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Management Research Areas

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Research in Management domain globally shapes management practices by creating new frontiers and developing ethical, dependable, entrepreneurial, and socially sensitive leadership managers who are committed to excellence, and adopts superior public policies. It seeks to do this by producing risk-taking leader-managers who can pioneer new managerial practices and set new standards; by producing teachers and researchers who will generate new ideas of International significance. The key objective is to internationally promote competitive research to investigate the operation and development of management and economics in which they operate. We possess a group of professionals who are experts in various Management and related domains such as Human Resource, Banking & Finance, Marketing, International Business, E-Business, Economics and more.

In addition to that we provide a full range of research services in Management and related domains, from qualitative work to quantitative studies with sophisticated statistical analysis. We also assist in crafting innovative concepts and ideas based on subjective knowledge; reviewing popular articles; designing the questionnaire; collects data through market surveys, consumer research; analysis datasets & more.
Back Testing, Scenario Building, Applying research from theoretical realms (like Neural Network, Financial Engineering, Super Computing, Nano Physics, Quantum Game theory) in Financial Domains and adding value to your strategy using powerful tools like of R/MATLAB/VBA. The team has published several research papers in conferences and journals in the subjects and comprises of yound and motivated researchers, programmers, engineers, etc.

In this regard we also add quant skills to apply the impact of changing realms in high tech areas like Nanotech, Green Energy, Impact of Political turbulences, etc. The team also gives support in Proof Reading, IScientific Writing, and publishing good White Papers in Quant Finance.

  • Applying Game Theory in International Business and Recent Trends
  • Review about research in Quant Finance
  • Recent Trends in International business and Game Theory
  • Strategic Finance for Commercialization of CNT and Decision Tree Analysis

Implementation by a team having experience in business startups and high tech research. To get the white papers on these areas please email us.

Services we provide:

  • Applying your research at platforms MATLAB/VBA/R Online
  • Consulting and Support for Modeling / Back testing in Quant/Risk
  • Research Report Writing / Proof readings
  • Financial & Artificial Intelligence for Finance
  • Game theory modeling for Financial Models
  • Political Aspects of Financial Engineering during high Risk times
  • Educating and Sensitization of Quant Finance for academic and industry
  • Development of open source educational portal and earning by advertisement
  • Issues in Secure Multi party Computations, Neural Networks Optimizations, Alternative Energy
  • Other Knowledge Process outsourcing



  • Tremendous Cost Advantage over Peers.
  • Dedicated team of individuals with research background.
  • Publishes various research regularly at Conferences and Journals.
  • Providing support 24 7 where all of the two/three founders available 24 7 365.
  • Aggressive in providing more freebies.


Past Research Paper Published (Abstracts):

Optimizing Monte Carlo Simulation for Quant Corp Finance Models

Monte Carlo Simulation is used to project a company’s balance sheet for various proposed capital structure (levering) or corporate events (like acquisitions, spinoffs, etc). In this research we plan to extensively research and optimize models used to project various elements of company’s financials like sales, EV/EBITDA, margins, EBITDA, etc which plays a pivotal role in calculating total share holder’s returns for the projected period. With the advent of exotic derivatives companies can now find innovative ways to reduce their risks and get better “Risk-Adjusted-Returns”. Companies can now do strategic share buy backs, get derivatives to hedge interest risks in pensions, get bond hedge for callable convertible bonds and can find an optimal capital structure that maximizes shareholders return. Thus, evaluating the right strategy to get the maximum share holder returns remain the main focus for the company’s management.

Applying Systematic & Rule Based Risk Management for Passive Investment

There have been immense improvements in the area of Overlay Management. Dynamic Risk Overlay concept, relies on pre defined rules and low latency implementation. VAR threshold level with different methodologies is proposed to be used as indicators a real time-basis and provide corresponding hedging strategies if the threshold is threatened. The proposed method takes into consideration various risk that the portfolio might face, VAR calculations, costs of hedge and is expected to be implemented on MATLAB & R.

Modeling Robust Risk Models for HFT and Dark Pools for Dealer Banks

Prime Brokerage form a crucial part of the dealer banks where they provide services to hedge funds include Electronic and High Frequency trading, across execution platforms, risk systems, service tools, etc. With the evolution of Dark Pools, HFT and exotic derivatives the risks involved that dealer banker face has increased and risks are now required to be dealt in real time. Currently, there is limited literature on risks involved in routing [30], implementing orders in Dark Pools and also in the HFT. The dearth of financial models and research publication in this area also created challenges to the analysts but an opportunity for researchers to explore more in the subject.

Exotic derivative pricing

Abstract: Exotic derivative pricing is one area which is not explored much, and also pricing or modeling short straddle index using stochastic models on R/MATLAB need to be explored. This is an area which can be explored and computed and then scaled to HPC or CUDA as required. Most of the equations are derieved from B/S and constrains can be changed accordingly. Exotic derivative on fixed income or custom indices based on their strategy has become an important area of research. This work will introduce and explore research dimensions for the subject.

Quant Game theory and Nash eqlibria

Abstract: Although an important area Quant Game theory and Nash eqlibria has become important tool when Monte Carlo simulations has taken a big lead on the valuation methodology. We have explored old mathematical theories and propose their applicability  Monte Carlo simulations. This research brings together old classical maths and new Monte carol (computation finance) areas.


Abstract: Copulas have become important especially in pricing CDS and trenching default probabilities. Very less applications and modeling is available in journals. Also researched based on market data. R / MATLAB makes modeling very easy, and we have brought some data from the data feeds and computed correlations from the copula methodology.

Interest rate derivatives

Abstract: Interest rate derivatives and interest rate models are also very interesting as they were the reason of mishaps combined with wrong computation of prob of default that caused the troubles in 2008. There is a lot of scope in their improvement so that we can get a better idea on the pricing and risks of the instruments we are using.


Selected Blog Entries about Research in Quantitative Computational Finance:


Video Playlist of Research Domains at Quant Computational Finance


Contact Us:

Skype Id: qcfinancein

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