4 citations · 5 across the 4 of their papers we have counts for
5 papers
Optimal Stock Portfolio Selection with a Multivariate Hidden Markov Model
Reetam Majumder, Qing Ji, Nagaraj K. Neerchal
The underlying market trends that drive stock price fluctuations are often referred to in terms of bull and bear markets. Optimal stock portfolio selection methods need to take int…
Stochastic Precipitation Generation for the Chesapeake Bay Watershed using Hidden Markov Models with Variational Bayes Parameter Estimation
Reetam Majumder, Nagaraj K. Neerchal, Amita Mehta
Stochastic precipitation generators (SPGs) are a class of statistical models which generate synthetic data that can simulate dry and wet rainfall stretches for long durations. Gene…
Density Estimation using Entropy Maximization for Semi-continuous Data
Sai K. Popuri, Nagaraj K. Neerchal, Amita Mehta +1
Semi-continuous data comes from a distribution that is a mixture of the point mass at zero and a continuous distribution with support on the positive real line. A clear example is…
Parallelizing Computation of Expected Values in Recombinant Binomial Trees
Sai K. Popuri, Andrew M. Raim, Nagaraj K. Neerchal +1
Recombinant binomial trees are binary trees where each non-leaf node has two child nodes, but adjacent parents share a common child node. Such trees arise in finance when pricing a…
An Extension of Generalized Linear Models to Finite Mixture Outcome Distributions
Andrew M. Raim, Nagaraj K. Neerchal, Jorge G. Morel
Finite mixture distributions arise in sampling a heterogeneous population. Data drawn from such a population will exhibit extra variability relative to any single subpopulation. St…