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Faculty

Sumit Kumar

Operations Management, Quantitative Methods and Information Systems

Ph.D. Mathematics (2008) – Indian Institute of Technology, Roorkee, India
M.Sc., Applied Mathematics (2002) - Indian Institute of Technology, Roorkee, India
B.Sc. Mathematics (2000) - A.N. College Patna, Bihar

sumit.kumar@iimu.ac.in

Research Interest

Operations Research || Modelling & Simulations || Machine Learning || Scientific Computing || High-Frequency Data Analytics || Quantitative Finance || Optimal Contest.

Publication Summary

Abhimanyu Kumar, & Sumit Kumar (2023). Novel computational technique for the direct estimation of risk-neutral density using call price data quotes. Computational and Applied Mathematics, 42(6).
Scindhiya Laxmi, Sumit Kumar, & S. K. Gupta (2023). Human activity recognition using fuzzy proximal support vector machine for multicategory classification. Knowledge and Information Systems.
Arindam Kundu, Sumit Kumar, & Nutan Kumar Tomar (2023). A Semi-Closed Form Approximation of Arbitrage-Free Call Option Price Surface. Computational Economics.
Scindhiya Laxmi, S. K. Gupta, & Sumit Kumar (2022). Intuitionistic fuzzy least square twin support vector machines for pattern classification. Annals of Operations Research.
Scindhiya Laxmi, S. K. Gupta, & Sumit Kumar (2021). Intuitionistic fuzzy proximal support vector machine for multicategory classification problems. Soft Computing, 25(22), 14039–14057.
Arindam Kundu, Sumit Kumar, & Nutan Kumar Tomar (2018). Option Implied Risk-Neutral Density Estimation: A Robust and Flexible Method. Computational Economics, 54(2), 705–728.
Arindam Kundu, Sumit Kumar, Nutan Kumar Tomar, & Shiv Kumar Gupta (2016). Call option price function in Bernstein polynomial basis with no-arbitrage inequality constraints. Journal of Inequalities and Applications, 2016(1).
Indira P Debnath, Shiv K Gupta, & Sumit Kumar (2015). Symmetric duality for a higher-order nondifferentiable multiobjective programming problem. Journal of Inequalities and Applications, 2015(1).
S. K. Gupta, D. Dangar, N. Kailey, & S. Kumar (2014). Second-Order Nondifferentiable Multiobjective Mixed Symmetric Dual Programs Over Cones. Journal of Mathematical Modelling and Algorithms in Operations Research, 14(1), 103–123.
SK Gupta, N Kailey, & Sumit Kumar (2012). Duality for nondifferentiable multiobjective higher-order symmetric programs over cones involving generalized ( F , $palpha$ , $uprho$ , d ) -convexity. Journal of Inequalities and Applications, 2012(1).
SK Gupta, D Dangar, & Sumit Kumar (2012). Second-order duality for a nondifferentiable minimax fractional programming under generalized $upalpha$-univexity. Journal of Inequalities and Applications, 2012(1).
R. C. Mittal, & Sumit Kumar (2010). A numerical study of stationary solution of viscous Burgers' equation using wavelet. International Journal of Computer Mathematics, 87(6), 1326–1337.
R. C. Mittal, & Sumit Kumar (2006). Numerical study of Fisher's equation by wavelet Galerkin method. International Journal of Computer Mathematics, 83(3), 287–298.

Experience

2010 - 2011: Assistant Professor, Department of Mathematics, IIT Patna, Patna
2006 - 2010: Research Analyst, Marke Topper Securities Pvt. Ltd., Gurgaon, Haryana, India