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Sovan Mitra
Sovan Mitra
Unknown affiliation
Verified email at westminster.ac.uk
Title
Cited by
Cited by
Year
Operational risk: Emerging markets, sectors and measurement
S Mitra, A Karathanasopoulos, G Sermpinis, C Dunis, J Hood
European Journal of Operational Research 241 (1), 122-132, 2015
832015
A white paper on scenario generation for stochastic programming
S Mitra
Optirisk systems: white paper series, ref. No. OPT004, 2006
592006
A review of volatility and option pricing
S Mitra
International Journal of Financial Markets and Derivatives 2 (3), 149-179, 2011
522011
Regime switching volatility calibration by the Baum–Welch method
S Mitra, P Date
Journal of computational and applied mathematics 234 (12), 3243-3260, 2010
382010
Risk measures in quantitative finance
S Mitra, T Ji
International Journal of Business Continuity and Risk Management 1 (2), 125-135, 2010
372010
Stock market prediction using evolutionary support vector machines: an application to the ASE20 index
A Karathanasopoulos, KA Theofilatos, G Sermpinis, C Dunis, S Mitra, ...
The European Journal of Finance 22 (12), 1145-1163, 2016
322016
A review of scenario generation methods
S Mitra, ND Domenica
International Journal of Computing Science and Mathematics 3 (3), 226-244, 2010
252010
An analysis of dollar cost averaging and market timing investment strategies
JL Kirkby, S Mitra, D Nguyen
European journal of operational research 286 (3), 1168-1186, 2020
202020
The role of fashion retail buyers in China and the buyer decision-making process
Y Zhong, S Mitra
Journal of Fashion Marketing and Management: An International Journal 24 (4 …, 2020
172020
Firm value and the impact of operational management
S Mitra, A Karathanasopoulos
Asia-Pacific Financial Markets 26, 61-85, 2019
152019
Pricing and risk management of interest rate swaps
S Mitra, P Date, R Mamon, IC Wang
European Journal of Operational Research 228 (1), 102-111, 2013
142013
Operational risk of option hedging
S Mitra
Economic Modelling 33, 194-203, 2013
142013
FinTech revolution: the impact of management information systems upon relative firm value and risk
S Mitra, A Karathanasopoulos
Journal of Banking and Financial Technology 4 (2), 175-187, 2020
122020
The relationship between conditional value at risk and option prices with a closed-form solution
S Mitra
The European Journal of Finance 21 (5), 400-425, 2015
122015
Regime switching stochastic volatility option pricing
S Mitra
International Journal of Financial Markets and Derivatives 1 (2), 213-242, 2010
122010
Regression based scenario generation: Applications for performance management
S Mitra, S Lim, A Karathanasopoulos
Operations Research Perspectives 6, 100095, 2019
112019
Modelling and trading the English and German stock markets with novelty optimization techniques
A Karathanasopoulos, S Mitra, K Skindilias, CC Lo
Journal of Forecasting 36 (8), 974-988, 2017
102017
Scenario generation for operational risk
S Mitra
Intelligent Systems in Accounting, Finance and Management 20 (3), 163-187, 2013
102013
Efficient option risk measurement with reduced model risk
S Mitra
Insurance: Mathematics and Economics 72, 163-174, 2017
92017
Applications of signed graphs to portfolio turnover analysis
B Vasanthi, S Arumugam, AK Nagar, S Mitra
Procedia-Social and Behavioral Sciences 211, 1203-1209, 2015
82015
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