त्वरित संपर्क
Raghu Nandan Sengupta
Fellow in Management (IIM Calcutta, INDIA)
Professor, Department of Management Sciences
शोध करना दिलचस्पी
Sequential Estimation, Statistical and Mathematical Reliability Theory, Risk Analysis, Optimization Techniques in Finance, Meta Heuristic Techniques, Reliability based Optimization, Robust Optimization.
Office:
Department of Management Sciences, IIT Kanpur, Kanpur 208016, INDIA
शिक्षण क्षेत्र
1. IIT Kanpur, INDIA, https://www.iitk.ac.in: Probability and Statistics (IME602), Security Analysis, Derivatives and Portfolio Management (MBA676), Management of Risk in Financial Systems (MBA678), Introduction to Stochastic Processes and their Applications (IME625), Management Decision Analysis (IME634), Quantitative Methods for Decision Making (MBA 651), Total Quality Management (MBA663).
2. University of Warszawa, POLAND, https://www.wne.uw.edu.pl/en/: Introduction to Stochastic Processes and their Applications )/(2400-ZEWW712), Management of Risk in Financial Systems (2400-ZEWW731), Econometrics (2400-FIM3EC and 2400-PP3EKOa), Advanced Econometrics (2400-M1PPZEKOa), Operations Research (2400-ZEWW732), Time Series Econometrics (2400-ZEWW730), Applied Design of Experiments (2400-ZEWW711), Project Financing and Management (2400-ZEWW713).
3. Mazandaran University of Science and Technology, IRAN, http://en.umz.ac.ir/: Probability and Statistics, Security Analysis, Derivatives and Portfolio Management, Management of Risk in Financial Systems.
4. Ramakrishna Mission Vivekananda Educational and Research Institute, INDIA, http://rkmvu.ac.in/: Finance and Econometrics and Supply Chain Analytics
5. Delhi School of Business, Delhi, INDIA, https://dsb.edu.in/: Corporate Financial Modeling
चयनित प्रकाशन
Book and Book Chapters: 1. Information sharing in a serial supply chain of low demand item; Sunil Agrawal, Raghu Nandan Sengupta and Kripa Shanker, Vision 2020: The Strategic Role of Operational Research, Edited by N. Ravichandran, Allied Publishing Company Pvt. Ltd., 2006, Chapter 20, 332-347, ISBN (10): 81-8424-108-9.
2. Bankruptcy Prediction Using Artificial Immune Systems; Rohit Singh and Raghu Nandan Sengupta, Lecture Notes in Computer Science; Book: Artificial Immune Systems, Edited by L.N. de Castro, F.J.Zuben and H.Knidel, Springer-Verlag, 2007, 4628, 131-141, ISBN (13): 978-3-540-73921-0. https://link.springer.com/chapter/10.1007/978-3-540-73922-7_12
3. Decision Sciences: Theory and Practice; Edited by Raghu Nandan Sengupta, Aparna Gupta and Joydeep Dutta, CRC Taylor & Francis, 2016, ISBN (10): 146656430X; ISBN (13): 9781466564305. https://www.routledge.com/Decision-Sciences-Theory-and-Practice/Sengupta-Gupta-Dutta/p/book/9780367574376
4. Statistical Methods; Raghu Nandan Sengupta and Debasis Kundu in Decision Sciences: Theory and Practice; Edited by Raghu Nandan Sengupta, Aparna Gupta and Joydeep Dutta, Chapter 08: 413-520; CRC Taylor & Francis, 2016, ISBN (10): 146656430X; ISBN (13): 9781466564305. https://www.routledge.com/Decision-Sciences-Theory-and-Practice/Sengupta-Gupta-Dutta/p/book/9780367574376
5. Statistical Methods; Raghu Nandan Sengupta and Debasis Kundu in Decision Sciences: Theory and Practice; Edited by Raghu Nandan Sengupta, Aparna Gupta and Joydeep Dutta, Chapter 08: 413-520; CRC Taylor & Francis, 2016, ISBN (10): 146656430X; ISBN (13): 9781466564305. https://www.routledge.com/Decision-Sciences-Theory-and-Practice/Sengupta-Gupta-Dutta/p/book/9780367574376
6. Studies in Quantitative Decision Making; Edited by Diptesh Ghosh, Avijit Khanra, S. V. Vanamalla, Faiz Hamid and Raghu Nandan Sengupta, Springer, 2022, ISBN (13): 978-981-16-5820-4. https://link.springer.com/book/10.1007/978-981-16-5820-4
Journals: 1. LINEX Loss Function and its Statistical Application – A Review: Saibal Chattopadhyay, Ajit. Chaturvedi and Raghu Nandan Sengupta, Decision, Jan – Dec 1999, 26, 1-4, 51-76.
