Research Scholar
Industrial Engineering and Operations Research
Indian Institute of Technology Bombay
Academic Background
- M.Sc-Ph.D. in Industrial Engineering and Operations Research, IIT Bombay
- B.Sc. in Statistics Honours 2014, from Calcutta University, West Bengal
Supervisor
Research Problem
Systemic Risk In Large Financial Network
Publications
1. Kavitha, Veeraruna, Indrajit Saha, and Sandeep Juneja. "Random Fixed Points, Limits and Systemic risk." In 2018 IEEE Conference on Decision and Control (CDC), pp. 5813-5819. IEEE, 2018.
2. Indrajit Saha and Veeraruna Kavitha. Financial replicator dynamics: emergence of systemic-risk-averting strategies. In-Network Games, Control, and Optimization, Springer, 2020 (To appear)
3. Indrajit Saha and Veeraruna Kavitha. "Random fixed points, systemic risk and resilience of heterogeneous financial network " (under review)
4. Kapsikar, Suyog, Indrajit Saha, Khushboo Agarwal, Veeraruna Kavitha, and Quanyan Zhu. "Controlling Fake News by Collective Tagging: A Branching Process Analysis." IEEE Control Systems Letters (2020).
5. Kavitha, Veeraruna, Eitan Altman, and Indrajit Saha. "Controlling packet drops to improve freshness of information." arXiv preprint arXiv:1807.09325 (2018).
Research Interest
Systemic Risk, Applied Probability.
Teaching Assistant
- IE 611 - Introduction to Stochastic Models ( Autumn 2016)
- IE 618 - Advanced Stochastic Processes for Operations Research (Spring 2016, Autumn 2019)
- IE 612 - Introduction to Financial Engineering ( Autumn 2017, Autumn 2018)
- IE 502 - Probabilistic Models (Spring 2017)
- IE 616 - Decision Analysis and Game Theory (Spring 2018)
- IE 807 - Advanced Stochastic Processes for Operations Research II (Spring 2019)
Other Interests
Football, Table tennis, and Chess.
Contact
Email id: indrojit@iitb.ac.in, indrajitieor@gmail.com
IEOR lab: (+91) 022 2576 4807