Featured Faculty: Aparna Gupta

Associate Professor

guptaa@rpi.edu
518-276-2757

Professor Aparna Gupta teaches Risk Management and Quantitative Finance in the Lally School of Management and Technology at Rensselaer Polytechnic Institute. She has developed and taught courses in financial engineering and quantitative methods in finance at the undergraduate and the graduate level at Rensselaer for almost 12 years. Dr. Gupta also teaches short courses in Quantitative Finance in Lally School's international initiatives.

Interests

Nature, Classical Music, Dance

Areas

Financial Engineering and Analytical Methods

Areas of Instruction

Risk Management, Derivatives, Financial Modeling, and Simulation Analysis

Current Courses

• Risk Management
• Financial Simulation
• Financial Computation

Recent Recognition

Professor Gupta has received research grants from US National Science Foundation and Keck Foundation for her research in risk management for technology-enabled services. She has received various research excellence and teaching awards. In recognition for her research, she has been an invitee to key National Science Foundation and National Academies research summits.

Education

• Ph.D., Stanford University
• M.S., Stanford University
• B.Sc., M.Sc., Indian Institute of Technology, Kanpur, India

Research and Publications

Professor Aparna Gupta’s research interest is in addressing issues in risk management at the individual and the institutional level. Her work in individual risk management relates to financial decision support analysis, where her interest has been to seamlessly incorporate health-related risk into individual risk management framework. At the institutional level, her interest is in developing enterprise risk management strategies and analyzing incentives for risk management. Her current research in this area evaluates risk and risk management for an interconnected network of firms and institutions.

Dr. Gupta conducts National Science Foundation funded research in financial innovation for risk management in technology-enabled services, specifically Internet and communication networks-based services. Her research is also addressing risk management issues at the interface of communication and energy/electricity network systems.

Dr. Gupta’s work has appeared in leading quantitative finance and operations research journals, such as, Insurance: Mathematics and Economics; Journal of Computational Finance; Annals of Operations Research; Computational Optimization and Applications; European Journal of Operational Research; Physica A, and Computer Networks.

In addition to her research, Professor Gupta has served in leadership roles in several national and international professional organizations. She currently serves as the President of Financial Services Section in INFORMS, and was recently elected to the INFORMS Subdivision Council. Dr. Gupta is a member of several professional organizations, such as, INFORMS, SIAM, IAFE, AFA, WFA, FMA and IEEE.