Prof. Arnab Laha
Indian Institute of Management Ahmedabad
Affiliation
Research
Publications
Contact
IIMA Profile
Area Of Research
Current Research
Current Research
Robustness of tests and estimators with Directional Data
Portfolio allocation with heavy tailed return distributions
Change Point problems with directional data.
Detection of Multiple Change Points in financial time series.
Statistical Quality Control with angular data.
Analysis of rank data
TEACHING:
I teach the following courses:
Post Graduate Programme in Management:
Quantitative Methods-I
Advanced Methods of Data Analysis
Stochastic Calculus in Finance
Statistical Methods and Data Analysis
Fellow Programme in Management
Stochastic Processes
Mathematical Finance
Post Graduate Programme in Management for Executives
Analysis of Data
Understanding and Assessing Risk
Post Graduate Programme for Public Management and Policy
Data Analysis
Conference Convenor:
1st IIMA International Conference on Advanced Data Analysis, Business Analytics and Intelligence held at IIM, Ahmedabad on June 6-7, 2009.
2nd IIMA International Conference on Advanced Data Analysis, Business Analytics and Intelligence to be held at IIM, Ahmedabad on January 8-9, 2011.
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