2. Sequential Estimation of a Linear Function of Normal Means Under Asymmetric Loss Function: Saibal Chattopadhyay, Ajit Chaturvedi and Raghu Nandan Sengupta, Metrika, 2000, 52, 3, 225-235. https://doi.org/10.1007/s001840000086
3. Asymmetric Penalized Prediction Using Adaptive Sampling Procedures: Saibal Chattopadhyay, Sujay Datta and Raghu Nandan Sengupta, Sequential Analysis, 2005, 24, 1, 23-43. https://doi.org/10.1081/SQA-200046827
4. Three-Stage and Accelerated Sequential Point Estimation of the Normal Mean Using LINEX Loss Function: Saibal Chattopadhyay and Raghu Nandan Sengupta, Statistics, 2006, 40, 1, 39-49. https://doi.org/10.1080/02331880500484820
5. Use of Asymmetric Loss Functions in Sequential Estimation Problem for the Multiple Linear Regression: Raghu Nandan Sengupta, Journal of Applied Statistics, 2008, 35, 3, 245-261. https://doi.org/10.1080/02664760701833388
6. Impact of information sharing and lead time on bullwhip effect and on-hand inventory: Sunil Agrawal, Raghu Nandan Sengupta and Kripa Shanker, European Journal of Operational Research, 2009, 192, 576-593. https://doi.org/10.1016/j.ejor.2007.09.015
7. Some variants of adaptive sampling procedures and their applications: Raghu Nandan Sengupta and Angana Sengupta, Computational Statistics and Data Analysis, 2011, 55, 3183-3196. https://doi.org/10.1016/j.csda.2011.05.020
8. Estimation for the multiple regression set up using balanced loss function: Raghu Nandan Sengupta and Sachin Srivastava, Communications in Statistics: Simulation & Computation, 2012, 41, 653-670. https://doi.org/10.1080/03610918.2011.598997
9. Minimum Risk Estimation of Scalar Means under Convex Combination of Loss Functions: Raghu Nandan Sengupta and Sachin Srivastava, Communications in Statistics: Simulation & Computation, 2012, 41, 1346-1371. https://doi.org/10.1080/03610918.2011.600648
10. Reliability Based Portfolio Optimization with Conditional Value at Risk (CVaR): Raghu Nandan Sengupta and Siddharth Sahoo, Quantitative Finance, 2013, 13, 1637-1651. https://doi.org/10.1080/14697688.2012.754547
11. Robust and Reliable Portfolio Optimization Formulation of a Chance Constrained Problem: Raghu Nandan Sengupta and Rakesh Kumar, Foundations of Computing and Decision Sciences, 2017, 42, 83-117. https://doi.org/10.1515/fcds-2017-0004
12. Facets of Business-to-Business Brand Equity: Mixed Methods Approach: Priyanka Sharma, Raghu Nandan Sengupta and J. David Lichtenthal, Marketing Intelligence and Planning, 2019, 37, 754-769. https://doi.org/10.1108/MIP-10-2018-0437
13. Why are industrial firms high or low brand sensitive? An empirical investigation: Priyanka Sharma and Raghu Nandan Sengupta, Journal of Marketing Theory and Practice, 2020, 28, 56-78. https://doi.org/10.1080/10696679.2019.1662314
14. A Robust Multiobjective Solution Approach for Mean-Variance Optimisation of Correlated Multiple Quality Characteristics: Abhinav K. Sharma, Indrajit Mukherjee, Sasadhar Bera and Raghu Nandan Sengupta, International Journal of Quality & Reliability Management, 2021, (Accepted /Forthcoming). https://doi.org/10.1108/IJQRM-12-2020-0409
15. Impact of Dynamic Flexible Capacity on Reverse Logistics Network Design with Environmental Concerns: Manish Shukla, Vipin B and Raghu Nandan Sengupta, Annals of Operations Research, 2022, (Accepted /Forthcoming). https://doi.org/10.1007/s10479-022-04565-y
16. Reliability in Portfolio Optimization using Uncertain Estimates: Raghu Nandan Sengupta, Rachit Seth and Peter Winker, Sankhya B: S,I Special Issue on Recent Advances in Statistical Finance, 2022, (Accepted /Forthcoming). https://doi.org/10.1007/s13571-022-00285-2
पुरस्कार एवं फैलोशिप
1. DAAD Research Stays for University Academics and Scientists, 2017, [Personal ref. no./ID: 91563924, Funding programme number: 57314018] to Technische Universität Dresden, GERMANY.
2. DAAD Research Stays for University Academics and Scientists, 2015, [Personal ref. no./ID: 91563924, Funding programme number: 50015559] to Technische Universität Dresden, GERMANY.
3. EU-NAMASTE Fellowship/Scholarship - NAMASTE 2015 2nd Cohort (ERASMUS MUNDUS Fellowship, Mobility Group: Academic Staff: Application 20140037) to visit Operations and Logistics at the Centre of Engineering and Management Studies (CEG-IST) of Instituto Superior Técnico (IST) from the University of Lisbon (UTL), PORTUGAL.
