3 papers
q-bio.QM2025
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…
q-fin.RM2025
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,…
q-fin.RM2025
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…