Mohamed Rehan M S

Center of Systems Science
Indian Institute of Technology, Jodhpur

Contact Information

Linked In: linkedin.com/in/mohamedrehan

Google Scholar Profile

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Research Interests

• Quantitative Finance - Pricing Theory, Portfolio Optimization
• Algorithmic Trading
• Complex Networks for Financial Applications

Ongoing Projects

• Combinatorial Optimization and Risk Management for better Crop Insurance in India

o   Aims to analyze the crop insurance schemes in India, and improve them from a technical & policy perspective.

o   Employs risk measures including VaR and expected shortfall, and to develop an actuarially sound model

o Employing combinatorial optimization techniques, so as to arrive at optimal pools and thresholds

Publications

Mohamed Rehan M S, M Hari Haran, Neha Singh Chauhan, Divya Grover
Visualizing the Indian Stock Market: A Complex Networks Approach
International Journal of Advances in Engineering & Technology, Volume 6 Issue 3, (2013)