Aparna Gupta

Rensselaer Polytechnic Institute (RPI)

Troy, NY 12180

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 38,015

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Top 38,015

in Total Papers Downloads

1,459

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (11)

1.

Cross Hedging Strategies for Solar Energy Production using Weather Derivatives

Number of pages: 29 Posted: 15 Aug 2015 Last Revised: 27 Apr 2016
Rensselaer Polytechnic Institute (RPI), Rensselaer Polytechnic Institute (RPI), Rensselaer Polytechnic Institute and Rensselaer Polytechnic Institute (RPI)
Downloads 485 (69,863)

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Solar energy, risk management, natural hedge, cross hedge, weather derivatives, locational basis risk

2.

When Positive Sentiment is Not so Positive: Textual Analytics and Bank Failures

Number of pages: 47 Posted: 03 May 2016
Aparna Gupta, Majeed Simaan and Mohammed Zaki
Rensselaer Polytechnic Institute (RPI), Stevens Institute of Technology - School of Business and Rensselaer Polytechnic Institute (RPI)
Downloads 214 (169,797)

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3.

Identifying the Risk Culture of Banks Using Machine Learning

Number of pages: 58 Posted: 24 Aug 2019 Last Revised: 24 Apr 2020
Aparna Gupta and Abena Owusu
Rensselaer Polytechnic Institute (RPI) and Rensselaer Polytechnic Institute (RPI)
Downloads 148 (234,505)
Citation 1

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Risk culture, machine learning, text mining, cluster analysis

4.

Filtering for Risk Assessment of Interbank Network

European Journal of Operational Research, DOI: 10.1016/j.ejor.2019.06.049
Number of pages: 32 Posted: 14 Mar 2016 Last Revised: 29 Jun 2019
Majeed Simaan, Aparna Gupta and Koushik Kar
Stevens Institute of Technology - School of Business, Rensselaer Polytechnic Institute (RPI) and Rensselaer Polytechnic Institute (RPI)
Downloads 144 (239,745)
Citation 1

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OR in Banking, Financial Networks, Liquidity Risk Management, Systemic Risk, Hidden Markov Models

5.

Design and Pricing of Derivative Contracts in a Spectrum Market

Number of pages: 36 Posted: 14 Aug 2013
Aparna Gupta, Koushik Kar and Praveen Muthuswamy
Rensselaer Polytechnic Institute (RPI), Rensselaer Polytechnic Institute and Rensselaer Polytechnic Institute (RPI)
Downloads 102 (309,050)

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Financial Innovation, Derivative Instruments, Derivative Pricing Models, Fractional Brownian Motion

6.

Identifying Board of Director Network Influence for Firm Characteristics

Number of pages: 34 Posted: 14 Jan 2019 Last Revised: 28 Mar 2019
Aparna Gupta, Abena Owusu and Lei Zou
Rensselaer Polytechnic Institute (RPI), Rensselaer Polytechnic Institute (RPI) and Rensselaer Polytechnic Institute (RPI)
Downloads 84 (349,298)

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network analysis, multiplex network, board of director, firm characteristics

7.

Optimal Hedging Strategy for Risk Management on a Network

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 39 Posted: 17 Sep 2011 Last Revised: 12 Aug 2015
Tianjiao Gao, Aparna Gupta and Nalan Gulpinar
Rensselaer Polytechnic Institute (RPI), Rensselaer Polytechnic Institute (RPI) and University of Warwick - Warwick Business School
Downloads 82 (354,316)
Citation 1

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Risk management, Hedge, Network, Optimal hedging strategy

8.

Risk Dependencies and Interactions in the Energy Market

Number of pages: 35 Posted: 23 Jan 2017
Runzu Wang and Aparna Gupta
University of Oklahoma - Division of Finance and Rensselaer Polytechnic Institute (RPI)
Downloads 65 (403,163)
Citation 1

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9.

Addressing Systemic Risk Using Contingent Convertible Debt — A Network Analysis

Number of pages: 46 Posted: 24 Jan 2019
Aparna Gupta, Yueliang (Jacques) Lu and Runzu Wang
Rensselaer Polytechnic Institute (RPI), University of North Carolina (UNC) at Charlotte - Finance and University of Oklahoma - Division of Finance
Downloads 59 (423,119)
Citation 2

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Contingent Convertible Debt, Network Model, Systemic Risk, 13-F Filing

10.

Explanatory Co-Movement in Asset Prices with Minimal Dependence Structures

Number of pages: 47 Posted: 01 Feb 2015
Banco Central do Brasil and Rensselaer Polytechnic Institute (RPI)
Downloads 55 (437,334)
Citation 2

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asset price dynamics, non-stationarity, network structures, correlation dynamics

11.

Multivariate Jump Diffusion Model with Markovian Contagion

Number of pages: 36 Posted: 28 Jul 2017
Banco Central do Brasil and Rensselaer Polytechnic Institute (RPI)
Downloads 21 (604,200)
Citation 1

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asset prices, jump diffusion, jump correlation, contagion dynamics, network analysis