Welcome to the research homepage of Anurag Srivastava (pronounced: a-new-raag shrii-vaa-stav).

I am a PhD student in the Economics department at University of Reading. In my research, I use econometric methods to understand consumer demand and at times I use stochastic calculus to understand trade data. I hope to be able to reconcile the two some day and thus do my part in bridging the gap between micro-economic models and applied macroeconomics - a task often makes me question the role that logic and mathematics play in our lives. I receive the guidance and a much-needed view of the real-world from my advisors Dr Uma Kambhampati and Dr Vivien Burrows at the university.

Before coming to University of Reading, I have completed a Masters in Finance (taught) from London Business School - where I was instructed by Dr Ralph Koijen, Dr Derek Bunn and Dr Suleyman Basak - amongst others. I also have a research background in Atmospheric Modelling and Computer Science - which I have studied at Virginia Polytechnic and State University under my advisor Dr Adrian Sandu.

I have done some consulting and quantitative-software projects in the finance industry since 2007 on both sides of the Atlantic. Infrequently, I blog about financial and general economics (Note: All thoughts personal - and not an endorsement of any particular institution or economics).

Research Interests



Recreational Interests