Arnav Sheth

Faculty

Arnav Sheth

About

My research involves applying novel quantitative and computational techniques to areas in finance and economics, with a special interest in incorporating behavioral aspects. I have moved mainly to focus on applications that have direct relevance to industry. Recently, I have been  working on an automated algorithmic trading strategy connecting equity and foreign exchange markets, modeling executive compensation schemes using stochastic processes, and portfolio optimization models involving downside risk. For what it is worth, my Erdos number is 2.