Dr. SHIJI K

Designation:
 Assistant Professor

Date of joining this college:
 08-03-2016

Permanent Address:
 FLAT NO.08, VARSHA APARTMENT, KANATTUKARA, 
THRISSUR

Present Address:
FLAT NO.08, VARSHA APARTMENT, KANATTUKARA, 
THRISSUR

Email :

shijik@keralavarma.ac.in

Education details: 
PhD  Statistics, Cochin University of Science and Technology(2014)
M.Sc Statistics, University of Calicut (2008)
B.Sc Mathematics, University of Calicut (2006)

Courses handled: 
STA1B01: Official Statistics and Probability
STA2B02 : Bivariate Random Variables and Probability Distributions
ME2C02 : Mathematical Economics
ME3C03 : Mathematical Economics
ME4C04 : Mathematical Economics
STA5B05: Mathematical Methods in Statistics
STA5B07: Linear Regression analysis
STA5B08: Statistical Computing
STA5D02 : Quality Control
STA6B16(E) : Reliability Theory
ECO3B03: Quantitative methods for Economic Analysis I
ECO4B04: Quantitative methods for Economic Analysis II
ECO1C04: Quantitative methods for Economic Analysis I
ECO2B08: Quantitative methods for Economic Analysis II

Positions held: 
Senior Additional Superintendent (2021)
Co-Operative Society (President, 2022,2023)

Research Interest: 
Financial Time Series Analysis
Stochastic Volatility
Time Series Analysis

Awards, Achievements with year: 
Prof: A R Kamath Best doctoral Thesis award(2014)

Research Students: 
1

Research Papers: 
On Normal-Laplace Stochastic Volatility Model. (Journal of Stochastics and Quality Control, 2022)
Markovian Weibull sequence generated by product autoregressive models and its statistical analysis. (Journal of Indian Society for Probability and Statistics, 2010).
Extreme Value Autoregressive Model and its Applications. (Journal of Statistical Theory and Practice, 2014)
On a class of bivariate exponential distributions. (Statistics and Probability Letters, 2014).
Stochastic volatility processes generated by Gumbel Extreme Value Autoregressive model. (Journal of the Indian Statistical Association, 2014)

Research Grants: 
Presentations in conferences:
Presented the paper New Parameterization of Stochastic Conditional Range Models in the International Conference on Statistics, Probability, Data Science and Related Areas, Department of Statistics, Cochin University of Science and Technology and Indian Society for Probability and Statistics (2023).
Presented the paper Autoregressive Model with Generalized Extreme Value Innovations at International Virtual Conference on Advanced Statistical Techniques in Business and Industry, Department of Statistics, Cochin University of Science and Technology (2020)
Presented the paper Modelling Stochastic Volatility using Normal Laplace Distribution at Recent Advances in Statistics and Data Science for Sustainable Development, P.G. Department of Statistics, Utkal University, Odisha ( 2019 )
Presented the paper Weibull Product Autoregressive Model and its Statistical Analysis at Computer Age Statistics in the Era of Big and High Dimensional Data, Department of Statistics, Savitribai Phule Pune University ( 2019 )

Participation (Seminar, Conference, Workshop) with month & year: 

Conference/Seminars/Workshop Organized with month & year: 

Special Seminar / Invited Talks with month & year: 

Resource Person at Five days National Workshop on Time Series Analysis, Department of Economics and Statistics, Govt. College, Tripunithura. (2023)
Resource Person at Three days National workshop on Data Analytics and Predictive Modelling, Department of Statistics, Vimala College, Thrissur. (2023)
Resource Person at Time Series Analysis using Artificial Neural Networks (TSANN-18), Department of Mathematics, National Institute of Technology, Calicut (2018)

Extension activities with month & year: