I AM

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Hello,

I'm SULTHAN

I'm a Polymath with interest to explore different discipline and an active learner. Did Bachelor (2007-2010) and Master (2010-2012) in Business Administration and now doing PhD in Management (Finance)(2012-present). Apart from my learning in Finance and business management, The origin and existence of human and matters around us thrive my interest to learn and explore different disciplines.

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Education
Bachelor of Business Administration

Jamal Mohamed College

Master of Business Administration

Jamal Institute of Manangment

Ph.D in Management (Finance)

Bharathidasan University (2012-Present)


Certificate
R Programming

John Hopkins University, USA (Coursera)

General Islamic Studies Diploma

Islamic Online University, Gambia

Computer application

The Institute of Cost and Works accountant of India


My Skills
R Programming
Data Analysis
Security Analysis and Portfolio Management
Econometrics
Marketing Research
LaTeX

36

Research Publications

2

Books

25

Citations

3

h-index

1

i10-index

1

R Packages developed

Research Interests and Participations

Security Analysis and Portfolio Management

Analysis of various financial instruments

Econometrics

Application of statistical methods to Economic data

Open Source Supporter

I use Linux, Gretl, R programming and other Open Source softwares to support Open Source movement

Wikipedian

Contributes to the collaboratively written online encyclopedia Wikipedia on a regular basis.

Reading

Encyclopedia, History and Non-fictional books

Watching

Documentaries about Cosmology, Nature and Technology. Inspired with works of Stephen Hawking, Carl Sagan, David Attenborough and Many more..


Confucius

Choose a job you love, and you will never have to work a day in your life.


Mark Twain

Kindness is the language which the deaf can hear and the blind can see.


Plato

Human behavior flows from three main sources: desire, emotion, and knowledge

Blog Posts
All Business Data Analysis Finance Math and Stat Research Methods LaTeX R Islam Current affairs Tips Videos
Showing posts with label Publications. Show all posts
Showing posts with label Publications. Show all posts

Published paper at SCMS journal of Indian management about Effects of Foreign Institutional Investment in BSE

Published a paper entitled  Modelling Effects of Foreign Institutional Investment in BSE in estemeed SCMS Journal of Indian management. The full paper can be downloaded here: Click here

Abstract of the paper: Foreign institutional investors have gained a significant role in Indian capital markets. Availability of foreign capital depends on many firm specific factors other than economic development of the country. In this context this paper examines the dynamic interaction between FII flows and stock market returns in Indian stock market. The data in this study consists of the monthly log return of major industries in BSE from January 2000 to July 2014. Stock return volatility is examined using the GARCH model with changes of variance during the period of 2000 - 2014. The analysis is conducted based on two sub-sample periods namely: period-1 (January 2000 to May 2006), period-2 (June 2006- July 2014). Augmented Dickey Fuller test is used to find the presence of random walk in returns of industries.

Peer reviewed paper published: A new generalisation of Sam-Solats multivariate hyperbolic secant distribution

Download here full paper: Researchgate


Paper published in MATHEMATICAL SCIENCES RESEARCH JOURNAL ISSN 1537-5978


This paper proposed a new generalization of family of Sarmanov type Continuous multivariate symmetric probability distributions. More specifically the authors visualize a new generalization of Sam-Solai’s Multivariate Hyperbolic secant distribution from it’s univariate case. Further, we find its Cumulation, Marginal, Conditional distributions, Generating functions and also discussed its special case. The special cases include the transformation of Sam-solai’s Multivariate Hyperbolic secant distribution into Multivariate log- Hyperbolic secant. It is found that the conditional variance of Sam-Solai’s Multivariate conditional hyperbolic distribution is heteroskedastic and the correlation co-efficient among the random variables are similar to Pearson’s population product moment correlation. Finally,area values of the Bi-variate Hyperbolic secant distribution are extracted and bi-variate probability surfaces are also visualized. 

Peer reviewed paper published: Modelling the Selection of Returns Distribution of G7 Countries

Paper published in Research Journal of Management Sciences

Download here full paper: Researchgate


The purpose of the study is to identify the statistical distribution that is followed by the Indices returns of G7 countries.Canada is one of the members of the G7 countries but the data is insufficient and so it is not considered for the study. The closing values of indices were collected for selected countries from July 2003 to February 2013. The general assumption is that the stock returns are normally distributed. Using a statistical software 11 unbounded distributions was fitted for all the selected indices. The results show the returns follow different distributions that vary between countries.

