Romesh Saigal

Romesh Saigal

University of Michigan

H-index: 31

North America-United States

About Romesh Saigal

Romesh Saigal, With an exceptional h-index of 31 and a recent h-index of 15 (since 2020), a distinguished researcher at University of Michigan, specializes in the field of Optimization, Financial Engineering, Stochastic Processes.

His recent articles reflect a diverse array of research interests and contributions to the field:

Goal-Based Wealth and Retirement Management

Learning-Driven Airspace Congestion Pricing for Advanced Air Mobility

Evolving Perceptions of Climate Risk in the US Municipal Bond Market

Optimal Incentives for Renewable Energy Trading: A Continuous Dynamic Programming Approach

Dynamic subsidies for synergistic development of charging infrastructure and electric vehicle adoption

Flow data prediction and abnormality detection

The internet of federated things (ioft)

Investor Impatience and Financial Markets: the Case of the Short Squeeze of Meme Stocks

Romesh Saigal Information

University

Position

___

Citations(all)

4108

Citations(since 2020)

870

Cited By

3640

hIndex(all)

31

hIndex(since 2020)

15

i10Index(all)

60

i10Index(since 2020)

19

Email

University Profile Page

University of Michigan

Google Scholar

View Google Scholar Profile

Romesh Saigal Skills & Research Interests

Optimization

Financial Engineering

Stochastic Processes

Top articles of Romesh Saigal

Title

Journal

Author(s)

Publication Date

Goal-Based Wealth and Retirement Management

Available at SSRN 4492224

Jeffrey Choy

Ben Wang

Abdullah AlShelahi

Romesh Saigal

2023/6/27

Learning-Driven Airspace Congestion Pricing for Advanced Air Mobility

Ben Wang

Zilong Deng

Xuan Ni

Kevin B Smith

Max Z Li

...

2023

Evolving Perceptions of Climate Risk in the US Municipal Bond Market

Peter Adriaens

Dan Li

Romesh Saigal

2023/12/4

Optimal Incentives for Renewable Energy Trading: A Continuous Dynamic Programming Approach

IIE Annual Conference. Proceedings

Ben Wang

Jeffrey Choy

Abdullah AlShelahi

Eunshin Byon

Romesh Saigal

2022

Dynamic subsidies for synergistic development of charging infrastructure and electric vehicle adoption

Transport Policy

Qi Luo

Yunlei Yin

Pengyu Chen

Zhenfei Zhan

Romesh Saigal

2022/12/1

Flow data prediction and abnormality detection

2022/3/3

The internet of federated things (ioft)

IEEE Access

Raed Kontar

Naichen Shi

Xubo Yue

Seokhyun Chung

Eunshin Byon

...

2021/11/10

Investor Impatience and Financial Markets: the Case of the Short Squeeze of Meme Stocks

Available at SSRN 3908732

Jeffrey Choy

Ben Wang

Abdullah AlShelahi

Romesh Saigal

2021/8/20

Look-ahead decision making for renewable energy: A dynamic “predict and store” approach

Applied Energy

Jingxing Wang

Seokhyun Chung

Abdullah AlShelahi

Raed Kontar

Eunshin Byon

...

2021/8/15

Integrative density forecast and uncertainty quantification of wind power generation

IEEE Transactions on Sustainable Energy

Jingxing Wang

Abdullah AlShelahi

Mingdi You

Eunshin Byon

Romesh Saigal

2021/3/26

Book Chapter Dynamic Multiagent Incentive Contracts: Existence, Uniqueness, and Implementation

Qi Luo

Romesh Saigal

2021

Stochastic Liquidity Model and Its Applications to Portfolio Selection

Eder Oliveira Abensur

Romesh Saigal

Shuoyuan Zhang

Yanyi Song

Hao Yu

2020

Dynamic multiagent incentive contracts: Existence, uniqueness, and implementation

Mathematics

Qi Luo

Romesh Saigal

2020/12/23

Fixed point computing methods

Romesh Saigal

2020/11/25

Abnormality Detection in Equity Markets: A Macroscopic Hybrid Approach

Available at SSRN 3712536

Abdullah AlShelahi

Romesh Saigal

2020/10/15

Macroscopic equity markets model: Towards predicting financial crashes

Available at SSRN 3803666

Abdullah AlShelahi

Romesh Saigal

2020/10/9

Data-driven prediction for volatile processes based on real option theories

International Journal of Production Economics

Abdullah AlShelahi

Jingxing Wang

Mingdi You

Eunshin Byon

Romesh Saigal

2019/12/24

See List of Professors in Romesh Saigal University(University of Michigan)

Co-Authors

H-index: 72
Chih-Jen Lin

Chih-Jen Lin

National Taiwan University

H-index: 54
Lieven Vandenberghe

Lieven Vandenberghe

University of California, Los Angeles

H-index: 51
Henry Wolkowicz

Henry Wolkowicz

University of Waterloo

H-index: 37
Kazuhiro Saitou

Kazuhiro Saitou

University of Michigan

H-index: 24
Volodymyr Babich

Volodymyr Babich

Georgetown University

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