 and under review by a journal. The second paper is a network analysis study focused on analysing the links between different international markets, when going through certain financial events, a draft of the paper was completed late in 2020. In econometrics, I worked on recession analysis and volatilty transmission. Both research papers were completed in early and mid 2020 respectively, and are currently under review by journals.
For more info
For details of my formal education, please view my CV. If you found my profile interesting and want to discuss more, do send me an email at sakshama135@gmail.com.
P.S. I’m open to discussing different sects of philosophy too :)