Aparna Gupta

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

About

Aparna Gupta is a professor of quantitative finance and Co-Director of the NSF IUCRC Center for Research toward Advancing Financial Technologies (CRAFT) at Rensselaer Polytechnic Institute. Dr. Gupta also serves as the Associate Dean for Academic Affairs of the Lally School of Management at RPI. Dr. Gupta was a visiting researcher at US SEC in Washington DC for three years. Her research interest is in financial decision support, risk management, and applying mathematical modeling, machine learning and financial engineering techniques for risk management in technology-enabled network services, as well as risk management in the inter-connected financial institutions and financial markets. She has worked on several US NSF, US DoE funded research projects in financial innovations for risk management. Dr. Gupta's research has been published in top quantitative finance and operations research journals, and has been awarded various recognitions, including 2018 best paper award of the Financial Management Association and 2019 best conference paper award at the 17th FRAP Conference. She is the author of the book, Risk Management and Simulation. Dr. Gupta is a member of WFA, FMA, INFORMS, GARP and IAQF, and serves on the GARP FRM Advisory Board and the editorial board of several quantitative finance and analytics journals. She earned her doctorate from Stanford University and her B.Sc. and M.Sc. degrees in Mathematics from the Indian Institute of Technology, Kanpur.

Education & Training

Stanford University MS, 1997, PhD, 2000

IIT Kanpur, BS, 1993, MS, 1994

Research

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

Primary Research Focus
Financial Technologies and Financial Engineering
Research Groups

FOCI, EBESS

Publications

The following is a selection of recent publications in Scopus. Aparna Gupta has 73 indexed publications in the subjects of Computer Science, Mathematics, Decision Sciences.

Aparna Gupta, Sreekanth Venkataraman
Current Opinion in Environmental Sustainability
, 67
, 2024
.
Aparna Gupta, Sai Palepu
European Journal of Operational Research
, 315
, 2024
, pp.715-728
.
Abena Owusu, Aparna Gupta
International Journal of Managerial Finance
, 2023
.
Aparna Gupta, Vipula Rawte, Mohammed J. Zaki
Computational Economics
, 2023
.
Aparna Gupta, Abena Owusu, Jue Wang
Geneva Papers on Risk and Insurance: Issues and Practice
, 2023
.
Inwon Kang, Aparna Gupta, Oshani Seneviratne
Proceedings - 2022 IEEE International Conference on Big Data, Big Data 2022
, 2022
, pp.3191-3200
.
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
.

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