Concepedia

Sovan Mitra

SM

15

Publications

303

Citations

11

H-Index

2010

Active since

Affiliations

Glasgow Caledonian University(Current)

University of Liverpool

Brunel University of London

American University of Beirut

University of Westminster

Sovan Mitra is an author at Glasgow Caledonian University specializing in business, finance, and financial engineering.

Top concepts

BusinessFinanceAsset PricingFinancial EngineeringManagementEconomicsStatisticsRisk ManagementAccountingEngineering

Publications per year

2010–2022

15

Publications

15

Operational risk: Emerging markets, sectors and measurement

Sovan Mitra, Andreas Karathanasopoulos, Georgios Sermpinis et al. · European Journal of Operational Research · 2014 · 54 citations

Emerging Market, International Finance, Risk Management +8

Is Hurst Exponent Value Useful in Forecasting Financial Time Series?

Sovan Mitra · Asian Social Science · 2012 · 43 citations · Full text

Economics, High Hurst Exponent, Financial Time Series +11

Regime switching volatility calibration by the Baum–Welch method

Sovan Mitra, Paresh Date · Journal of Computational and Applied Mathematics · 2010 · 25 citations

Numerical Analysis, Volatility Modeling, Multivariate Stochastic Volatility +7

Stock market prediction using evolutionary support vector machines: an application to the ASE20 index

Andreas Karathanasopoulos, Konstantinos Theofilatos, Georgios Sermpinis et al. · European Journal of Finance · 2015 · 25 citations

Engineering, Asset Pricing, Data Science +14

An analysis of dollar cost averaging and market timing investment strategies

Justin Kirkby, Sovan Mitra, Duy Nguyen · European Journal of Operational Research · 2020 · 23 citations · Full text

Economics, Computational Finance, Financial Economics +11

Rows per page

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