Hi, I'm Sumanjay Dutta.

I am a researcher in computational finance. I completed my PhD in 2025, where my work focused on high-dimensional financial modeling, systemic risk, and computational methods in finance. I hold a Master's degree in Financial Economics from the Madras School of Economics (MSE), Chennai.

My research lies at the intersection of econometrics, machine learning, and network theory, with a particular emphasis on covariance and precision matrix estimation, volatility modeling, and financial contagion. My doctoral work develops robust frameworks for portfolio optimization, factor modeling, and risk measurement in data-constrained environments, including methodological contributions such as the Dynamic Conditional Precision Matrix (DCPM)-GARCH model. I have also worked on interdisciplinary extensions, including epidemic-style modeling of financial contagion and the use of large language models for constructing search-based indices and trading signals in cryptocurrency markets.

Currently, I work as a Research Consultant at State Street Investment Management and serve as a Visiting Faculty at the Madras School of Economics, where I teach courses in programming, statistics, and computational finance.

Beyond my academic work, I have undergone rigorous training in classical Indian philosophical traditions such as Navya Nyāya and Tattvavāda. I also conduct free weekend classes in Navya Nyāya and Vyākaraṇa, with the aim of making these intellectually rich traditions accessible to students.

I am also an ardent reader of Hindi and Bengali literature, a passion that has significantly shaped my intellectual and aesthetic sensibilities. I have been deeply influenced by works such as Ajanta Aparupa by Narayan Sanyal and Debjan by Bibhutibhushan Bandyopadhyay, which combine narrative depth with philosophical reflection on life, transcendence, and human experience.

Alongside literary traditions, I am equally drawn to intellectually engaging works in economics and data-driven reasoning. Books such as The Book of Why by Judea Pearl have shaped my understanding of causality and inference, while Freakonomics by Steven D. Levitt and Stephen J. Dubner has influenced the way I approach problems — encouraging an unorthodox, curiosity-driven perspective that looks beyond conventional assumptions.

This engagement across literature, philosophy, and economics reflects a broader intellectual orientation — one that values both analytical rigor and creative thinking, and seeks to connect formal reasoning with deeper insights into human behavior and society.