10 citations · 23 across the 6 of their papers we have counts for
6 papers
Bayesian Variable Selection in Double Generalized Linear Tweedie Spatial Process Models
Aritra Halder, Shariq Mohammed, Dipak K. Dey
Double generalized linear models provide a flexible framework for modeling data by allowing the mean and the dispersion to vary across observations. Common members of the exponenti…
Bayesian modeling with spatial curvature processes
Aritra Halder, Sudipto Banerjee, Dipak K. Dey
Spatial process models are widely used for modeling point-referenced variables arising from diverse scientific domains. Analyzing the resulting random surface provides deeper insig…
Spatial Tweedie exponential dispersion models
Aritra Halder, Shariq Mohammed, Kun Chen +1
This paper proposes a general modeling framework that allows for uncertainty quantification at the individual covariate level and spatial referencing, operating withing a double ge…
Spatial risk estimation in Tweedie compound Poisson double generalized linear models
Aritra Halder, Shariq Mohammed, Kun Chen +1
Tweedie exponential dispersion family constitutes a fairly rich sub-class of the celebrated exponential family. In particular, a member, compound Poisson gamma (CP-g) model has see…
Modeling Risk and Return using Dirichlet Process Prior
Sourish Das, Aritra Halder, Ananya Lahiri +1
In this paper, we showed that the no-arbitrage condition holds if the market follows the mixture of the geometric Brownian motion (GBM). The mixture of GBM can incorporate heavy-ta…
Regularizing Portfolio Risk Analysis: A Bayesian Approach
Sourish Das, Aritra Halder, Dipak K. Dey
It is important for a portfolio manager to estimate and analyze recent portfolio volatility to keep the portfolio's risk within limit. Though the number of financial instruments in…