Peer reviewed paper published: Stress Symptoms : Structural Equation Modelling

Download here full paper: Researchgate

Paper published in SCMS Journal of Indian Management ISSN: 0973-3167


The purpose of this study is to throw light on different types of stress factors, stress symptom and their impact of stress on college students from three different major disciplines namely Arts, Engineering and Management in Tiruchirapalli district, Tamil Nadu.Transition of students from school environment to College environment could cause a psychological, academic and social shock to them, since the educational system has huge differences: the student will face new methods of teaching, new academic requirements, new type of relations between students and faculties and even new relations among students themselves. Due to these changes, students can potentially experience different types of stress that can affect their mental health, social health and their academic achievements. Stress is one of the main aspects of our modern life, resulted from the rapid changes in human life, so this age is called the age of stress, students suffer from academic stress resulted from testing, home works and other college requirements which may exceed their abilities, sometimes the same person suffers from different types of stress at a same time.

Peer reviewed paper published:Testing the Weak Form Efficiency of Indian Stock Market with Special Reference to NSE

Download here full paper: Researchgate

Paper published in Advances In Management 

This study examines the random walk hypothesis to determine the validity of weak-form efficiency of the second major stock markets in India, NSE. The study uses daily observation over the span from 3rd July 2007 to 31st December 2011, comprising a total of 1116 observations. The random walk hypothesis is examined using auto correlation function, unit root tests (Augmented Dickey-Fuller test) and the runs test. The ADF and unit root tests clearly reveal that the null hypothesis of unit root is convincingly rejected in the case of stock market returns of indices, viz. S&P CNX NIFTY and the industry indexes. This suggests that the Indian stock markets do not show characteristics of random walk and as such are not efficient in the weak form implying that stock prices remain predictable.

The ACF and Unit root test do not show characteristics of random walk and as such are not efficient in the weak form for only some industries indexes such as the banking industry. This implies that the Indian stock markets are not weak form efficient signifying that there is systematic way to exploit trading opportunities and acquire excess profits. This provides an opportunity to the traders for predicting the future prices and earning abnormal profits on the banking industry. The implication of rejection of weak form efficiency for investors is that they can better predict the stock price movements by holding a well-diversified portfolio while investing in the Indian stock markets.

Peer reviewed paper published: A New Generalisation of Sam-Solai’s Multivariate Additive Chi-Square Distribution

Download here full paper: Researchgate

MATHEMATICAL SCIENCES RESEARCH JOURNAL ISSN 1537-5978

This paper proposed a new generalization of Sam-Solai's Multivariate additive chi-square distribution from the univariate case. Further, we find its Marginal, Multivariate Conditional distributions, Multivariate Generating functions, Multivariate survival, hazard functions and also discussed its special cases. The special cases includes the transformation of Sam-Solai's Multivariate additive chi-square distribution into Multivariate additive Chi-square distribution with n d.f,Multivariate Inverse chi-square distribution, Multivariate log chi-square distribution. Multivariate chi-distribution and Multivariate Extreme value chi-square distribution. Moreover, it is found that the bivariate correlation between two chi-square variables purely depends on the d.f and we simulated and established selected standard bivariate chi-square correlation bounds from 2500 different combination of d.f. The simulation results shows, the correlation between any two chi-square variables bounded from -1 to +1 for certain combination of fractional d.f.

Peer reviewed paper published: A New Generalisation of Sam-Solai’s Multivariate Additive Gamma Distribution

Download here full paper: Researchgate

MATHEMATICAL SCIENCES RESEARCH JOURNAL ISSN 1537-5978

This paper proposed a new generalization of bounded Continuous multivariate symmetric probability distributions. In this paper, we visualize a new generalization of Sam-Solai’s Multivariate additive Gammadistribution from the uni-variate two parameters Gamma distribution. Further, we find its Marginal, Multivariate Conditional distributions, Multivariate Generating functions, Multivariate survival, hazard functions and also discussed it’s special cases. The special cases includes the transformation of Sam-Solai’s Multivariate additive Gamma distribution into Multivariate Chi-square distribution, Multivariate Erlang distribution, Two parameter Multivariate Gamma distribution, Multivariate Inverse Gamma distribution, Multivariate log Gamma distribution and Multivariate Nagakami-m distribution. Moreover, it is found that the bivariate correlation between two Gamma random variables purely depends on the shape parameter and we simulated and established selected standard bivariate gamma correlation bounds from 900 different combinations of values for shape parameter. 

