Indranil SenGupta
North Dakota State University
H-index: 18
North America-United States
Top articles of Indranil SenGupta
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning | Electronic Research Archive | Xianfei Hui Baiqing Sun Indranil SenGupta Yan Zhou Hui Jiang | 2023 |
Machine learning and neural network based model predictions of soybean export shares from US Gulf to China | Statistical Analysis and Data Mining: The ASA Data Science Journal | Shantanu Awasthi Indranil SenGupta William Wilson Prithviraj Lakkakula | 2022/12 |
Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters | Stochastic Analysis and Applications | Xianfei Hui Baiqing Sun Hui Jiang Indranil SenGupta | 2022/7/11 |
A novel implementation of Siamese type neural networks in predicting rare fluctuations in financial time series | Risks | Treena Basu Olaf Menzer Joshua Ward Indranil SenGupta | 2022 |
Refinements of Barndorff-Nielsen and Shephard model: an analysis of crude oil price with machine learning | Annals of Data Science | Indranil SenGupta William Nganje Erik Hanson | 2021/3 |
Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging | Annals of Finance | Nicholas Salmon Indranil SenGupta | 2021 |
Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model | SIAM Journal on Financial Mathematics | Minglian Lin Indranil SenGupta | 2021 |
First exit-time analysis for an approximate Barndorff-Nielsen and Shephard model with stationary self-decomposable variance process | Journal of Stochastic Analysis | Shantanu Awasthi Indranil SenGupta | 2021 |
Analysis of Strategic Market Management in Light of Stochastic Processes, Recurrence Relation, Abelian Group and Expectation | Prasun Chakrabarti Tulika Chakrabarti Siddhant Bane Biswajit Satpathy Indranil SenGupta | 2021 | |
Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model | International Journal of Financial Engineering | Humayra Shoshi Indranil SenGupta | 2021/12/6 |
Multi-asset generalized variance swaps in Barndorff-Nielsen and Shephard model | International Journal of Financial Engineering | Subhojit Biswas Diganta Mukherjee Indranil SenGupta | 2020/12/10 |
Sequential hypothesis testing in machine learning, and crude oil price jump size detection | Applied Mathematical Finance | Michael Roberts Indranil SenGupta | 2020/9/2 |
Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing | Annals of Finance | Michael Roberts Indranil SenGupta | 2020/3 |
Co-Authors
