Browsing Working Papers by Author "Laha, Arnab Kumar"

Now showing items 1-13 of 13

    • 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 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 ...

    • 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 ...

    • Likelihood integrated method for exploratory graphical analysis of chagne point problem with directional data 

      Sengupta, Ashis; Laha, Arnab Kumar (2010-07-20)
      In this paper authors have introduced a new likelihood based method, called the likelihood integrated method, which is distnict from the well known integrated likelihood method. We use the likelihood integrated propose a ...

    • New approaches to prediction using functional data analysis 

      Laha, Arnab Kumar; Rathi, Poonam (Indian Institute of Management, Ahmedabad, 2017-08-10)
      In this paper we address the problem of prediction with functional data. We discuss several new methods for predicting the future values of a partially observed curve when it can be assumed that the data is coming from an ...

    • Optimal transport based drift detection for sensor streams: method and applications in transportation 

      Laha, Arnab Kumar; Verma, Shikha (Indian Institute of Management Ahmedabad, 2021-09-01)
      With increasing adoption of Internet of Things (IoT) across the transportation sector, there is a growing need for developing algorithms for analyzing data streams. Due to dynamic operating environment conditions in the ...

    • Performance of nonparametric control chart 

      Laha, Arnab Kumar; Choubey, Anant; Gupta, Divesh (2010-04-03)
      In this paper we use simulation to study the performance of three of these nonparametric control charts: the median chart the boostrap control chart and hodges-lehmann control chart for different distribution of the quality ...

    • Portfolio allocation with heavy-tailed returns 

      Laha, Arnab Kumar; Subrahmaniam, Bharathy; Divyajyoti, Bhowmick (Indian Institute of Management Ahmedabad, 2005)
      In this paper we propose two new methods of portfolio allocation which are applicable for all return distributions. It i found that the new methods perform appreciably in terms of growth of wealth as well as protecting ...

    • Pricing option on commodity futures under string shock 

      Bisht, Deepak; Laha, Arnab Kumar (Indian Institute of Management Ahmedabad, 2017-07-26)
      Forward curve movements, particularly of industrial and energy commodities, suggests that futures price do not move in tandem with the spot price, and not all futures contracts move in the same direction. We incorporate ...

    • Real time location prediction with taxi - Gps data streams 

      Laha, Arnab Kumar; Putatunda, Sayan (Indian Institute of Management Ahmedabad, 2018-07)
      The prediction of the destination location at the time of pickup is an important problem with potential for substantial impact on the efficiency of a GPS enabled taxi service. While this problem has been explored earlier ...

    • SB-robustness of performance measures of control chart 

      Laha, Arnab Kumar; Pravida, Raja (2013-04)
      Control charts play a very important role in the control of manufacturing processes. In this paper we consider the commonly used performance measures for control charts and study their SB-robustness. It is shown that the ...

    • Travel time prediction for gps taxi data streams 

      Laha, Arnab Kumar; Putatunda, Sayan (Indian Institute of Management Ahmedabad, 2017-03-31)
      The analysis of data streams offers a great opportunity for development of new methodologies and applications in the area of Intelligent Transportation Systems. In this paper, we propose a new incremental learning approach ...