Rituparna Sen

Rituparna Sen is an Associate Professor at the Indian Statistical Institute (ISI), Bangalore Centre. She holds a visiting role as Visiting Associate Professor at the University of California, Santa Barbara (UCSB). Her research focuses on statistical modeling, financial data analysis, risk management, and econometrics. She actively contributes to interdisciplinary fields such as portfolio optimization, Bayesian methods, and time series analysis.

Education & Career: Completed PhD under Prof. Per Mykland at the University of Chicago. Serves on the faculty at ISI and teaches advanced courses like Design and Analysis of Experiments, Nonparametric Methods, and Computational Finance. Collaborates with institutions globally, including Cornell University, Columbia University, and Technische Universität München.

Research Interests: Explores topics like stochastic modeling in business, financial risk assessment (e.g., spectral risk measures, Value at Risk), and applications of machine learning. Her work bridges traditional statistical methods with modern data-driven approaches, addressing challenges in high-frequency finance and market volatility.

Publications & Impact: Authored over 30 peer-reviewed articles and a textbook on Computational Finance with R. Recent work includes contributions to Applied Stochastic Models in Business and Industry, Journal of Risk, and Econometrics and Statistics. Research trends emphasize interdisciplinary applications, sustainability in finance, and methodological advancements in statistical inference.

Awards & Recognition: No explicit awards listed, but recognized for contributions in financial econometrics and statistical methodology. Active in academic service, including editorial roles and organizing conferences on statistical modeling.

Teaching & Mentorship: Advised 5 PhD students and multiple postdocs. Teaches advanced statistical courses at ISI and UCSB, with lectures on Survival Analysis, Large Sample Theory, and Multivariate Analysis. Maintains an open-door consulting practice for statistical guidance in academia and industry.

Collaborations: Leads projects with global collaborators like Prof. Claudia Klüppelberg (TUM) and Prof. Sumanta Basu (Cornell). Engages in interdisciplinary teams addressing issues like environmental finance, contagion in financial markets, and Bayesian causal analysis.