Publications (6)
Elephant random walk with attributed steps and extractions of random sizes
Sooraj M, Moumanti Podder, Archi Roy
We study a model of market economics wherein the -st customer, for each , with being a prespecified positive integer, draws a sample of (random) size $K_{n…
A nonparametric approach to understand multivariate quantile dynamics in financial time series
Kunal Rai, Archi Roy, Itai Dattner +1
Over the last decade, nonparametric methods have gained increasing attention for modeling complex data structures due to their flexibility and minimal structural assumptions. In th…
ANGLE: Angular Neural Generative Learning via Engression
Rajdeep Pathak, Archi Roy, Tanujit Chakraborty
The paper introduces ANGLE, a lightweight deep generative model that learns the full conditional distribution of circular (angular) data given various covariates, enabling better p…
Elephant random walks with multiple extractions and general reinforcement functions
Moumanti Podder, Archi Roy
We consider a generalized model of elephant random walks wherein the walker, during the -st time-stamp, draws from the past (i.e. the set ) a sample of …
Nonparametric method of structural break detection in stochastic time series regression model
Archi Roy, Moumanti Podder, Soudeep Deb
We propose a novel nonparametric test to detect structural breaks in the conditional mean and/or variance of a time series. Our method does not assume any specific parametric form…
A model of opinion dynamics evolving via a preferential attachment mechanism involving multiple extractions
Sooraj M Moumanti Podder, Archi Roy
We study a model of opinion dynamics / social learning / peer-review-based market economics on an evolving network, wherein i) each of the first agents adopts one of two availa…