Sabyasachi Guharay

Mathematical Methods for Modelling Price Fluctuations of Financial Time Series

Sabyasachi Guharay, Sabyasachi Guharay, 2002 .

Flexible Expected Shortfall Estimation Using Parametric & Non-Parametric Methods with Applications in Finance, Insurance & Climatology

Sabyasachi Guharay, KC Chang, Jie Xu, 2019, 2019 22th International Conference on Information Fusion (FUSION).

Estimation of Value-at-Risk Using Mixture Copula Model for Heavy-Tailed Operational Risk Losses in Financial, Insurance & Climatological Data

Jie Xu, K. C. Chang, Sabyasachi Guharay, 2018, 2018 21st International Conference on Information Fusion (FUSION).

Flexible estimation of risk metric using copula model for the joint severity-frequency loss framework

Jie Xu, K. C. Chang, Sabyasachi Guharay, 2017, 2017 20th International Conference on Information Fusion (Fusion).

Robust estimation of value-at-risk through correlated frequency and severity model

Jie Xu, K. C. Chang, Sabyasachi Guharay, 2016, 2016 19th International Conference on Information Fusion (FUSION).

Application of Bayesian simulation framework in quantitatively measuring presence of competition in living species

K. C. Chang, Sabyasachi Guharay, Sabyasachi Guharay, 2015, 2015 Winter Simulation Conference (WSC).

The Forced van der Pol Equation II: Canards in the Reduced System

John Guckenheimer, Kathleen A. Hoffman, Katherine A. Bold, 2003, SIAM J. Appl. Dyn. Syst..

An application of data fusion techniques in quantitative operational risk management

K. C. Chang, Sabyasachi Guharay, K. Chang, 2015, 2015 18th International Conference on Information Fusion (Fusion).

Correlations in DNA sequences across the three domains of life

James A. Yorke, Brian R. Hunt, Sabyasachi Guharay, 2000 .

Methodological and Empirical Investigations in Quantification of Modern Operational Risk Management

Sabyasachi Guharay, Sabyasachi Guharay, 2016 .