JBS Faculty

Name : Dr. Moonis Shakeel
Qualifications : Ph.D. (Economics) Jamia Millia Islamia, New Delhi, MA (Economics), Jamia Millia Islamia, New Delhi, B.A. Hons (Economics), Jamia Millia Islamia, New Delhi
Work Experience : More than 12 years
Research Interests : Conducting empirical financial markets research, especially market microstructure.

Biography

Dr. Moonis Shakeel has about 12 years of experience both in Corporate and in Academics. He has worked in reputed organizations such as CMIE and Evalueserve in the area of Economics and Quantitative Investment Research, respectively. He also worked with various ministries and government bodies such as Planning Commission and Ministry of IT. He has a Masters and Ph.D in Economics. His domain expertise is in Econometric/ Time Series Analysis, Predictive Modeling, Data Mining, Big Data Analytics, Hadoop, Hive, Pig, Flume, R, SPSS, EVIEWS, IPython, Rattle, Microstrategy.  He is currently employed as an Assistant Professor (Senior Grade) at Jaypee Business School, JIIT University, Noida/NCR, India. He is also taking care of the Ph.D. programme of the School as a Ph.D. Programme Director. He teaches subjects in the area of Business Analytics/Economics/Finance. Emerging from the need to analyze and utilize enormous amounts of data more effectively, companies are turning to data scientists to unlock the power of ”big data”. Successful data scientists must possess a broad-based understanding of business and data analytics capabilities and a working knowledge of related IT applications. Keeping this in view, Professor Moonis has introduced four courses in this area, namely- Data Science for Business, Data Management, Visualization and Analysis using Excel/R, Applied Business intelligence (using Microstrategy 9) and Business Forecasting and Predictive Techniques (using R).

  KEY SKILLS

Statistical Skills: Thorough knowledge of various statistical techniques and their applicability in real world. Bigdata Analytics, Data Mining, Business Analytics, Business Intelligence, Predictive Modeling, Econometric/ Time Series Analysis, Decision Trees, Survival Analysis, Conjoint Analysis, Multidimensional Scaling, Machine learning, Cluster Analysis, Discriminant Analysis, Logistic Regression, Artificial Neural Networks, Generalized Linear Models, Social Media (Twitter) Analysis, Attribution modeling etc

Technical Skills: Profound  experience in the usage of relevant  statistical softwares for advance analysis

  • Hadoop/Mapreduce, Hive, Pig, Flume, Sqoop, Hortonworks Sandbox, Spark
  • R, SAS, Rattle, lattice, ggplot2, Eviews, SPSS, Stata, Python, pandas
  • Microstrategy 9, Tableau, MySql, Microsoft Excel, Word, PPT

PROFESSIONAL QUALIFICATION

Jamia Millia Islamia, New Delhi, India

                Ph.D. (Economics)                                                                                                                                             2005 - 2009

                Major: Economics

Status: Awarded

Thesis Title: Relationship between Futures prices and Spot prices of Stock Indices at NSE

Jamia Millia Islamia, New Delhi, India

M.A. (Economics) (1st Division)                                                                                                                    2002 - 2004

Jamia Millia Islamia, New Delhi, India

B.A. (Honors)(Economics) (1st Division)                                                                                                    1999 - 2002

CERTIFICATIONS

  • Developing Data Products, Johns Hopkins University, Coursera 2015
  • Bigdata Analytics and Hadoop 2014
  • Financial Modelling using Excel and VBA, 2012.
  • Introduction to Computational Finance and Financial Econometrics, University of Washington, Prof. Eric Zivot, 2013.
  • Certified Stock Market Technical Analyst from BLB Institute of Financial Markets, 2007.

RESEARCH

My research interests are in the area of big data analytics, text analytics and sentiment analysis.

