Welcome, and thanks for stopping by. I am a postdoctoral researcher at the IITB–Citadel Securities Quantitative Research Lab at IIT Bombay. I completed my doctoral research in Econophysics at the National Institute of Technology Sikkim, where my thesis is under submission.

My research sits at the interface of stochastic analysis, statistical physics, and empirical finance. I study high-frequency financial markets using Markov processes, topological data analysis, complex networks, and data-adaptive signal decomposition, with a focus on market microstructure, order flow, and extreme events in equity and cryptocurrency markets.

My current work continues this line of research while incorporating news sentiment into models of market microstructure, linking what markets read to how orders and prices move.

You can read more about my current and past research works, browse my publications, or reach me through the Contact page.