K. Nagpal

Measuring Default Correlation

K. Nagpal, Reza Bahar, 2001 .

Forecasting Market Changes using Variational Inference

Udai G. Nagpal, K. Nagpal, 2022, ArXiv.

Reduced-order estimation Part 1. Filtering

Craig S. Sims, Krishan M. Nagpal, R. E. Helmick, 1987 .

Cluster-based Regression using Variational Inference and Applications in Financial Forecasting

Udai G. Nagpal, K. Nagpal, 2022, The Journal of Finance and Data Science.