2 citations · 5 across the 5 of their papers we have counts for
6 papers
Fast Computation of Branching Process Transition Probabilities via ADMM
Achal Awasthi, Jason Xu
Branching processes are a class of continuous-time Markov chains (CTMCs) prevalent for modeling stochastic population dynamics in ecology, biology, epidemiology, and many other fie…
Fitting a stochastic model of intensive care occupancy to noisy hospitalization time series during the COVID-19 pandemic
Achal Awasthi, Volodymyr M. Minin, Jenny Huang +2
Intensive care occupancy is an important indicator of health care stress that has been used to guide policy decisions during the COVID-19 pandemic. Toward reliable decision-making…
Dynamic optimization of a portfolio
Oleg Malafeyev, Achal Awasthi
In this paper, we consider the problem of optimization of a portfolio consisting of securities. An investor with an initial capital, is interested in constructing a portfolio of se…
Random walks and market efficiency in Chinese and Indian equity markets
Oleg Malafeyev, Achal Awasthi, Kaustubh S. Kambekar
Hypothesis of Market Efficiency is an important concept for the investors across the globe holding diversified portfolios. With the world economy getting more integrated day by day…
A Dynamic Model of Functioning of a Bank
Oleg Malafeyev, Achal Awasthi
In this paper, we analyze dynamic programming as a novel approach to solve the problem of maximizing the profits of a bank. The mathematical model of the problem and the descriptio…
Is the Indian Stock Market efficient - A comprehensive study of Bombay Stock Exchange Indices
Achal Awasthi, Oleg Malafeyev
How an investor invests in the market is largely influenced by the market efficiency because if a market is efficient, it is extremely difficult to make excessive returns because i…