IIMA

Prof. Arnab Laha

Indian Institute of Management Ahmedabad

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Conference Papers

  1. "Quantitative Explorations in Indian Stock Markets" address as Chief Speaker in the national conference on "Convergence of Management Practices" held in National Institute of Technology, Warangal in December, 2010.
  2. "SB-Robust Estimation of Parameters of von-Mises Distribution on the Circle" invited paper presented in the 1st Conference on Applied Probability and Statistical Methods and 7th Conference on Multivariate Distributions with Applications held at Maresias, Brazil in August 2010.
  3. “SB-Robust Estimation of Parameters of Circular Normal Distribution” invited paper presented in Advances in Statistical Science: International Conference in Celebration of 90th Birth Anniversary of Professor C. R. Rao held at Indian Statistical Institute, Kolkata on January, 2011
  4. "On Estimation of Current Mean and Change Magnitude" invited paper presented in the 7th Triennial International Calcutta Symposium on Probability and Statistics held at Kolkata, December 2009.
  5. "Portfolio Allocation when some stock returns have heavy tails" paper presented in the Quantitative Methods in Finance 2009 conference held in Sydney, Australia, December 2009.
  6. “Portfolio Allocation when some stock returns are heavy tailed” paper presented in the CARISMA – IIM Calcutta workshop on Optimization Methods and Financial Applications, March 2009, IIM-Calcutta, India.
  7. "Valuation of Apparent Temperature based Weather Derivatives" invited paper presented in the National Conference on Forecasting Financial Markets in India, December 2008, IIT-Kharagpur, India
  8. "Bayesian Analysis of Rank Data with Covariates" invited paper presented in the 4th World Conference of the IASC and 6th Conference of the Asian Regional Section of the IASC on Computational Statistics and Data Analysis (IASC 2008), November 2008, Yokohama, Japan.
  9. “Model Based Clustering with Circular Data” invited paper presented in the International Conference on Statistical Paradigms: Recent Advances and Reconciliations in January, 2008, ISI, Kolkata.
  10. "Bayesian Analysis of Rank Data" invited paper presented in the International Conference on Multivariate Statistical Methods in the 21st century: The Legacy of S. N. Roy, in December 2006, Kolkata, India.
  11. “Analysis of Regime Switching Behaviour of Indian Stock Markets" presented in the 12th International Conference on Computing in Economics and Finance in June, 2006 at Limassol, Cyprus.
  12. "Statistics in Finance", Key note speech in the national conference on "Contemporary Issues in Finance", Saurashtra University, Rajkot (2006)
  13. “A new likelihood integrated method for change-point problems with skewed circular distributions” invited paper presented in the international conference on “Statistics in the Technological Age” organized by University of Malaya held at Kuala Lumpur, Malaysia (2005)
  14. "Artificial Neural Network Models for Forecasting Stock Price Index in Bombay Stock Exchange" paper presented in the 2nd Conference of the Asia Pacific Association of Derivatives, Bangalore (2005)
  15. "Detection of Multiple Change Points - An application to detection of volatility changes in the Indian stock market" paper presented at the national conference of Operational Research Society of India, Ahmedabad (2005)
  16. "A Bayesian Analysis of the Change Point Problem for Directional Data" paper presented at the International Workshop/Conference on Bayesian Statistical Analysis, Varanasi (2005)
  17. "Robustness of tests for Change Point with Directional Data" invited paper presented in the International Conference on Future of Statistical Theory, Practice and Education, Hyderabad. (2004)
  18. "Process Capability Indices for Angular Data" paper presented in the International conference on Statistics in Industry and Business, Cochin, 2003.
  19. "Social Mobility in India and Future Indian Societies" invited paper presented in the National Conference on Statistical Computing, Bhagalpur, 2002
  20. "Quality in Management Education - A meta-analysis of recent B-School surveys" paper presented at the National conference on Quality of Life, Santiniketan, 2002.
  21. "Inference on the true rank under transposition errors with applications to Market Research" paper presented in the International Conference on Ranking and Selection, Multiple Comparisons and Reliability , Chennai, 2002.
  22. "Genetic Algorithms for Maximizing Likelihoods" paper presented at the International Conference in Operations Research, Kolkata, 2001.
  23. "Control Charts for Angular Observations" paper presented at the International Conference on Statistics, Combinatorics and related areas, Mumbai, 2000
  24. "On Slippage and Change point problems for the Circular Normal Distribution" paper presented at the International Conference on Recent Advances in Statistics and Probability, Kolkata, 1997.
  25. "Change Point Problem for the Mean Direction of the Circular Normal Distribution" paper presented in the 2nd International Triennial Calcutta Symposium on Probability and Statistics, Kolkata, 1995.
  26. "Change Point Problem for the Mean Direction of the Circular Normal Distribution" paper presented at the 82nd session of the Indian Science Congress Association, Jaipur, 1995.

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