5 papers
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…
ANGLE: Angular Neural Generative Learning via Engression
Rajdeep Pathak, Archi Roy, Tanujit Chakraborty
Circular data, representing angles or directions, are frequently encountered in computer vision, biology, geology, and meteorology. Traditional regression targets the conditional m…
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…
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…