8 citations · 20 across the 25 of their papers we have counts for
26 papers
Strategic Control of Drug-Resistant HIV: Multi-Strain Modeling with Diagnosis, Adherence, and Treatment Switching
Ashish Poonia, Siddhartha P. Chakrabarty
A central challenge in Human Immunodeficiency Virus (HIV) public health policy lies in determining whether to universally expand treatment access, despite the risk of sub-optimal a…
Machine Learning Based Stress Testing Framework for Indian Financial Market Portfolios
Vidya Sagar G, Shifat Ali, Siddhartha P. Chakrabarty
This paper presents a machine learning driven framework for sectoral stress testing in the Indian financial market, focusing on financial services, information technology, energy,…
Dynamic loan portfolio management in a three time step model
Deb Narayan Barik, Siddhartha P. Chakrabarty
This paper studies the bank dynamic decision problem in the intermediate time step for a discrete-time setup. We have considered a three-time-step model. Initially, the banks raise…
Multilevel Monte Carlo in Sample Average Approximation: Convergence, Complexity and Application
Devang Sinha, Siddhartha P. Chakrabarty
In this paper, we examine the Sample Average Approximation (SAA) procedure within a framework where the Monte Carlo estimator of the expectation is biased. We also introduce Multil…
The Carbon Premium: Correlation or Causation? Evidence from S&P 500 Companies
Namasi G. Sankar, Suryadeepto Nag, Siddhartha P. Chakrabarty +1
In the context of whether investors are aware of carbon-related risks, it is often hypothesized that there may be a carbon premium in the value of stocks of firms, conferring an ab…
ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market
Eeshaan Dutta, Sarthak Diwan, Siddhartha P. Chakrabarty
This paper proposes an algorithmic trading framework integrating Environmental, Social, and Governance (ESG) ratings with a pairs trading strategy. It addresses the demand for soci…