27 citations · 119 across the 13 of their papers we have counts for
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math.ST2019★ 15 cited
Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing
Michael Roberts, Indranil SenGupta
In this paper, we present the testing of four hypotheses on two streams of observations that are driven by Lévy processes. This is applicable for sequential decision making on the…
q-fin.ST2019★ 27 cited
Refinements of Barndorff-Nielsen and Shephard model: an analysis of crude oil price with machine learning
Indranil SenGupta, William Nganje, Erik Hanson
A commonly used stochastic model for derivative and commodity market analysis is the Barndorff-Nielsen and Shephard (BN-S) model. Though this model is very efficient and analytical…