JAGSoM

Dr. Akhilesh Prasad

Assistant Professor
Speciality Area : Finance
Speciality Domain : Financial Mathematics, Financial Analytics, Financial Engineering, Quantitative Finance, and Data Science

His professional journey spans over thirteen years in the software industry, starting as a Software Engineer and progressing to lead teams. Additionally, he has served as a finance tutor for three years, founded a venture for two years, and gained teaching experience over two years. In his academic roles, Dr. Prasad has instructed courses such as Corporate Finance, Computational Methods in Finance, Quantitative Fixed Income Security, Mathematics of Financial Derivatives, Machine Learning for Finance, Deep Learning with Python, Quantitative Portfolio Management, and Financial Risk Analytics.

Educational Qualification

  • DBA (equivalent to PhD), SP Jain School of Global Management, Sydney
  • MBA, EDHEC Business School, Nice, France
  • B. Tech. (H), IIT Kharagpur, India

Publications

Certifications

  • Certificate in Quantitative Finance (CQF), CQF Institute, Fitch Learning, London
  • FRM Designation, GARP, US
  • Passed Level 1 and 2 CFA Exam, CFA Institute, US
  • ERM Level 1, IRM (Institute of Risk Management), London

Publication

  • Prasad, A., Bakhshi, P., & Guha, D. (2023). Forecasting the direction of daily changes in the India VIX Index using deep learning. IIMB Management ReviewLink. (B-Category)
  • Prasad, A., & Bakhshi, P. (2022a). Forecasting the Direction of Daily Changes in the India VIX Index Using Machine Learning. Journal of Risk and Financial Management, 15(12), 552. Link. (B-Category)
  • Prasad, A., & Bakhshi, P. (2022b). Role of the Global Volatility Indices in Predicting the Volatility Index of the Indian Economy. Risks, 10(12), 223. Link. (B-Category)
  • Prasad, A., Bakhshi, P., & Seetharaman, A. (2022). The Impact of the U.S. Macroeconomic Variables on the CBOE VIX Index. Journal of Risk and Financial Management, 15(3), 126. Link. (B-Category)
  • Prasad, A., & Seetharaman, A. (2021). Importance of Machine Learning in Making Investment Decisions in the Stock Market. Vikalpa: The Journal for Decision Makers, 46(4), 209–222. Link
  • Adamala, S., Singh, R., Raghuwanshi, N. S., Prasad, A., & Chamoli, A. (2019). Hydrologic Calculator: An Educational Interface for Hydrological Processes Analysis. Agricultural Engineering International: CIGR Journal, 21(1), 1–17. Link

Teaching and Research interest

  Thesis: 

  • Doctoral Thesis: Forecasting Spikes in the CBOE VIX Index
  • MBA Thesis: The effect of mergers and acquisitions on shareholders’ returns
  • B. Tech. Thesis: Hydrology Calculator

 Patent:  Copyrights have been obtained for the following Software Packages under Section 45 of the Copyright Act, 1957 (14 of 1987)

  • Name of Software: Hydrology Calculator, Copyright Number: SW-858/2002

  • Assistant Professor, SVKM Narsee Monjee Institute of Management Studies (NMIMS) Bangalore 
  • Associate Solution Advisor, Deloitte US-India (USI), Hyderabad

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