10 citations · 42 across the 20 of their papers we have counts for
23 papers
Advances and Challenges in Semantic Textual Similarity: A Comprehensive Survey
Lokendra Kumar, Neelesh S. Upadhye, Kannan Piedy
Semantic Textual Similarity (STS) research has expanded rapidly since 2021, driven by advances in transformer architectures, contrastive learning, and domain-specific techniques. T…
Adaptive Efficiency Optimization in SDLC: An MILP Approach for Balanced and Cost-Effective Resource Allocation
Lokendra Kumar, Neelesh S. Upadhye, Kannan Piedy
The efficient allocation of human resources is a critical concern in software development and other industries. This paper introduces a rigorous mathematical methodology for task a…
Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
Abdul Rahman, Neelesh Upadhye
In high frequency trading, accurate prediction of Order Flow Imbalance (OFI) is crucial for understanding market dynamics and maintaining liquidity. This paper introduces a hybrid…
Approximations Related to Tempered Stable Distributions
Kalyan Burman, Neelesh S Upadhye, Palaniappan Vellaisamy
In this article, we first obtain, for the Kolmogorov distance, an error bound between a tempered stable and a compound Poisson distribution and also an error bound between a temper…
Covariance Identities and Variance Bounds for Infinitely Divisible Random Variables and Their Applications
Kalyan Barman, Neelesh S Upadhye, Palaniappan Vellaisamy
In this article, we establish a general covariance identity for infinitely divisible distributions (IDD). Using this result, we derive Cacoullos type variance bounds for the IDD. A…
Estimation of the Parameters of Vector Autoregressive (VAR) Time Series Model with Symmetric Stable Noise
Aastha M. Sathe, N. S. Upadhye
In this article, we propose the fractional lower order covariance method (FLOC) for estimating the parameters of vector autoregressive process (VAR) of order , with sy…
Stein's Method for Tempered Stable Distributions
Kalyan Barman, N. S. Upadhye
In this article, we develop Stein characterization for two-sided tempered stable distribution. Stein characterizations for normal, gamma, Laplace, and variance-gamma distributions…
Subordinated Compound Poisson processes of order
Ayushi Singh Sengar, N. S. Upadhye
In this article, the compound Poisson processes of order (CPPoK) is introduced and its properties are discussed. Further, using mixture of tempered stable subordinator (MTSS) a…
Approximations Related to the Sums of -dependent Random Variables
Amit N. Kumar, Neelesh S. Upadhye, P. Vellaisamy
In this paper, we consider the sums of non-negative integer valued -dependent random variables, and its approximation to the power series distribution. We first discuss some rel…
A Unified Approach to Stein's Method for Stable Distributions
Neelesh S Upadhye, Kalyan Barman
In this article, we first review the connection between Lévy processes and infinitely divisible random variables, and the classification of infinitely divisible distributions. Usin…
Estimation of the Parameters of Symmetric Stable ARMA and ARMA-GARCH Models
Aastha M. Sathe, N. S. Upadhye
In this article, we first propose the modified Hannan-Rissanen Method for estimating the parameters of the autoregressive moving average (ARMA) process with symmetric stable noise…
Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection
Shubhangi Sikaria, Rituparna Sen, Neelesh S. Upadhye
For a long investment time horizon, it is preferable to rebalance the portfolio weights at intermediate times. This necessitates a multi-period market model in which portfolio opti…
On the Compound Beta-Binomial Risk Model with Delayed Claims and Randomized Dividends
Aparna B. S, Neelesh S Upadhye
In this paper, we propose the discrete time Compound Beta-Binomial Risk Model with by-claims, delayed by-claims and randomized dividends. We then analyze the Gerber-Shiu function f…
Estimation of the Parameters of Multivariate Stable Distributions
Aastha M. Sathe, Neelesh. S. Upadhye
In this paper, we begin our discussion with some of the well-known methods available in the literature for the estimation of the parameters of a univariate/multivariate stable dist…
Time-changed Poisson processes of order
Ayushi S. Sengar, A. Maheshwari, N. S. Upadhye
In this article, we study the Poisson process of order k (PPoK) time-changed with an independent Lévy subordinator and its inverse, which we call respectively, as TCPPoK-I and TCPP…
Generalizations of Distributions Related to ()-runs
A. N. Kumar, N. S. Upadhye
The paper deals with three generalized dependent setups arising from a sequence of Bernoulli trials. Various distributional properties, such as probability generating function, pro…
On Discrete Gibbs Measure Approximation to Runs
Amit N Kumar, Neelesh S Upadhye
A Stein operator for the runs is derived as a perturbation of an operator for discrete Gibbs measure. Due to this fact, using perturbation technique, the approximation results for…
Maximal Packing with Interference Constraints
Rakshith Jagannath, Radha Krishna Ganti, Neelesh S Upadhye
In this work, we study the problem of scheduling a maximal set of transmitters subjected to an interference constraint across all the nodes. Given a set of nodes, the problem reduc…
Pseudo-binomial Approximation to -runs
A. N. Kumar, N. S. Upadhye
()-runs have received a special attention in the literature and its distribution can be obtained using combinatorial method (Huang and Tsai) and Markov chain approach (Daf…
The LASSO Estimator: Distributional Properties
Rakshith Jagannath, Neelesh S Upadhye
The least absolute shrinkage and selection operator (LASSO) is a popular technique for simultaneous estimation and model selection. There have been a lot of studies on the large sa…
On Perturbations of Stein Operator
A. N. Kumar, N. S. Upadhye
In this paper, we obtain Stein operator for sum of independent random variables (rvs) which is shown as perturbation of negative binomial (NB) operator. Comparing the operator…
Mittag-Leffler Lévy Processes
Arun Kumar, N. S. Upadhye
In this article, we introduce Mittag-Leffler Lévy process and provide two alternative representations of this process. First, in terms of Laplace transform of the marginal densitie…
On Stein operators for discrete approximations
N. S. Upadhye, V. Cekanavicius, P. Vellaisamy
In this paper, a new method based on probability generating functions is used to obtain multiple Stein operators for various random variables closely related to Poisson, binomial a…