4. Erasmus Mundus Europe Asia Fellowship/Scholarship Program Fellowship 2011 (ERASMUS MUNDUS Fellowship, Mobility Group: Academic Staff: Application L111003509) to visit Faculty of Mathematics, Informatics and Mechanics University of Warsaw, POLAND, May 2012.
5. MHRD, GoI, INDIA scheme and selected as the visiting faculty to teach at Asian Institute of Technology (AIT), Bangkok, THAILAND, August 2011 – November 2011.
6. Indo US Science and Technology Forum (IUSSTF) Fellowship 2008 [IUSSTF RESEARCH FELLOW 2008] to visit Operations Research & Financial Engineering (ORFE) Department at Princeton University, USA, July 2008 – December 2008.
सम्मेलन प्रस्तुतियाँ
Attended about twenty (20) National and International Conferences out of which I was the session/key note speaker in two (02) of them.
शैक्षणिक संगठनों में प्रशासनिक पद
- HoD, IME, IIT Kanpur, INDIA (2017-2020)
- DPGC, Placement in-charge, MBA admissions in-charge, etc., of IME Department, IIT Kanpur, INDIA.
- Vice Chairman, JEE (Advanced)-2013.
- Vice Chairman (Organizing GATE), GATE/JAM-2015.
- Chairperson Senate Elections Committee (2016-17).
आमंत्रित व्याख्यान
1. Department of Industrial Engineering and Management at Mazandaran University of Science and Technology, IRAN, Dec-2005 to Jan-2006; June-2008.
2. Department of Statistik und Ökonometrie at Justus-Liebig-Universität Gießen, Gießen, GERMANY, July-2007; Dec-2008; May-2009.
3. S.P.Jain Centre of Management, Dubai, UAE, July-2007.
4. Indira Gandhi Institute of Development Research (IGIDR), Bombay, INDIA, 2008; Dec-2009; Feb-2010; Dec-2010.
5. Department of Statistics, Shiraz University, Shiraz, IRAN, 2008.
6. Department of Industrial Engineering, Bilkent University, TURKEY, 2008.
7. Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, USA, 2008.
8. Department of Computer Science, The University of Memphis, USA, 2008.
9. Lally School of Management & Technology, Rensselaer Polytechnic Institute, USA, 2008.
10. Department of Information, Operations & Management Sciences, STERN School of Business, New York University, USA, 2008.
11. Fordham University, USA, 2008.
12. GERAD, HEC Montreal, CANADA, 2008.
13. Department of ORFE, Princeton University, USA, 2008.
14. BA Continuum Solutions Pvt. Ltd., Bank of America, Apr-2008.
15. Indian Institute of Management Calcutta, INDIA, 2009, 2010, 2012.
16. Army 515 Base Workshop, Bangalore, INDIA, 2010.
17. ITM, Mumbai, INDIA, Nov-2009 to Jan-2010.
18. Indian Institute of Science Education and Research (IISER) Pune, INDIA, Aug-2011.
19. Indian School of Business (ISB), Hyderabad, INDIA, 2011.
20. Institute for Development and Research in Banking Technology (IDRBT), Hyderabad, INDIA, Dec-2011.
21. Institut für Statistik und Operations Research, Universität Wien, AUSTRIA, 2012.
22. Laboratory of Intelligent Decision Support Systems, Institute of Computing Science, Poznan University of Technology, POLAND, 2012.
23. Faculty of Mathematics, Informatics and Mechanics, University of Warsaw, POLAND, 2012.
24. IIIT Jabalpur, INDIA, July-2012 to Jan-2013.
25. Defence Engineering College, ETHIOPIA, March-2013 to Apr-2013.
26. Faculty of Economic Sciences, University of Warszawa, POLAND, 2015.
27. Institute of Mathematics, Polish Academy of Sciences, POLAND, 2016.
28. Institut für Mathematische Stochastik, Technische Universität Dresden, GERMANY, 2016.
29. Instituto Superior Técnico (IST), University of Lisbon (UTL), PORTUGAL, 2016.
30. Institut für Mathematische Stochastik, Technische Universität Dresden, GERMANY, 2017.
31. Fakultät für Mathematik, Technische Universität München, GERMANY, 2017.
32. GIAN Workshop: Multiobjective Optimization Using Metaheuristics, IIT Kanpur, INDIA, 2018.
33. GIAN Workshop: Data Analytics for Operations Research, IIT Kanpur, INDIA, 2018.
34. IEOR Department, IIT Bombay, INDIA, 2019, [Diamond Jubilee Celebration Invited talk].
35. Indian Institute of Management Lucknow, INDIA, 2019.
36. IIT Kanpur Alumni (Diamond Jubilee Celebration), INDIA, 2020.
37. Delhi School of Business, 2021
38. 23rd Annual Conference of Society of Statistics, Computer and Applications (SSCA), 2021