2016

  1. Wahi, Ashok., Misra, K. Rajnish and Shakeel, Moonis (2016), “Why Should Indian Businesses Transition To Enterprise 2.0?”, Info-The journal of policy, regulation and strategy for telecommunications, information and media, Vol 18 No 1, Emerald. (Scopus Indexed Ranked Journal) ( ISSN: 1463-6697)

2015

  1. Shakeel, Moonis , and Mehra, Shashank. “Store Format Choice Behaviour for Organised and Unorganised stores of NCR in India-A Discriminant Analysis”, International Journal of Business Innovation and Research, Inderscience, 2015. (Scopus Indexed) (ABDC C category)
  2. Shakeel, Moonis.,  and Chaudhry, Shivani (2015), “Attribute-based perceptual mapping of mutual fund schemes: a study from an emerging market”, International Journal of Economics and Business Research (IJEBR), Vol. 10, No. 1, pp.81 – 103. (Scopus Indexed) (Print ISSN: 17569850) (ABDC C category)
  3. Mehra, Shashank., and Shakeel, Moonis, “Determining Store Attribute Salience on Store Choice Behaviour in an Emerging Market- The case of Indian Grocery Market”, International Journal of Indian Culture and Business Management, pp. 489 – 507 (Inderscience)(In Press) (Google Scholar) (Print ISSN: 1753-0806) (ABDC C category)
  4. Sharma, Vinky., and Shakeel,Moonis (2015),“Illusion versus Reality: An Empirical Study of Overconfidence and Self Attribusion Bias in Business Management Students”, Journal of Education for Business, (Routledge), Pp. 1-9. (SCI Indexed) Print ISSN: 0883-2323) (ABDC C category)

2014

  1. Shakeel, Moonis., and Purankar, Shriram (2014),“Price Discovery Mechanism of Spot and Futures Market in India: A Case of Selected Agri-Commodities “,International Research Journal Of Business And Management, (Global Wisdom Research Publications) Volume-VII,Issue-8, pp 50-61. (ISSN: 2322-083X) (SJIF Impact Factor: 5.172)
  2. Mehra, Shashank., and Shakeel, Moonis (2014), “Comparative Study Of Unorganised And Organised Retail: The Case Of Indian Grocery Market At Ncr.”, International Journal Of Research In Commerce, Economics & Management, Volume 4, Issue No. 10, pp 78-84. (Google Scholar)
  3. Shakeel, Moonis., and Srivastava, Bhavana (2014),"Modeling Intraday Volatility Behavior: An Empirical Investigation Of Indian Futures Market", International Journal of Research & Development in Technology and Management Science , (Modern Rohini Education Society) Vol. 21, Issue 1, pp 79-98. (ISBN: 978-1-63102-445-0)
  4. Chaudhry, Shivani., and Shakeel, Moonis (2014),“Performance Evaluation Of Top Performing Mutual Fund Managers: An Analytical study From India”, International Journal Of Research In Commerce, Economics & Management, (Licensed under Creative Common) Volume-4, Issue-9, pp 71-76. (ISSN 2231-4245) (Google Scholar)
  5. Shakeel, Moonis., and Sharma, Vinky (2014), “Right to Marital Property Act and Economics of Marriage”, International Research Journal of Business and Management, (Global Wisdom Research Publications) Vol.8, Issue 3, Pp. 58-62. (ISSN: 2322-083X) (Impact Factor: 1.47)

2013

  1. Shakeel, Moonis., and Chaudhry, Shivani (2013), "Attribute Based Preference & Predictability Of Mutual Funds For Investment By Investment Professionals: A Study From Emerging Market" , European Journal of Innovative Business Management,(Whites Science) Vol 1, pp 17-26. (ISSN 2056-9904) (ProQuest and EBSCOhost)

2012

  1. Sharma, Vinky., and Shakeel, Moonis. (2012), “An Empirical Analysis to Identify effective Recruitment Source Mix Using Conjoint Analysis”, Asian Journal of Management Science, (Integrated  Publishing Association) Vol.2, pp 50-60. (ISSN: 2249 - 6300) (SJIF Impact Factor: 4.47)
  2. Shakeel Moonis & Ashraf Shahid (2012) “Empirical Relationship Between Index Futures Prices, Volume and Open Interest: Evidence from Indian Futures Market” Icfai Journal of Applied Finance, (Hyderabad ICFAI University Press.) Vol. 18, No. 2 3, pp 48-59. (ISSN: 0972-5105) (Cabell’s Directory)
  3. Shyam Shanker Hari, Shakeel Moonis, Mehra Shashank (2012), ““Retail SERVQUAL of Food Retail Chain: A Study of Inter Category Competition in NCR Region”, International Journal of Trends in Retail Management, (Academic Journals) Volume 1 issue 6.

