Prof. Akhilesh Prasad

Assistant Professor

Area: Finance

Akhilesh Prasad has submitted his Doctoral Thesis titled “Multiclass imbalanced classification model for forecasting the movements of the CBOE VIX India” at S. P Jain School of Global Management – Dubai – Mumbai – Singapore – Sydney and is under review with External Examiner.

After working extensively in the Software Industry for around 12 years, he moved into finance field.

Educational Qualification:

  • Pursuing Doctor of Business Administration, S. P Jain School of Global Management – Dubai – Mumbai – Singapore – Sydney, 2022 (expected)
  • Global MBA (Finance), EDHEC Business School, Nice, France
  • B. Tech. (H), Agricultural and Food Engineering, IIT Kharagpur, India

Professional Qualification:

  • Certificate in Quantitative Finance (CQF), CQF Institute (Fitch Learning), London
  • Financial Risk Manager (Part 1 & 2), FRM Exam, GARP, USA
  • Chartered Financial Analyst (Level 1 & 2), CFA Exam, CFA Institute, USA

Publication:

  • 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. 
  • Prasad, A., & Seetharaman, A. (2021). Importance of Machine Learning in Making Investment Decision in Stock Market. Vikalpa. https://doi.org/10.1177/02560909211059992 
  • 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. https://doi.org/10.3390/jrfm15030126 

Working Papers:

  • Forecasting the direction of daily changes in the India VIX using deep learning.
  • Forecasting the direction of daily changes in the India VIX using machine learning.
  • Role of the global volatility indices in predicting the volatility index of the Indian economies.