Prakhar Gupta
Hi! I'm Prakhar Gupta, an undergraduate student pursuing a dual focus in Data Science at IIT Madras and Management Studies at the University of Delhi.
I am deeply interested in the intersection of Mathematics, Finance, and Technology. My goal is to build a career in Quantitative Finance and Machine Learning, leveraging data to solve complex financial problems. I am actively building my skills in Derivatives, Deep Learning and Financial Modeling.
Outside of academics and finance, I am a passionate Tabla (Indian classical percussion instrument) player. I enjoy exploring the mathematical complexity of Indian Classical rhythms, which provides a creative balance to my technical work.
Publications
Education
University of Delhi
India
- Bachelor's in Management Studies (2025 - 2028)
IIT Madras
India
- B.S. in Data Science (2025 - 2029)
- Focus: Programming, Statistics, and Machine Learning.
- View Statistics Extra Activities →
Awards & Honors
1st Prize in India-Japan Cognizance Arena
IISc Bangalore
Projects
Distro Detective: Probability Dsitributions Learning App
Tools: Capacitor, Android studio, VSCode
An app thet helps learn different Probability Distributions and their applications.
Neural Network from Scratch on Financial Data
Tools: NumPy, pandas, yfinance
Developed and deployed the Neural Net Model for predicting monthly stock returns using momentum, volatility, and P/E ratio as features, implemented forward pass, backpropagation step, and weight update .
HugMe: Moodlifting App
Tools: VS Code, Android Studio, Java
Developed and published a moodlifting application currently available on the Google Play Store. Designed to provide users with emotional support and positive reinforcement.
Stock Impact Analysis: Boeing vs. Airbus
Tools: Python, Pandas, Matplotlib, Financial Data APIs
Quantitatively analyzed the impact of the June '25 Air India crash on aviation giant stocks. Utilized daily closing prices to model market sentiment and recovery trends for Boeing and Airbus.
Economic Cycle & Sector Rotation Tool
Tools: Python, Scikit-learn, Quantitative Finance
Built a strategy tool to identify phases of the economic cycle. The tool reveals historical sector performance patterns, helping to identify which industries out/underperform in specific macro environments.
Insights
Wavelet Coherence: Time-Frequency Analysis in Finance
2026 • Signal Processing
Crux: Moving beyond simple correlation to see how lead-lag relationships evolve over time.
- Analyzing non-stationary financial time series.
- Identifying localized correlation in both time and frequency domains.
Demystifying Neural Networks: A Visual Journey
2026 • Machine Learning
Crux: Understanding the architecture and math behind deep learning models.
- Breaking down backpropagation and activation functions.
- Visualizing how layers transform data into predictions.
Stress Testing in Asset Management
2025 • Risk Management
Crux: How to evaluate portfolio resilience against "Black Swan" events.
- Scenario analysis vs. Historical simulation.
- Regulatory requirements and internal risk-limit setting.
Why Baltic Exchange Data Matters to Global Markets
2025 • Alternative Data
Crux: Shipping rates as a leading indicator for global inflation and trade health.
- The role of the Baltic Dry Index (BDI) in macroeconomic forecasting.
- Correlations between maritime freight costs and commodity prices.
Single Most Powerful Image in Finance
2025 • Quantitative Finance
Crux: It matters how efficiently each asset turns risk into return.
- Slope of risk-return line reveals Sharpe Ratio of the asset.
- The 45° line represents the efficient frontier (optimal risk-return combo).
Value at Risk (VaR) Simplified
2025 • Risk Management
Crux: VaR is vital for risk quantification and setting risk limits.
- Covers Parametric and Monte Carlo simulation methods.
- Discussion on the limitations of backward-looking metrics.
Poisson Regression: Data Traffic Needs a New Lane
2025 • Statistics & ML
Crux: Poisson regression is elegant, provided mean=variance rules.
- Useful for modeling rare, independent events in fixed intervals.
Power Play: Decoding India’s New Electricity Futures
2025 • Derivatives
Crux: Contango pattern suggests bullish sentiment with thin volumes.
- Analysis of derivatives as risk-management tools for energy transition.
How Much Forex Reserves Should a Country Hold?
2025 • Macroeconomics
Crux: Optimal FX reserve for balancing security and economic cost.
- Treating FX reserves as strategic tools based on risk profiles.
Indian Equities: Navigating the "Time Correction"
2025 • Markets
Crux: Market stagnation may signal opportunity, not crisis.
- Forward EPS as a collective expectation of future profits.
- Structural analysis of India's long-term growth story.
Certifications
Mathematics for Deep Learning (Tools: pytorch, Keras)
Jan 2026- Did Hands on CNN, PINN and GNN besides learning theory
Fundamentals of Deep Learning (Tools: Python)
Jan 2026- Applied libraries for various Deep Learning models
Portfolio Construction and Analysis (Tools: Python)
Jan 2026- Did Risk and Return analysis, Building Utilities
Applied AI ML (Tools: Python)
Aug 2025- Worked on LLM-based systems, ML model dev. for biological data
Time-Series Analysis (Tools: Python, MATLAB)
Aug 2025- Learnt and executed Stationarity tests, Detrending, Robustness Checks
Creating a Financial Statement (Tools: Excel)
July 2025- Learnt Elements of Financial Statement
- Built a basic valuation model
Technical & Fundamental Analysis (Screener, NSE-Smart)
June 2025- In-person course on capital markets and chart analysis
Media & Content
Interests: Risk Management, Quant Finance, and Indian Classical Music (Tabla).