2011

  1. Shakeel Moonis (2011) “An empirical study on volatility spillover between Nifty futures index and Nifty spot index at National Stock Exchange: A GARCH-VAR Approach”, International Journal of Business & Engineering Research,( Sobhasaria Group of Institutes) Volume 4, pp 104-116. (ISSN: 0975-0479)

2009

  1. Shakeel Moonis (2009), “An Empirical Study on the Relationship between Nifty Futures Index Prices and Nifty Spot Prices at National Stock Exchange”, Al-Barkaat Journal of Finance & Management, (Al-Barkaat Institute of Management Studies) Volume 1, Number 2. (ISSN: 0974-7281)

PhD Guidance

 

S. No.

 

 

Student Details

Topic

Status

1

Anand Kumar Rai (07409055)

A Comparative Analysis of the Financial  Performance of Microfinance Institutions of India  and Bangladesh

Completed

(2012)

2

Shivani Chaudry (11409521)

Behavior, Perception & Performance of Investment Professionals in Mutual Fund Industry

Completed

(2015)

3

Shashank  Mehra (11409520)

Consumer’s Store Choice Criteria In Organised And Unorganised Grocery Stores-A Study At Ncr-Region.

Submitted

(2015)

4

Bhavana Srivastava (12409509)

Empirical Essays on Futures Market Microstructure

 

Ongoing

5

Anshu Banwari (12409701)

Communication and Negotiation Styles: An Empirical Analysis

Ongoing

 

ACADEMIC EXPERIENCE

Business Analytics Courses Taught:

  • Fundamentals of Business Analytics
  • Business Forecasting and Predictive Techniques R
  • Data Management, Visualization and Analysis using Excel/R
  • Econometrics using Excel/R
  • Applied Business Intelligence using Tableau
  •  

Papers Taught to MBA and PhD students:

  • Business Research Methods using SPSS
  • Business Statistics using Excel
  • Multivariate Data Analysis Techniques using SPSS/R
  • Quantitative Techniques and Software Applications using R
  • Financial Econometrics
  • Quantitative Financial Economics
  • Macroeconomics
  • Microeconomics
  • Behavioral Finance

Academic Responsibilities

  • Programme Director – PhD Programme, Course Development etc.
  • Prof. Incharge – Centre for Social Media Analytics

FDPs/MDPs Conducted

  • R for Business Analytics at AIMA
  • R for Business Analytics at Jaipuria
  • Data Analytics and Research Methodology at ABES
  • Business Research and Analytics at Jaypee Business School
  • FDP on, “Research Methodology using SPSS for Management Research.”
  • FDP on, “Research Methodology and Application of Contemporary Statistical Techniques for Management Research.”
  • MDP for ICICI Bank Executives on Economics and Econometrics.

CORPORATE EXPERIENCE

Worked with the Government of India (GOI) Ministries such as the Planning Commission and Ministry of Information Technology (Economic Policy and Planning Division) and also other related agencies and associations as Research and Information Officer. At these government organizations, the work involved:

  • Analyzing data released by various government agencies and authentic private bodies.
  • Tracking leading macroeconomic indicators and interpret the same to forecast the likely direction and performance of the Indian economy using high-end regression analysis in R.
  • Tracking the IT/ITeS sector in India
  • Prepared proprietary industry/economic reports for Centre for Monitoring Indian Economy (CMIE)

Worked as part of the Quantitative Investment Research team at Evalueserve (for a leading German investment bank). Highlights of the work involved:

  • Preparing daily market report covering various sectors, economic news, days biggest gainers and losers for various major world indices. The daily report is prepared for a leading Investment Bank based in UK.
  • Conducting advance econometric analysis including forecasting using Arima/Garch model in R.
  • Done a project on predicting the direction and magnitude of commodity prices based on raw material costs.
  • Analyze the relation between VIX (Volatility Index) and Returns using time series in R.
  • Analysis of Analyst Recommendations

AWARDS AND ACHIEVMENTS

  • Batch Topper in B.A. Honors (Economics) in the Class of 2004
  • Awarded 3 successive merit scholarships at college level
  • Awarded certificate for Recognition in Team Work