Prof. Chakradhara Panda
cpanda@mail.tapmi.org

Dr. Chakradhara Panda is an Associate Professor at TAPMI. He has obtained his M.A., M. Phil. and Ph.D. in Economics from University of Hyderabad, India. Prior to joining TAPMI, he has worked in Addis Ababa University, Addis Ababa; ICFAI Business School, Hyderabad and Indian Institute of Finance, New Delhi.

Dr. Panda’s teaching interests include Macro Economics, Managerial Economics, Indian Financial System, International Finance, Monetary Economics and Applied Econometrics. His research interests lie in the areas of Financial Market Modeling, Forecasting and Analysis, Empirical Finance and International Finance, Macro Economics Research, Neural Networks, Econometrics and Applied Time Series Analysis.

Dr. Panda has published papers in leading refereed international and national journals like Journal of Policy Modeling, Singapore Economic Review, South Asia Economic Journal, International Journal of Applied Business and Economic Research, Economic Political Weekly, ICFAI Journal of Applied Finance, Indian Journal of Economics and Business and Asian – African Journal of Economics and Econometrics. He has published one book and one conference proceedings. He has participated and presented research papers in national and international seminar/conferences. He has edited one journal, ICFAI Journal of Industrial Economics. Because of his significant contributions in the field of financial engineering, his biography has been published in Marqui’s Who’s Who in Science and Engineering in 2006.

Research Works:

Books Published:

1.  Forecasting Indian Financial Markets Using Neural Networks, 2006, In Press, Serials Publications, New Delhi, India.

Conference Proceedings Published:

1.      Proceedings of the International Conference on Business and Finance (Co-edited with Dr. C.S. Mishra), 2005, ICFAI University Press, Hyderabad, India.

Research Papers Published / In Press/ Communicated in Refereed Journals:

1.  Do Interest Rates Matter for Stock Markets? A Study in the Indian Context, 2007, Forthcoming in Economic Political Weekly.

2.  Can Out-of-sample Performance of Artificial Neural Network in Exchange Rate Forecasting Be Improved? 2006, Communicated to Prajnan. 

3.  Improving the Performance of Artificial Neural Network in Stock Return Prediction, International Journal of Applied Business and Economic Research, 2007, Vol. 5, Number 2, Pp: 55-70.

4.  Forecasting Exchange Rate Better with Artificial Neural Network, Journal of Policy Modeling, 2007, Vol. 29, Number 2, Pp: 227-236, Elsevier Publication.  

5.  Predicting Stock Returns: An Experiment of Artificial Neural Network in Indian Stock Market, South Asia Economic Journal, 2006, Vol. 7, Number 2, Pp: 205-218, Sage Publication.

6.  Horizon Effect on the Prediction Performance of Artificial Neural Network: A Study in Indian Stock Market, ICFAI Journal of Applied Finance, 2005, Vol. 11, Number 9, Pp: 29-39, ICFAI University Press.

7.  An Empirical Analysis of the Impact of FII’s Investments on Indian Stock Market”, ICFAI Journal of Applied Finance, 2005, Vol. 11, Number 1, Pp: 53-61, ICFAI University Press.

8.  Forecasting Daily Foreign Exchange Rate in India with Artificial Neural Network, Singapore Economic Review, 2003, Vol. 48, Number 2, Pp: 181-199, World Scientific Publication. 

9.  Application of Artificial Neural Network in Financial Market, Indian Journal of Economics and Business, 2002, Vol. 1, Number 2, Pp: 151-171, Serials Publication. 

10. Monetary Policy, Expected Inflation, Real Activity and Stock Returns in India: An Empirical Analysis, Asian – African Journal of Economics and Econometrics, 2001, Vol. 1, Number 2, Pp: 191-200, Serials Publication.

Book Reviews: 

1.  Eiteman, David K., Arthur I. Stonehill and Michale H. Moffett; Multinational       Business Finance, Finance India, Vol. XVII, Number 4, 2003, Pp: 1529-1532.

Seminar/Conference Papers: 

1.  Improving the Performance of Artificial Neural Network in Stock Return Prediction, Accepted for the Presentation in the Singapore Economic Review Conference 2005, held in National University of Singapore, Singapore, 2005.  

2.  Predicting Stock Returns: An Experiment of Artificial Neural Network in Indian Stock Market, Presented in the International Conference on Emerging Securities Market: Challenges and Prospects held in Mumbai, India during 10^th – 12^th January 2005.  

3.  Forecasting Daily Foreign Exchange Rate in India with Artificial Neural       Network, Presented in the COSMAR held in IISC, Bangalore, India during 20^th - 21^st September 2003. 

4.  Application of Artificial Neural Network in Financial Market, Accepted for the Presentation in the 38^th Annual Econometric Conference held in Chennai, India, 2002. 

5.  Monetary Policy, Expected Inflation, Real Activity and Stock Returns in India: An Empirical Analysis, Presented in the Eleventh Input-Output Conference held in University of Hyderabad, India during16^th - 18^th March 2001.