Dr. Arindam Kundu

Present Position: Assistant Professor

Department of Mathematics, School of Basic & Applied Sciences

E-mail: arindam1.kundu@adamasuniversity.ac.in

Education:

  • Ph.D. in Applied Mathematics, (Indian Institute of Technology Patna)
  • Sc. in Mathematics, (Banaras Hindu University, Varanasi)
  • Sc. (Hons.) in Mathematics, (University of Burdwan)

Research Key Areas:

  • Numerical Techniques
  • Mathematical & Quantitative Finance: Option Pricing and Volatility Modelling
  • Numerical & Statistical Modelling and Simulation with MATLAB.
  • Machine Learning
  • Real Data modelling and analysis

Experience:

  • Assistant Professor, Department of Mathematics, Adamas University, India, Oct 2020 – Present
  • Assistant Professor (Level-10) under Technical Education Quality Improvement Program (TEQIP)-III (NPIU-MHRD), Department of Mathematics, Bineswar Brahma Engineering College, A Government College of Assam, India, Jan 2018 – Sep 2020
  • Temporary Faculty, Department of Mathematics, NIT Raipur, July 2017 – Dec 2017
  • Project Asst. Level-II, Product Design and Simulation, CSIR-Central Mechanical Engineering Research Institute, Durgapur, India, Sep 2008 – July 2010

Research Publication (s):

Number of research papers published in International refereed journals: 03

For Details, Visit: https://vidwan.inflibnet.ac.in/profile/172064

Google  scholar: https://scholar.google.com/citations?hl=en&user=2RAfQk0AAAAJ

Selected Publication (s):

  1. Arindam Kundu, S. Kumar, N.K. Tomar, Option Implied Risk-neutral Density Estimation: A Robust and Flexible Method, Computational Economics, Springer, Volume 54, 2019, 705-728. (SCIE & SSCI, IF 1.87)
  2. Arindam Kundu, S. Kumar, N.K. Tomar, S.K. Gupta, Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints, J. Inequal. Appl., Springer, 2016(1), 1-16, 2016. (SCIE, IF 2.5)
  3. H. Chattopadhyay, Arindam Kundu, B. K. Saha, T. Gangopadhyay, Analysis of flow structure inside a spool type pressure regulating valve, Energy Conversion & Management, Elsevier, Volume 53, Issue 1, January 2012, Pages 196-204. (SCIE,  IF 9.7)

Project Supervisor:

  1. Post Graduate Thesis Advisor / Supervisor: 01 (ongoing)
  2. Under Graduate Project Supervision: 03 (completed)

Award/ Academic Recognition/ Major Professional Activity:

  • Reviewer: Computational Economics, Springer
  • Qualified GATE in Mathematics 2010
  • Institute SRF, IIT Patna, 2012
  • Institute JRF, IIT Patna, 2010
  • All India NPIU-2017 Rank-63 in Mathematics
  • Invited Talks: 02
  • Professional membership: Indian mathematical Society, India