Aparna Gupta

Professor, Co-Director and Site Director of the Center for Research toward Advancing Financial Technologies

About

Gupta has developed and taught courses in financial engineering and quantitative methods in finance at the undergraduate and the graduate level at Rensselaer. Dr. Gupta also teaches short courses in Quantitative Finance in Lally School’s international initiatives, specifically with industry and academic partners in India. She was a 2002 National Science Foundation New Century Scholar. Dr. Gupta’s research interest is in addressing issues in risk management at the individual and the institutional level. Her work in individual risk management relates to financial decision support analysis, where her interest has been to seamlessly incorporate health-related risk into individual risk management frame work . At the institutional level, her interest is in developing enterprise risk management strategies and analyzing incentives for risk management. Dr. Gupta conducts National Science Foundation funded research in financial innovation for risk management in technology-enabled services, specifically Internet and network-based services. Dr. Gupta has published in leading quantitative finance and operations research journals, such as, Insurance: Mathematics and Economics; Journal of Computational Finance; Annals of Operations Research; Computational Optimization and Applications; and European Journal of Operational Research. Her technology-oriented publications appear in leading journals such as Computer Networks and International Journal of Product Development. She serves as the Vice-Chair of the INFORMS Financial Services Section. Dr. Gupta is a member of IAFE, AFA, INFORMS, and SIAM.

Research

Other Focus Areas

Quantitative Finance, Risk Management, Financial Decision Support, Optimization, Simulation

Publications

The following is a selection of recent publications in Scopus. Aparna Gupta has 68 indexed publications in the subjects of Computer Science, Mathematics, and Decision Sciences.

Denis Osipov, Syed A.R. Naqvi, Sai R.K.M.S. Palepu, Koushik Kar, Joe H. Chow, Aparna Gupta
2022 IEEE Power and Energy Society Innovative Smart Grid Technologies Conference, ISGT 2022
, 2022
.
Aparna Gupta, Abena Owusu, Lei Zou
Physica A: Statistical Mechanics and its Applications
, 581
, 2021
.
Aparna Gupta, Runzu Wang, Yueliang Lu
European Journal of Operational Research
, 290
, 2021
, pp.263-277
.
Vipula Rawte, Aparna Gupta, Mohammed J. Zaki
Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
, 12591 LNAI
, 2021
, pp.77-91
.
Aparna Gupta, Jyothsna Harithsa, Oshani Seneviratne
2020 2nd Conference on Blockchain Research and Applications for Innovative Networks and Services, BRAINS 2020
, 2020
, pp.144-151
.
Saptarshi Bhattacharya, Aparna Gupta, Koushik Kar, Abena Owusu
European Journal of Operational Research
, 283
, 2020
, pp.1081-1093
.
Majeed Simaan, Aparna Gupta, Koushik Kar
European Journal of Operational Research
, 280
, 2020
, pp.279-294
.
Arvind Agarwal, Aparna Gupta, Arun Kumar, Srikanth G. Tamilselvam
European Journal of Operational Research
, 277
, 2019
, pp.770-783
.
Vipula Rawte, Aparna Gupta, Mohammed J. Zaki
Proceedings of the 4th International Workshop on Data Science for Macro-Modeling, DSMM 2018 - In conjunction with the ACM SIGMOD/PODS Conference
, 2018
.
Vipula Rawte, Aparna Gupta, Mohammed J. Zaki
Proceedings of the 4th International Workshop on Data Science for Macro-Modeling, DSMM 2018 - In conjunction with the ACM SIGMOD/PODS Conference
, 2018
.

View All Scopus Publications

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