Indranil SenGupta

616 total citations
50 papers, 391 citations indexed

About

Indranil SenGupta is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Indranil SenGupta has authored 50 papers receiving a total of 391 indexed citations (citations by other indexed papers that have themselves been cited), including 31 papers in Finance, 19 papers in Economics and Econometrics and 9 papers in Mathematical Physics. Recurrent topics in Indranil SenGupta's work include Stochastic processes and financial applications (24 papers), Financial Risk and Volatility Modeling (23 papers) and Complex Systems and Time Series Analysis (14 papers). Indranil SenGupta is often cited by papers focused on Stochastic processes and financial applications (24 papers), Financial Risk and Volatility Modeling (23 papers) and Complex Systems and Time Series Analysis (14 papers). Indranil SenGupta collaborates with scholars based in United States, India and China. Indranil SenGupta's co-authors include Maria C. Mariani, Ionuţ Florescu, William W. Wilson, William E. Nganje, E. Barany, Tatjana Miljkovic, Laura Serpa, Gautam Biswas, Bo Sun and Musie Ghebremichael and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of Mathematical Analysis and Applications and Physica A Statistical Mechanics and its Applications.

In The Last Decade

Indranil SenGupta

44 papers receiving 370 citations

Peers

Indranil SenGupta

FINAN

DEMOG

Nikolai Dokuchaev Australia

Jorge A. Leòn Mexico

Qingshuo Song United States

Idris Kharroubi France

Stefan Tappe Germany

Thomas Kruse Germany

Christian Bender Germany

Marina Kleptsyna France

Éric Fournié Germany

Gopal K. Basak India

Nikolai Dokuchaev Australia

Indranil SenGupta

324 ×1.4

FINAN

176 ×1.2

35 ×0.7

57 ×1.2

DEMOG

31 ×0.9

Citations per year, relative to Indranil SenGupta Indranil SenGupta (= 1×) peers Nikolai Dokuchaev

Countries citing papers authored by Indranil SenGupta

Since Specialization

Citations

This map shows the geographic impact of Indranil SenGupta's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Indranil SenGupta with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Indranil SenGupta more than expected).

Fields of papers citing papers by Indranil SenGupta

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Indranil SenGupta. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Indranil SenGupta. The network helps show where Indranil SenGupta may publish in the future.

Co-authorship network of co-authors of Indranil SenGupta

This figure shows the co-authorship network connecting the top 25 collaborators of Indranil SenGupta. A scholar is included among the top collaborators of Indranil SenGupta based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Indranil SenGupta. Indranil SenGupta is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Wilson, William W., et al.. (2025). PREDICTING OCEAN FREIGHT RATES USING MACHINE LEARNING METHODS. 4(1). 1–26.

SenGupta, Indranil, et al.. (2024). Estimation of VaR with jump process: Application in corn and soybean markets. Applied Stochastic Models in Business and Industry. 40(5). 1337–1354. 2 indexed citations

SenGupta, Indranil, et al.. (2024). ANALYSIS OF OPTIMAL PORTFOLIO ON FINITE AND SMALL-TIME HORIZONS FOR A STOCHASTIC VOLATILITY MODEL WITH MULTIPLE CORRELATED ASSETS. International Journal of Theoretical and Applied Finance. 27(05n06). 1 indexed citations

Shaik, Saleem, et al.. (2023). Implications for the Dirichlet Processes Mixture Linear Model on U.S. Crop Yield Predictions. SSRN Electronic Journal. 1 indexed citations

Basu, Treena, et al.. (2022). A Novel Implementation of Siamese Type Neural Networks in Predicting Rare Fluctuations in Financial Time Series. Risks. 10(2). 39–39. 5 indexed citations

SenGupta, Indranil, et al.. (2020). Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model. arXiv (Cornell University). 7 indexed citations

SenGupta, Indranil, et al.. (2020). First exit-time analysis for an approximate Barndorff-Nielsen and Shephard model with stationary self-decomposable variance process. arXiv (Cornell University). 2 indexed citations

Mukherjee, Diganta, et al.. (2020). Multi-asset generalized variance swaps in Barndorff-Nielsen and Shephard model. International Journal of Financial Engineering. 7(4). 2050051–2050051.

Wilson, William W., et al.. (2019). Barndorff‐Nielsen and Shephard model for hedging energy with quantity risk. 2(3-4). 202–214. 6 indexed citations

10.

Ghebremichael, Musie, et al.. (2017). Volatility and Variance Swap Using Superposition of the Barndorff-Nielsen and Shephard type Lévy Processes. Sankhya B. 81(1). 75–92. 5 indexed citations

11.

SenGupta, Indranil. (2015). Culture-keeping as State Action: Bureaucrats, Administrators, and Monuments in Colonial India. Past & Present. 226(suppl 10). 153–177. 7 indexed citations

12.

Florescu, Ionuţ, Maria C. Mariani, & Indranil SenGupta. (2014). Option pricing with transaction costs and stochastic volatility. SHILAP Revista de lepidopterología. 8 indexed citations

13.

SenGupta, Indranil. (2014). Pricing Asian options in financial markets using Mellin transforms. SHILAP Revista de lepidopterología. 1 indexed citations

14.

Alam, Monjur, Santosh Ghosh, Dipanwita Roy Chowdhury, & Indranil SenGupta. (2013). First-order DPA Vulnerability of Rijndael: Security and Area-delay Optimization Trade-off. International journal of network security. 15(3). 219–230. 2 indexed citations

15.

SenGupta, Indranil & Maria C. Mariani. (2012). Spherical Harmonics Applied to Differential and Integro-Differential Equations Arising in Mathematical Finance. Differential Equations and Dynamical Systems. 20(2). 93–109. 2 indexed citations

16.

Mariani, Maria C., et al.. (2011). Solution to a nonlinear Black-Scholes equation. SHILAP Revista de lepidopterología. 31 indexed citations

17.

Mariani, Maria C., et al.. (2011). Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market. Journal of Mathematical Analysis and Applications. 385(1). 36–48. 4 indexed citations

18.

SenGupta, Indranil. (2010). Differential operator related to the generalized superradiance integral equation. Journal of Mathematical Analysis and Applications. 369(1). 101–111. 13 indexed citations

19.

SenGupta, Indranil. (2010). Spectral analysis for a three-dimensional superradiance problem. Journal of Mathematical Analysis and Applications. 375(2). 762–776. 12 indexed citations

20.

Chowdhury, Debashish, Saugata Basu, Indranil SenGupta, & P.P. Chaudhuri. (2005). A novel scheme for designing error correcting codes using cellular automata. 3. 231–235. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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