Giriraj Achari

Assistant Professor

Area of Expertise: Operations and Finance

Dr. Giriraj holds a PhD in Decision Sciences from Indian Institute of Management, Bangalore. He completed his degrees in Biological Sciences and Mechanical Engineering from BITS Pilani, Goa Campus. In his research, he is primarily interested in exploring novel models in econophysics to explain the characteristics of financial time series, particularly multifractality and power-law behavior. His work also tries to look at time series analysis from the lens of recently developed methods in complex network theory.

Research Interests

Financial Time Series Analysis, Econophysics, Statistical Learning, Complex Network Theory

Publications

Teaching Case

• Giriraj, U. Dinesh Kumar. “Data-Enabled Insights from Sericulture: Jayalaxmi Agro Tech.” IIM Bangalore Case no. IMB735-PDF-ENG (IIM Bangalore, December 2018). Harvard Business Publishing. https://hbsp.harvard.edu/product/IMB735-PDF-ENG, accessed July 2021.

Conferences and Presentations

• 1. “Forecasting Value-at-Risk using Copula-Markov Switching Multifractal Model with Leptokurtic and Skewed Innovations”, 9th International Conference of the Financial Engineering and Banking Society, University of Economics, Prague.
• 2. “Clustering of Financial Time Series Using Visibility Graphs”, 8th International Conference on Business Analytics and Intelligence (ICBAI), Bangalore.