Peer reviewed paper published: A New Generalisation of Sam-Solai’s Multivariate Wigner Distribution of Kind-1 of Type-B

Download here full paper: Researchgate

Paper published in International Research Journal of Pure Algebra ISSN: 2248-9037


This paper proposed a new generalization of Sam-Solai’s Multivariate Wigner distribution of kind-1 of Type-B from the univariate case. Further, we find its Cumulation, Marginal, Conditional distributions, Generating functions and also discussed its special case. The special cases include the transformation of Sam-solai’s Multivariate Wigner distribution of Kind-1 of Type-B into Multivariate one parameter Wigner distribution of Kind-1 of Type-B, Multivariate Wigner distribution of Kind-1 of Type-A, Multivariate log-Wigner distribution of Kind-1 of Type-B and Multivariate Inverse -Wigner distribution of Kind-1 of Type-B. It is found that the conditional variance of Sam-Solai’s Multivariate conditional Wigner distribution is heteroscedastic and the correlation was found to be +0.16. Area values of the bi-variate Wigner surface also extracted and bi-variate Wigner surfaces, contours are visualized.

Peer reviewed paper published: A New Generalisation of Sam-Solai’s Multivariate Additive Exponential Distribution

Download here full paper: Researchgate


Paper published in International Research Journal of Pure Algebra ISSN: 2248-9037


This paper proposed a new generalization of bounded Continuous multivariate symmetric probability distributions. More specifically the authors visualizes a new generalization of Sam-Solai’s Multivariate additive Exponential distribution from the uni-variate exponential distribution.Further,we find its Marginal, Multivariate Conditional distributions, Multivariate Generating functions, Multivariate survival, hazard functions and also discussed it’s special cases. The special cases includes the transformation of Sam-Solai’s Multivariate additive exponential distribution into Multivariate Inverse exponential distribution, Multivariate Weibull distribution, Multivariate Power law distribution, Multivariate chi-square distribution with two d.f, Multivariate Rayleigh distribution, Multivariate Pareto distribution, Multivariate logistic distribution, Multivariate Generalized extreme value distribution and Multivariate Benktander weibull distribution. Moreover, the bivariate correlation between any two exponential random variables found to be -0.25 and it is independent from the Co-variance. Similarly, we simulated and established a symmetric matrix of Co-variances based on different combinations of values for parameters.

Peer reviewed paper published: A NEW GENERALISATION OF SAM-SOLAI’S MULTIVARIATE ADDITIVE NAGAKAMI-M DISTRIBUTION

Download here full paper: Researchgate

Paper published in International Research Journal of Pure Algebra ISSN: 2248-9037



This paper proposed a new generalization of bounded Continuous multivariate symmetric probability distributions. In this paper, we visualize a new generalization of Sam-Solai’s Multivariate additive Nagakami-m distribution from the univariate two parameter Nagakami-m distributions. Further, we find its Marginal, Multivariate Conditional distributions, Multivariate Generating functions, Multivariate survival, hazard functions and also discussed its special cases. The special cases includes the transformation of Sam-Solai’s Multivariate additive Nagakami-m distribution into Multivariate additive half normal distribution, Multivariate additive chi-distribution, Multivariate additive Inverse Nagakami-m distribution, Multivariate additive log-Nagakami-m distribution, Multivariate additive Extreme value Nagakami-m distribution, Multivariate additive Gamma distribution, Multivariate additive Chi-square distribution and Multivariate additive Erlang-k distribution. Moreover, it is found that the bivariate correlation between two Nagakami random variables purely depends on the shape parameter and we simulated and established selected standard bivariate Nagakami correlation bounds from 2500 different combinations of values for shape parameter.

Peer reviewed paper published: A NEW GENERALISATION OF SAM-SOLAI'S MULTIVARIATE ADDITIVE F-DISTRIBUTION OF KIND-2*

Download here full paper: Researchgate


Paper published in International Research Journal of Pure Algebra ISSN: 2248-9037


This paper proposed a new generalization of Sam-Solai’s Multivariate additive F- distribution of Kind-2 from the uni-variate case. Further, we find its Marginal, Multivariate Conditional distributions, Multivariate Generating functions, Multivariate survival, hazard functions and also discussed its special cases. The authors derived the generating functions of this distribution in terms of Whittaker-M function and complex Meijer-G function. The special cases includes the transformation of Sam-Solai’s Multivariate additive F- distribution of Kind -2 into Multivariate additive Beta distribution of Kind-1 of Type-B, Multivariate Beta-distribution of Kind-2 of Type-B, Multivariate Fisher’s Z-distribution of Kind-2 and Multivariate Logistic-F distribution of kind-2. Moreover, it is found that the bi-variate correlation between two F- variables purely depends on the d.f and we simulated and established selected standard bi-variate F- correlation bounds from 10,000 different combination of d.f. The simulation results shows, the correlation between any two F- variables bounded from -1 to +1 for certain combination of fractional d.f.

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