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Aniket Niranjan Mishra

Third-year undergraduate student at Indian Institute of Technology, Kharagpur

IIT Kharagpur

Halo!

I am a third year undergraduate student at Department of Metallurgical and Materials Engineering, IIT Kharagpur, enrolled in its Dual Degree program with specialisation in Financial Engineering. My interests include Quantitative Finance, Machine learning and Data Analytics. I am currently interning at Centre for Analytical Finance, Indian School of Business, Hyderabad.

Interests

  • Finance
  • Algorithmic Trading
  • Machine Learning
  • Data Analytics
  • Computational Materials Science
  • Natural Language Processing

Education

  • B.tech. in Metallurgical & Materials Engineering, 2022

    IIT Kharagpur

  • M.tech. in Financial Engineering, 2022

    VGSOM, IIT Kharagpur

  • AISSCE, 2017

    CBSE, New Delhi

Skills

Python

Finance

Machine Learning

MATLAB

Statistics

C, C++

Data Analytics

Bloomberg

R

Experience

For details please refer to my CV

 
 
 
 
 

Research Intern

Centre for Analytical Finance, Indian School of Business

Nov 2019 – Jan 2020 Hyderabad
Responsibilities include:

  • Performed clustering on numeric and catagorical data (K-means, k-prototypes and Random Forest)
  • Developed a sentiment analysis tool for financial news and company fillings like 10-K reports using both dictionary and NLP methods
  • Implemented algorithmic trading strategies on Indian Markets
  • Trading strategies included:- Post Earnings Announcement Drift(PEAD), Pairs trading, Betting against Beta, F-score and G-score
  • Examined the profitability of research-based trading strategies
  • Predicted earnings of Nifty50 companies and calculated Stadardised Unexpected Earnings (SUE)

Projects

*
All Machine Learning Data Analytics Finance

K-Modes and K-prototypes clustering

Performed unsupervised K-modes and K-prototypes clustering on customer loan data to identify grouping within loan applications, studied summary statistics based on position of point in cluster

PEAD trading in Python

Implemented Post Earnings Announcement Drift (PEAD) momentum based strategy on Nifty50 universe with rolling window and SUE method

Pairs trading in Python

Implemented mean reversion based Pairs trading strategy on Nifty 50 universe, with a rolling window of pair formation and testing returns

Textual analysis of company filings

Evaluated the sentiment of 10K and 10Q reports of US firms, created database of such reports by web scraping, used Loughran & Mcdonald dictionary and NTUSD-Fin dictionary

Sentiment analysis of Financial News using Vader library

Evaluated the sentiment of financial news using vader library and provided a sentiment score to the articles

Naive Bayes classification in Python

Performed Naive Bayes classification on CMC data, prepared heatmap and contigency table,checked model performance using K-fold cross validation

Time series prediction using Machine Learning

Prediction of commodity and currency prices using neural networks, validating CAPM model using Tensorflow

Flow stress prediction using neural networks

Modelled the high temperature flow behaviour of Ti alloys as a function of chemical composition and microstructure using deep neural network, achieved 94.6% accuracy in out of sample testing

RCom bankruptcy analysis

Analyzed the financial statements of RCom Ltd. and identified causes of its near bankruptcy, extracted data from Bloomberg database & performed ratio analysis

Accomplish­ments

Regional Finalist, Case in Point

Young Engine in association with Espark-Veridian Dec 2018
Case study related to startup expansion and breakeven analysis

Runner up, Enviro case study

Great Step, IIT Kharagpur Nov 2018
Worked on reducing carcinogenic hexavalent chromium concentration in chromite mine effluent water

Runner up, National Sustainability Case Challenge

Birla Institute of Management and Technology, Noida Jan 2018
Case study related to environment conservation and sustainable smart cities

Certifications

Onine courses and workshops

Advanced Trading Algorithms

Coursera Dec 2019
See certificate

Trading Algorithms

Coursera Dec 2019
See certificate

Trading basics

Coursera Dec 2019
See certificate

Sequences, Time Series and Prediction

Coursera Oct 2019
Building Time series models in Tensorflow
See certificate

Improving Deep Neural Networks: Hyperparameter tuning, Regularization and Optimization

Coursera Aug 2019
Implementation of regularisation, normalization and optimization algorithms like RMSprop, Adam
See certificate

Neural Networks and Deep Learning

Coursera Jul 2019
Building, training and applying vectorized implementation of fully connected deep neural networks
See certificate

Lean Six Sigma Green Belt

KPMG India May 2019
Improving business productivity by eliminating waste and reducing process variations using the DMAIC- Define, Measure, Analyse Improve and Control approach
See certificate

Introduction to Financial Markets

Coursera Dec 2018
Basics of financial markets and economy
See certificate

Principles of Vaulation: Time value of Money

Coursera Dec 2018
See certificate

Bloomberg Market Concepts

Bloomberg Nov 2018
See certificate

Positions of Responsibility

Technology Events Secretary

Rajendra Prasad Hall, IIT Kharagpur Aug 2018 – Apr 2019
Responsible for conducting Technology General Championship events at hall level, involving 800+ students, participated in Data Analytics, Case study and Quiz events
See certificate

Associate

Students’ Alumni Cell, IIT Kharagpur Sep 2017 – Mar 2018
Part of a team managing and organizing 15th Annual Alumni Meet, 2018
See certificate

Student Member

Communique, IIT Kharagpur Sep 2017 – Mar 2018
Part of a society working on promoting good communication skills in IIT KHARAGPUR and organizing events related to Speaking and Leadership

Junior Executive member

Gopali Youth Welfare Society Aug 2017 – Mar 2018
Part of Design team, worked on Adobe Photoshop

Contact

  • Room No. D-306 Rajendra Prasad Hall of Residence, IIT Kharagpur, Kharagpur, West Bengal 721302
  • Enter the hall and find D block, take the stairs to second floor
  • DM Me
  • Mail Me
  • Skype Me