Browsing Journal Articles by Author "Laha, Arnab Kumar"
Now showing items 1-20 of 25
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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, ... -
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 ... -
Clustering and classification of time series using topological data analysis with applications to finance
Majumdar, Sourav; Laha, Arnab Kumar (Expert Systems with Applications, 2020-08-15)In this paper, we propose new methods for time series classification and clustering. These methods are based on techniques of Topological Data Analysis (TDA) such as persistent homology and time delay embedding for analysing ... -
Comparison of treatments in a cataract surgery with circular response
Biswas, Atanu; Laha, Arnab Kumar; Dutta, Somak; Bakshi Partho K. (Sage, 2015)Circular data are a natural outcome in many biomedical studies, e.g. some measurements in ophthalmologic studies, degrees of rotation of hand or waist, etc. With reference to a real data set on astigmatism induced in two ... -
Connecting smallholders' marketplace decisions to agricultural market reform policy in India - an empirical exploration
Argade, Aashish; Laha, Arnab Kumar; Jaiswal, Anand Kumar (SAGE Publications, 2021-03-03)Governments in developing countries have attempted to reform inefficient agricultural markets through direct interventions, market-oriented approaches, and institutional mechanisms, with one of the aims being improving the ... -
Creating and sustaining excellence in Indian academic institutions: some thoughts
Laha, Arnab Kumar (Association of Indian Universities, 2018-10)For over 20 years, i have read articles in newspapers and magazines by Indian academicians, mostly academic administrators, habitually bemoaning the 'absence' of quality education in the country.They have periodically ... -
Credit off-take from formal financial institutions in rural India: quantile regression results
Debdatta, Pal; Laha, Arnab Kumar (Springer Science+Business Media, 2014)Extending financial services to unbanked population in India has remained a central part of the policy thrust of the Indian government for decades. To that effect, a widespread formal credit delivery mechanism has been ... -
Disparity in the wages of agricultural labourers in India: an interval-valued data analysis
Yashavanth, B. S.; Laha, Arnab Kumar (Indian council of agricultural research, 2018-03-27)This study explores the interval-valued data analysis techniques to witness the spatial disparity in the wage rates of farm labourers in India. Farm labourers constitute more than half of the total workforce engaged in ... -
Distribution of traffic accident times in India - some insights using circular data analysis
Laha, Arnab Kumar; A. C., Pravida Raja; Ghosh, Dilip Kumar (2017)Traffic accidents are a major hazard for travellers on Indian roads. These are caused by a variety of reasons including the bad condition of roads, traffic density, lack of proper training of drivers, slack in enforcement ... -
Engagement patterns of participants in an online professional development programme: an application of mixture modelling
Deshmukh, Ketan; Sherry Chand, Vijaya; Shukla, Kathan; Laha, Arnab Kumar (Proceedings of the 53rd Hawaii International Conference on System Sciences, 2020)Unhindered communication capabilities, in the form of internet, led us to believe that the difficult goal of “Education for All” is within our grasp. Recent studies have shown mixed results for learning over the internet, ... -
Forefather distribution in a variant of Galton–Watson branching process
Laha, Arnab Kumar; Yadav, Sumit Kumar (Taylor and Francis, 2019-03-07)In this paper, we consider a variant of a discrete time Galton–Watson Branching Process in which an individual is allowed to survive for more than one (but finite) number of generations and may also give birth to offsprings ... -
Interval-valued data analysis
Laha, Arnab Kumar (International Journal of Business Analytics and Intelligence, 2015-10) -
A likelihood integrated method for exploratory graphical analysis of change-point problem with directional data
Sengupta, Ashis; Laha, Arnab Kumar (Communications in Statistics, Theory and Methods, 2008-11-11)In this article we introduce a new likelihood based method, called the likelihood integrated method, which is distinct from the well-known integrated likelihood method. We use the likelihood integrated to propose a simple ... -
A novel sandwich algorithm for empirical Bayes analysis of rank data
Laha, Arnab Kumar; Dutta, Somak; Roy, Vivekananda (International Press, 2017)Rank data arises frequently in marketing, nance, organizational behavior, and psychology. Most analysis of rank data reported in the literature assumes the presence of one or more variables (sometimes latent) based on ... -
Portfolio allocation with heavy tailed returns
Laha, Arnab Kumar; Bhoumick, D.; Subramaniam, B. (2007-11-02)In this article we propose two new methods of portfolio allocation which are applicable for all return distributions. The properties of these new methods are compared with that of Markowitz’s mean-variance method using ... -
A proof of the divergence of the harmonic series using probability theory
Laha, Arnab Kumar (2006-10-29)In this note a new proof of the divergence of the harmonic series is given based on the expected life of a parallel system with independent exponentially distributed component lifetimes. -
Real time location prediction with taxi-GPS data streams
Laha, Arnab Kumar; Putatunda, Sayan (Transporation Research Part C: Emerging Technologies, 2017-07)The prediction of the destination location at the time of pickup is an important problem withpotential for substantial impact on the efficiency of a GPS-enabled taxi service. While this pro-blem has been explored earlier ... -
Response-adaptive allocation for circular data
Biswas, Atanu; Dutta, Somak; Laha, Arnab Kumar; Bakshi, Partho K. (Taylor & Francis, 2014)Response-adaptive designs are used in phase III clinical trials to allocate a larger proportion of patients to the better treatment. Circular data is a natural outcome in many clinical trial setup, e.g., some measurements ... -
A robust sharpe ratio
K. C., Mahesh; Laha, Arnab Kumar (Sankhya B : The Indian Journal of Statistics, 2019)Sharpe ratio is one of the widely used measures in the financial literature to compare two or more investment strategies. Since it is a ratio of the excess expected return of a portfolio to its standard deviation of returns, ... -
Robustness of tests for directional mean
Laha, Arnab Kumar; Mahesh, K. C. (Taylor & Francis, 2015)In this paper we study the robustness of the likelihood ratio, circular mean and circular trimmed mean test functionals in the context of tests of hypotheses regarding the mean direction of circular normal and wrapped ...