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q-fin.RM2021
Single Event Transition Risk: A Measure for Long Term Carbon Exposure
Suryadeepto Nag, Siddhartha P. Chakrabarty, Sankarshan Basu
Although there is a growing consensus that a low-carbon transition will be necessary to mitigate the accelerated climate change, the magnitude of transition-risk for investors is d…
q-bio.PE2021
Modeling the dynamics of COVID-19 transmission in India: Social Distancing, Regional Spread and Healthcare Capacity
Suryadeepto Nag, Siddhartha P. Chakrabarty
In the new paradigm of health-centric governance, policy makers are in a constant need for appropriate metrics and estimates in order to determine the best policies in a non-arbitr…
math.PR2021
Continuous-Time Higher Order Markov Chains: Formulation and Parameter Estimation
Suryadeepto Nag
Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observe…