8 citations · 20 across the 25 of their papers we have counts for
3 papers · 1 filter
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…