Dr Sovan Mitra

2024

A multi-Objective Optimisation Metaheuristic Hybrid technique for Forecasting the Electricity Consumption of the UAE: A Grey Wolf Approach
Andreas Karathanasopoulos, Chia Chun Lo, Sovan Mitra, Mohamed Osman, Hans-Jörg von Mettenheim and Slim Skander 2024. A multi-Objective Optimisation Metaheuristic Hybrid technique for Forecasting the Electricity Consumption of the UAE: A Grey Wolf Approach. Journal of Forecasting. Advanced online publication. https://doi.org/10.1002/for.3187

2023

Catastrophe Bond Pricing In The Primary Market: The Issuer Effect And Pricing Factors
Chatoro, M, Mitra, S., Pantelous, A.A. and Shao, J. 2023. Catastrophe Bond Pricing In The Primary Market: The Issuer Effect And Pricing Factors. International Review of Financial Analysis. 85 102431. https://doi.org/10.1016/j.irfa.2022.102431

2022

A Real Options Approach To Measuring Freedom In Sen’s Capabilities Approach
Mitra, S. 2022. A Real Options Approach To Measuring Freedom In Sen’s Capabilities Approach. International Journal of Sustainable Economy. 14 (1), pp. 98-110. https://doi.org/10.1504/IJSE.2022.119716

2022

Optimal Feedback Control of Stock Prices Under Credit Risk Dynamics
Mitra, S., Jinghai Shao and Karathanasopoulos, Andreas 2022. Optimal Feedback Control of Stock Prices Under Credit Risk Dynamics. Annals of Operations Research. 313, pp. 1285-1318. https://doi.org/10.1007/s10479-021-04002-6

2020

Downside risk measurement in regime switching stochastic volatility
Mitra, S. 2020. Downside risk measurement in regime switching stochastic volatility. Journal of Computational and Applied Mathematics. 378 112845. https://doi.org/10.1016/j.cam.2020.112845

2020

FinTech revolution: the impact of management information systems upon relative firm value and risk
Mitra, S. and Karathanasopoulos, A. 2020. FinTech revolution: the impact of management information systems upon relative firm value and risk. Journal of Banking and Financial Technology. 4, p. 175–187. https://doi.org/10.1007/s42786-020-00023-0

2020

Keynesian Resurgence: Financial Stimulus And Contingent Claims Modelling
Clark, E., Mitra, S. and Jokung, O. 2020. Keynesian Resurgence: Financial Stimulus And Contingent Claims Modelling. International Journal of Mathematics in Operational Research. 17 (2), pp. 199-232. https://doi.org/10.1504/IJMOR.2020.109701

2020

An analysis of dollar cost averaging and market timing investment strategies
Lars Kirkby, J., Mitra, S. and Nguyen, D. 2020. An analysis of dollar cost averaging and market timing investment strategies. European Journal of Operational Research. 286 (3), pp. 1168-1186. https://doi.org/10.1016/j.ejor.2020.04.055

2020

Health Care Investment: The Case of Multiple Sources of Risk
Jokung, O. and Mitra, S. 2020. Health Care Investment: The Case of Multiple Sources of Risk. Asia-Pacific Financial Markets. 27, pp. 231-255. https://doi.org/10.1007/s10690-019-09291-3

2019

Risk lovers, mixed risk loving and the preference to combine good with good
Jokung, O. and Mitra, S. 2019. Risk lovers, mixed risk loving and the preference to combine good with good. International Journal of Management and Applied Science. 11 (4), pp. 295-313.

2019

Stock-ADR Arbitrage: Microstructure Risk
Mitra, S. 2019. Stock-ADR Arbitrage: Microstructure Risk. Journal of International Financial Markets, Institutions and Money. 63 101132. https://doi.org/10.1016/j.intfin.2019.08.004

2019

Post Global Financial Crisis Modelling: Credit Risk For Firms That Are Too Big To Fail
Clark, E., Mitra, S. and Jokung, O. 2019. Post Global Financial Crisis Modelling: Credit Risk For Firms That Are Too Big To Fail. International Journal of Financial Markets and Derivatives. 7 (1), pp. 15-39. https://doi.org/10.1504/IJFMD.2019.101235

2019

Political Risk Modelling and Measurement From Stochastic Volatility Models
Mitra, S. 2019. Political Risk Modelling and Measurement From Stochastic Volatility Models. International Journal of Sustainable Economy. 11 (2), pp. 184-218. https://doi.org/10.1504/IJSE.2019.099064

2019

Ensemble Models in Forecasting Financial Markets
Karathanasopoulos, A., Mitra, S., Lo, C.C., Zaremba, A. and Osman, M. 2019. Ensemble Models in Forecasting Financial Markets. Journal of Computational Finance. 23 (3), pp. 101-119. https://doi.org/10.21314/JCF.2019.374

2019

Firm Value And The Impact of Operational Management
Mitra, S. and Karathanasopoulos, A. 2019. Firm Value And The Impact of Operational Management. Asia-Pacific Financial Markets. 26, pp. 61-85. https://doi.org/10.1007/s10690-018-9258-1

2019

Big Data And PAC Learning In The Presence Of Noise: Implications For Financial Risk Management
Chinthalapati, V.L.R., Mitra, S. and Serguieva, A. 2019. Big Data And PAC Learning In The Presence Of Noise: Implications For Financial Risk Management. International Journal of Artificial Intelligence. 17 (1), pp. 34-56.

2019

Regression Based Scenario Generation: Applications For Performance Management
Mitra, S., Lim, S. and Karathanasopoulos, A. 2019. Regression Based Scenario Generation: Applications For Performance Management. Operations Research Perspectives. 6 100095. https://doi.org/10.1016/j.orp.2018.100095

2017

Efficient Option Risk Measurement With Reduced Model Risk
Mitra, S. 2017. Efficient Option Risk Measurement With Reduced Model Risk. Insurance: Mathematics and Economics. 72, pp. 163-174. https://doi.org/10.1016/j.insmatheco.2016.09.006

2016

Stock Market Prediction Using Evolutionary Support Vector Machines: An Application To The ASE20 Index
Karathanasopoulos, A., Theofilatos, K.A., Sermpinis, D., Dunis, C., Mitra, S. and Stasinakis, C. 2016. Stock Market Prediction Using Evolutionary Support Vector Machines: An Application To The ASE20 Index. European Journal of Finance. 22 (12), pp. 1145-1163. https://doi.org/10.1080/1351847X.2015.1040167

2015

Operational Risk: Emerging Markets, Sectors and Measurement
Mitra, S., Karathanasopoulos, A., Sermpinis, G., Dunis, C. and Hood, J. 2015. Operational Risk: Emerging Markets, Sectors and Measurement . European Journal of Operational Research. 241 (1), pp. 122-132. https://doi.org/10.1016/j.ejor.2014.08.021


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