5 papers
The Information Content of Taster's Valuation in Tea Auctions of India
Abhinandan Dalal, Diganta Mukherjee, Subhrajyoty Roy
Tea auctions across India occur as an ascending open auction, conducted online. Before the auction, a sample of the tea lot is sent to potential bidders and a group of tea tasters.…
Optimizing Execution Cost Using Stochastic Control
Akshay Bansal, Diganta Mukherjee
We devise an optimal allocation strategy for the execution of a predefined number of stocks in a given time frame using the technique of discrete-time Stochastic Control Theory for…
A Proposal for Multi-asset Generalised Variance Swaps
Subhojit Biswas, Diganta Mukherjee
This paper proposes swaps on two important new measures of generalized variance, namely the maximum eigen-value and trace of the covariance matrix of the assets involved. We price…
A new integrated likelihood for estimating population size in dependent dual-record system
Kiranmoy Chatterjee, Diganta Mukherjee
Efficient estimation of population size from dependent dual-record system (DRS) remains a statistical challenge in capture-recapture type experiment. Owing to the nonidentifiabilit…
On the Population Size Estimation from Dual-record System: Profile-Likelihood Approaches
Kiranmoy Chatterjee, Diganta Mukherjee
Motivated by various applications, we consider the problem of homogeneous human population size (N) estimation from Dual-record system (DRS) (equivalently, two-sample capture-recap…