Prof. Muneer Shaik handles courses in the area of finance and data science for MBA students and is actively involved in training corporate clients. He holds a PhD in Finance from Madras University, a Masters in Economics, and Bachelors in Mechanical Engineering from BITS Pilani, with over 5 years of financial industry experience with JPMorgan in a managerial position in the equity and fixed income department.
Prof. Shaik has presented research papers at multiple conferences in India and abroad, and some have even won the best paper awards. His research interests are mainly in the areas of volatility modeling, financial econometrics, market efficiency and applications of data science in the area of finance.
Courses Taught at IFMR GSB
Foundations of Finance
Math for Quantitative Finance
Introduction to Stochastic Processes in Finance
Simulation Techniques in Finance
MATLAB for Finance
Data Analytics using R
Python Programming for Data Science
Current Research Interests
Robust volatility modelling and forecasting.
Mean reversion in global markets.
Application of machine learning in stock markets
Recent Research Publications
Muneer Shaik, S. Maheswaran, ‘A new method based on Range to detect Mean reversion’, IIMB Management Review. (Forthcoming, accepted for publication).
Muneer Shaik, S. Maheswaran (2018), ‘Robust Estimation of Volatility with and without the drift parameter,’ Journal of Quantitative Economics, pp. 1-35.
Muneer Shaik, S. Maheswaran (2018), ‘Evidence of Excess Volatility based on a New Robust Volatility Ratio’, Journal of Economic Studies, Vol. 45, No. 4.
Muneer Shaik, S. Maheswaran (2018),’ Expected Lifetime Range Ratio to find Mean reversion: Evidence from Indian Stock Market’, Cogent Journal of Economics and Finance, Vol.6, No.1.
Recent Conference Presentations
World Finance Conference, Cagliari (Italy), July 26-28, 2017.
Doctoral Consortium, IIT Bombay, January 24-25, 2017.
Sixteenth Annual Conference on Macroeconomics and Finance, IGIDR, December 19-20, 2016.
Fourth Pan IIM World Management Conference held at IIM Ahmedabad, December 12-15, 2016.