Profile Summary

Dr. Giriraj holds a Ph.D. in Decision Sciences from the Indian Institute of Management Bangalore, where his doctoral research focused on advanced methods for financial time series analysis. His research lies at the intersection of statistics, econometrics, machine learning, and econophysics, with a particular interest in understanding complex dynamics in financial systems. His recent works explore network theoretical approaches in time series analysis, unsupervised methods in time series, and causal inference in the financial domain. Prior to joining NISM, he served as an Assistant Professor in Operations and Analytics at Great Lakes Institute of Management, Chennai, where he taught courses including Business Statistics, Time Series Forecasting, Multivariate Methods for Business Applications, and doctoral-level Mathematics for Management Research. His teaching emphasizes quantitative rigor and real-world applications of data-driven decision-making.

Dr. Giriraj holds also holds dual degrees from BITS Pilani, Goa Campus—a B.E. (Hons.) in Mechanical Engineering and an M.Sc. (Hons.) in Biological Sciences. He is also pursuing actuarial qualifications with multiple exams cleared from the Institute of Actuaries of India.  His technical expertise includes R, Python, C/C++, SQL, and advanced computational tools for statistical modelling and data analysis.

Publications

Teaching Case

1. 1- Giriraj, U. Dinesh Kumar. “Data-Enabled Insights from Sericulture: Jayalaxmi Agro Tech.” IIM Bangalore Case no. IMB735-PDF-ENG (IIM Bangalore, December 2018). Harvard Business Publishing.

Working Papers

1. 1-Giriraj, Malay Bhattacharyya. “Clustering of Financial Time Series Using Visibility Graphs.”

2. 2-Giriraj, Amar Jyothi, Vishwanathan Iyer “Extreme Volatility Connectedness among Green Bonds, Conventional Bonds and Futuristic Technology Stocks.”

3. 3-Jose Manu MA, Giriraj, G. Shainesh “Impact of Network Characteristics on Customer Engagement in Online Review Platforms.”

Conference and Presentations

1. 1-(Acceptance) “Impact of Network Characteristics on Customer Engagement Behaviour on Review Platforms: A Conformity Theory Perspective”, Frontiers in Service 2023, Maastricht University, Netherlands.

2. 2-“Forecasting Value-at-Risk using Copula-Markov Switching Multifractal Model with Leptokurtic and Skewed Innovations”, 9th International Conference of the Financial Engineering and Banking Society, University of Economics, Prague.