Welcome to Dr. Aritra Pan's Personal Webspace

Total 11+ Years of Industry, Academics and Research Experience in multiple domains like payment industry, financial markets, corporate strategy, management consulting for functionalities of analytics, predictive modelling and business intelligence.

Aritra Pan, Ph.D. ( অরিত্র পান ) 🧑🏻🏫👨🏻💻

About Me

Assistant Professor, Chairperson (IT Infrastructure and Cybersecurity) and Former Chairperson (Information Management and Analytics) at International Management Institute, Bhubaneswar, Former Assistant Professor at IIM Bodh Gaya, IFMR GSB, and IMT Ghaziabad, Ex. Lead Data Scientist at PwC, Certified Microsoft Innovative Educator, Certified Corporate Trainer.

I am associated with International Management Institute (IMI), Bhubaneswar as Assistant Professor and Former Chairperson of Information Management and Analytics. I am also Chairperson of IT Infrastructure and Cybersecurity at International Management Institute, Bhubaneswar. I am an Assistant Editor of IMIB Journal of Innovation & Management. Prior to joining IMI Bhubaneswar, I was serving IIM Bodh Gaya as Assistant Professor of IT Systems and Analytics. Before joining IIM Bodh Gaya, I was with IFMR GSB, Krea University as Assistant Professor of Data Science. Prior to joining IFMR GSB, I was associated with Institute of Management Technology, Ghaziabad as Assistant Professor and Chairperson of Business Analytics. My work and research interest belong to analytics in the dimensions of financial markets, strategic consulting, cost-growth strategy and client profiling using predictive modeling and research skills. By education, I was awarded PhD in the area of Financial Markets Analytics from Indian Institute of Technology Kharagpur. I hold Masters and Bachelors of Engineering in Soft Computing (Information Technology) and Computer Science & Technology respectively from Indian Institute of Engineering Science and Technology (IIEST), Shibpur. Before joining IMT Ghaziabad, I was associated with PricewaterhouseCoopers as Lead Data Scientist and Manager (Data Science and Advanced Analytics). I have more than 11 years of experience in industry, research and academics.

Work Email: aritra.p@imibh.edu.in

Institute Webpage: https://imibh.edu.in/faculty_details/124/aritra

Latest Updates

Aug 22, 2024	New Paper Alert! "From Colonial Legacies to Linguistic Inclusion: A BERTopic Enhanced Bibliometric Insight Into Global South Higher Education" is now online. Link is available on IEEE Access (Scopus Q1, IF: 3.4) !
Jan 11, 2024	Paper accepted for presentation in 9th Pan IIM World Management Conference, Date: 22nd-24th January, 2024, Venue: IIM Sambalpur.
Oct 12, 2023	Enrolled as a Professional Fellow Member of All India Council for Robotics & Automation (AICRA).
Sep 1, 2023	Invited by Ravenshaw University, Cuttack to conduct a workshop on “Big Data Analytics” for Department of Business Administration of Ravenshaw University, Cuttack. Snaps are available on is available on LinkedIn !
Aug 23, 2023	Invited by RBI Bhubaneswar to conduct a workshop on “Data and Business Analytics” for Assistant General Managers and Managers of RBI from across India. Snaps are available on LinkedIn !
Aug 12, 2023	Paper accepted for presentation in 56th Annual Convention of Operational Research Society of India (2023-ORSI) and 10th International Conference on Business Analytics and Intelligence (2023-ICBAI), Date: 18-20, December 2023, Venue: J N Tata Auditorium, IISc Bangalore.
Jun 2, 2023	New Paper Alert! "Investigating the muti-scaling properties and connectedness of the sovereign bond yields: Hurst exponent and network analysis approach" is now online. Link is available on Heliyon (Scopus Q1, IF: 4.0) !
Jan 31, 2022	This website has gone live!

Past Affiliations

Assistant Professor, IT Systems and Analytics, Indian Institute of Management Bodh Gaya

Assistant Professor, Data Science and Information Systems, IFMR Graduate School of Business, Krea University

Chairperson and Assistant Professor, Business Analytics Area (Former Chairperson, Information Technology and Analytics Area), Institute of Management Technology, Ghaziabad

Manager (Analytics) and Lead Data Scientist, Management Consulting (Advisory), PricewaterhouseCoopers, Kolkata

Graduate Teaching Assistant, Indian Institute of Technology Kharagpur

Software Engineer, RS Software, Kolkata

Lecturer / Assistant Professor, Computer Science, Syamaprasad Institute of Technology and Management, Kolkata (under WBUT/MAKAUT)

Lecturer / Assistant Professor, Computer Science and Engineering, Institute of Engineering and Management, Kolkata (under WBUT/MAKAUT)

Education

Doctor of Philosophy in Business Analytics, 2014 – 2017, (Full Time, With MHRD Scholarship)

Indian Institute of Technology Kharagpur

Thesis Title: Determinants of Bid-Ask Spread and its Implications on Execution Probability in High Frequency Trading

Abstract:

Research on market microstructure explored the techniques in which the working processes of market affects determinants of prices, transaction costs, trading volume and trading behavior. Availability of high-frequency trading (HFT) data, consisting of Orders and Quotes, from stock markets, in recent years, has given new foundation to intraday stock market research. The validity of market microstructure theories, developed with low frequency data, are being reexamined with recent high frequency data and, in many cases, old theories are being replaced with new findings. Introduction of HFT improves market quality, reduces spreads, increases market depth, and enhances price discovery. The present study is set to empirically analyze, under Indian conditions, (a) various factors driving bid-ask spread, (b) asymmetry information and transaction costs in bid-ask spread and (c) probability of limit order execution and hazard rates. Subject to the usual assumptions of the techniques used and the data limitations, the study has made the following salient findings; (a) return volatility, share price, trading volume, number of trades are significant determinants of spreads, (b) positive relationship between order processing cost and volume; (c) volatility and trading volume have positive relation with asymmetry information cost; (d) same side book depth, opposite side open indicator, remaining time intervals, bid-ask spread, tick volume are the determinants of execution probability; (e)tick volume, remaining intervals, quoted spread, price aggressiveness, book depth, return volatility and inferior price are the determinants of survival analysis. The findings of the Study have significant implications for traders and stock exchange regulator.

Key Words: Market Microstructure, Limit Order Book, Order Processing Cost, Asymmetry Information Cost, Execution Probability, Hazard Rates, Survival Analysis

Master of Technology in Soft Computing (Information Technology) (AICTE Approved, Full Time Degree Program), 2012

Indian Institute of Engineering Science and Technology, Shibpur

Thesis Title: Design and FPGA based implementation of MUX/DEMUX system in SONET/SDH data communication network

Bachelor of Engineering in Computer Science and Technology (AICTE Approved, Full Time Degree Program), 2008