Browsing by Author "Laha, Arnab Kumar"
Now showing items 1-20 of 119
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Advances in analytics and applications
Laha, Arnab Kumar (Springer, 2019)This book includes selected papers submitted to the ICADABAI-2017 conference, offering an overview of the new methodologies and presenting innovative applications that are of interest to both academicians and practitioners ... -
Analysis of bonds with embedded options and other interest rate derivatives
Rajaram, R.; Saraf, Shyam (Indian Institute of Management Ahmedabad, 2006-11) -
Analysis of Entrepreneurial Behaviour using Prospect theory
Sundar, B. Shyam; Praveen, C.; Sinha, Debanjoli (Indian Institute of Management Ahmedabad, 2015) -
Analysis of optimal portfolio allocation of stocks displaying heavy left -tailed returns
Chaudhuri, Adrish Ray; Kansal, Vipul (Indian Institute of Management Ahmedabad, 2006) -
Analyzing the effectiveness of mean-Gini framework for estimation of currency hedge ratio
Kumar, Vikas; G., Swetha Vijay (Indian Institute of Management Ahmedabad, 2006)Several approaches to finding the optimal spot currency hedge ratios have been explored. The most simplistic and widely used approach is the minimum variance model under portfolio approach which attempts to minimize the ... -
Application of artificial neural network techniques to understanding regime switching behaviour in Indian Stock Markets
Balaji, Hari (Indian Institute of Management Ahmedabad, 2005) -
Application of hidden Markov models to regime switching behaviour of Indian stocks
Keerthi Vasan, C. L. (Indian Institute of Management Ahmedabad, 2005) -
Application of real option pricing models of investment decisions
Gupta, Dhiman; Balan, Arjun (Indian Institute of Management, Ahmedabad, 2006) -
Applied Advanced Analytics: Applied advanced analytics: 6th IIMA International Conference on Advanced Data Analysis, Business Analytics and Intelligence
Laha, Arnab Kumar (Springer Singapore, 2021)This book covers several new areas in the growing field of analytics with some innovative applications in different business contexts, and consists of selected presentations at the 6th IIMA International Conference on ... -
Are the temperature of indian cities increasing? : Some insights using change point analysis with functional data
Laha, Arnab Kumar; Rathi, Poonam (Indian Institute of Management Ahmedabad, 2017-08-10)In recent years there has been considerable concern expressed worldwide re- garding increase in temperature popularly called the global warming problem. In this paper we examine monthly temperature data of nine Indian ... -
Artificial neural network models for forecasting stock price index in the Bombay stock exchange
Dutta, Goutam; Jha, Pankaj; Laha, Arnab Kumar; Mohan, Neeraj (2006-10-29)ANN has been shown to be an efficient tool for non-parametric modeling of data in a variety of different contests where the output is a non-linear function of the inputs. These include business forecasting, credit scoring, ... -
Artificial neural network models for forcasting stock price index in Bombay Stock Exchange
Jha, Pankaj; Mohan, Neeraj; Laha, Arnab Kumar; Dutta, Goutam (2010-04-03)In this paper we discuss modeeling of Indian stock market (prce index) data using ANN. we discuss the efficiency of ANN in modeling The Bombay Stock Exchange (BSE) SENSEX weekly closing values we develop two networks with ... -
Assessment of density forecast for energy commodities in post-financialization era
Bisht, Deepak; Laha, Arnab Kumar (Indian Institute of Management Ahmedabad, 2017-07-31)Probability density for the future price of an asset can be estimated from historical asset prices or exchange-traded derivatives. In this paper, prices of futures and options contracts that embed the forward-looking ... -
Bayesian analysis of the change-point problem for directional data
Sengupta, Ashis; Laha, Arnab Kumar (Journal of Applied Statistics, 2008-11-11)In this paper, we discuss a simple fully Bayesian analysis of the change-point problem for the directional data in the parametric framework with von Mises or circular normal distribution as the underlying distribution. We ... -
Bayesian Analysis of Rank Data Using SIR
Laha, Arnab Kumar; Dongaonkar, S. (2011-05-05) -
A Bayesian Analysis of the Change Point Problem for Directional Data using SIR
Sengupta, Ashis; Laha, Arnab Kumar (2009-07-25)In this paper we discuss a simple fully Bayesian analysis of the change point problem for the directional data in the parametric framework with circular normal distribution as the underlying distribution. We discuss ... -
CESC Limited: Loss Control Cell
Laha, Arnab Kumar (2010-09-16) -
Challenges in the introduction of new technologies: a study of the performance and adoption of hybrid rice in India
Khandker, Varsha (2014)Rice is the most important food staple of India and increasing its production in the context of rising food demand and escalating food prices is a major challenge in India. Breakthroughs are urgently required. A major ... -
Change point, prediction and classification with functional data
Rathi, Poonam (Indian Institute of Management Ahmedabad, 2018)Functional data consists of a collection of curves (or functions) defined on a finite subset of some interval. In this dissertation, we discuss change point, prediction and classification problems with functional data. ... -
Choice determinants and comparative evaluation of agri-output marketing channels – A farmers’ perspective
Argade, Aashish (Indian Institute of Management Ahmedabad, 2018)Agricultural marketing, regulated by the state APMC Acts of 1960s for over four decades, was found wanting in expanding services, securing better returns to farmers, and ensuring low prices of farm commodities to consumers. ...