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Mukesh Patel School of Technology Management and Engineering
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Area of Research: Machine learning, Derivatives Markets, Fixed income securities, Econometrics, Quantitative Finance, Applied Time series

Educational Qualification :
  • PhD thesis Title “Information content and predictability of implied volatility: evidence from the Indian equity market”, School of Economics, University of Hyderabad. (2017)
  • M. Phil. Thesis Title “Corporate Dividend Behaviour in India in the Post-90’s Scenario” in Economics department with First Class from University of Hyderabad. (2001-2002)
PROFESSIONAL EXPERIENCE :
  • Designation: Assistant Professor,Head of the Department (Data Science)
  • Period: March 13 2013 – till date
  • Organization: Narsee Monjee Institute of Management Studies -MPSTME
  • Designation: Vice President-Research
  • Period: 5th Oct 2009 – 14th Feb 2013 (3 Years and 4 months)
  • Organization: Centaurus Financial Services, Mumbai
  • Designation: Research Head
  • Period: 27th May 2006 – 30th Nov 2009 (3 years and 6 month)
  • Organization: Trans Market Group Research, Mumbai
Publications Journal Articles:
  • Panda,S.P,Sharma,J.V.M and Nayka,T.K, “Corporate Dividend Behaviour in India in the Post-90’s Scenario”, The Global Journal of Finance and Economics, Vol-2, No-1, March-2005, PP-103-116.
  • Panda,S.P,Sharma,J.V.M and Nayka,T.K “Theories and Determinants of dividend Behaviour”, ICFAI Journal of Applied Finance, Jan-2005, PP-1-18
  • Panda,S.P, Swain,N and Malhotra,D.K, “Relationship Between Implied and realized Volatility of S&P CNX Nifty Index In India”, Frontiers in Finance and Economics,Vol-5,No-1,April-2008 (ABDC-C).
  • Mishra,A.K and Panda,S.P “Looking into the relationship between implied and realized volatility: a study on S&P CNX Nifty index option”, Eurasian Economic Review, Vol 6, Issue 1, April-2016.( Scopus and ABDC-C)
  • Tiwari,A and Panda,S.P “Implied Volatility Surface in the Indian Market”, International Journal of Research and Analytical Reviews (IJRAR), November 2018, Volume 5, Issue 4 (UGC listed)
  • Gupta,A and Panda,S.P “Do Stocks Have a “Memory”? Evidence from the Indian Stock Market” Indian Journal of Research in Capital Markets, Volume 5, Issue 4, October – December 2018
  • Sarin,S and Panda,S.P “A Convolution Neural Network for Classification of Indian Faces”, International Journal of Computer Applications (0975 – 8887), Volume 177 – No. 24, December 2019.
  • Jain,O, Gupta.M, Satam.S and Panda,S.P “Has the COVID-19 pandemic affected the susceptibility to cyberbullying in India?, Computers in Human Behavior Reports 2 (2020) 100029, www.journals.elsevier.com/computers-in-human-behavior-reports. Gehani,S, and Panda,S “Automated Medical Symptoms Summarization and Patient Profiling System”, published in conference proceedings by Springer ICT system and sustainability, Series 2021, p-123-130,Volume 1.(Scopus)
  • Panda,S “Information Content Volatility of S&P CNX Nifty Index Option”, Empirical Economics Letters, Volume 20, Number 7, July 2021 (ABDC-C).
  • Kazi.A and Panda.S, “Determining the freshness of fruits in the food industry by image classification using transfer learning”, Multimedia Tools and Applications,2022 (Scopus)
  • Laddha. K, Kapoor.V, Panda.S, “Portfolio construction and weight optimisation using principal component analysis”, International Journal of Forensic Software Engineering (IJFSE), Vol. 1, No. 4, 2022
Conferences Attended:
  • Panda,S.P and Sharma,J.V.M “Taxation and Corporate Dividend Behaviour in India” in the National Econometrics Conference, Chennai.
  • Panda,S.P and Murty,K.N “Relationship Between Implied and realized Volatility of S&P CNX Nifty Index In India’ in the TIES conference 2008.
  • Sharam, A, Panda,S.P and Veram.S “Sign Language to Speech Translation”, 2020 11th International Conference on Computing, Communication and Networking Technologies (ICCCNT)
  • Kartikay Laddha and Siba Panda, presented a paper titled "ESG Investing and Financial Performance" 2nd International Conclave on Globalizing Indian Thought (GIT 2021), IIM Kozhikode
  • Anoop. Mishra and Siba Panda, presented a paper titled “Drone Detection using YOLOV4 on images and videos”, 7th International Conference for Convergence in Technology, (Associated with IEEE),2022,Pune
  • Chinmay Joshi and Siba Panda “PCA-LSTM: Deep Learning Approach for the Indian Large-Caps”, 7th International Conference for Convergence in Technology(Associated with IEEE),2022,Pune
  • Siddharth Padhiar, Karan Mehta, Juhi Patel, Siba Panda “Observation of Online vs Offline Learning Experience”, 2022 IEEE Bombay Section Signature Conference (IBSSC)
  • Siba Panda, Arun Dash and Subbalakshmi “Detection of lead lag relationship between Indian and Srilankan tourism based on Neural Network Approach”, International Conference On Global And Regional Challenges 2023, Turkiye Institute of Central Europe, Poland
Book Chapter:
  • Jay Prajapati and Siba Prasada Panda, “Universal Price Tag Reader for Retail Supermarket”, Deep Learning: Theory, Architectures, and Applications in Speech, Image, and Language Processing” Academic Press, Bentham,2023.
Industry Projects and Consulting:
  • Complied a project on Big Data Analysis for Co-Star Group US
  • Ongoing projects Color recipe prediction for AkzoNobel, Netherland
  • Ongoing projects hedge strategies for cryptprediction for Fidelis Fund, Dubai
Academic Projects:
  • Grant of Rs. 13,85,558 project from AICTE to conduct skill and personality development programme center for SC/ST students