Search Results - "SenGupta, Indranil"

Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging by Salmon, Nicholas, SenGupta, Indranil

“…In this paper, we introduce and analyze the fractional Barndorff-Nielsen and Shephard (BN-S) stochastic volatility model. The proposed model is based upon two…”
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Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing by Roberts, Michael, SenGupta, Indranil

“…In this paper, we present the testing of four hypotheses on two streams of observations that are driven by Lévy processes. This is applicable for sequential…”
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A Scalable In-Memory Logic Synthesis Approach Using Memristor Crossbar by Gharpinde, Rahul, Thangkhiew, Phrangboklang Lynton, Datta, Kamalika, Sengupta, Indranil

“…Because of their resistive switching properties and ease of controlling the resistive states, memristors have been proposed in nonvolatile storage as well as…”
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Refinements of Barndorff-Nielsen and Shephard Model: An Analysis of Crude Oil Price with Machine Learning by SenGupta, Indranil, Nganje, William, Hanson, Erik

“…A commonly used stochastic model for derivative and commodity market analysis is the Barndorff-Nielsen and Shephard (BN–S) model. Though this model is very…”
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Improved Mapping of Quantum Circuits to IBM QX Architectures by Kole, Abhoy, Hillmich, Stefan, Datta, Kamalika, Wille, Robert, Sengupta, Indranil

“…Quantum computers are becoming a reality today due to the rapid progress made by researchers in the last years. In the process of building quantum computers,…”
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Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index by Issaka, Aziz, SenGupta, Indranil

“…In this paper a couple of variance dependent instruments in the financial market are studied. Firstly, a number of aspects of the variance swap in connection…”
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An adaptive audio watermarking based on the singular value decomposition in the wavelet domain by Bhat K, Vivekananda, Sengupta, Indranil, Das, Abhijit

“…This paper presents a secure, robust, and blind adaptive audio watermarking algorithm based on singular value decomposition (SVD) in the discrete wavelet…”
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Pricing Asian options in financial markets using Mellin transforms by Indranil SenGupta

“…We derived an expression for the floating strike put arithmetic asian options in financial market when the asset is driven by the generalized Barndorff-Nielsen…”
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A novel implementation of Siamese type neural networks in predicting rare fluctuations in financial time series by Basu, Treena, Menzer, Olaf, Ward, Joshua, SenGupta, Indranil

“…Stock trading has tremendous importance not just as a profession but also as an income source for individuals. Many investment account holders use the…”
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Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning by Hui, Xianfei, Sun, Baiqing, SenGupta, Indranil, Zhou, Yan, Jiang, Hui

“…This paper models stochastic process of price time series of $ CSI $ $ 300 $ index in Chinese financial market, analyzes volatility characteristics of intraday…”
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Efficient grouping approach for fault tolerant weight mapping in memristive crossbar array by Yadav, Dev Narayan, Thangkhiew, Phrangboklang Lyngton, Chakraborty, Sandip, Sengupta, Indranil

“…The ability of resistive memory (ReRAM) to naturally conduct vector–matrix multiplication (VMM), which is the primary operation carried out during the training…”
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An efficient read approach for memristive crossbar array by Samanta, Pravanjan, Yadav, Dev Narayan, Das, Partha Pratim, Sengupta, Indranil

“…Resistive random access memories (ReRAM) have drawn attention of researchers due to their unique properties with applications in in-memory computing, which…”
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A New Audio Watermarking Scheme Based on Singular Value Decomposition and Quantization by Bhat K, Vivekananda, Sengupta, Indranil, Das, Abhijit

“…In this paper, we propose a new robust and blind audio watermarking algorithm based on singular value decomposition and quantization index modulation. The…”
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Design of a high performance Binary Edwards Curve based processor secured against side channel analysis by Chatterjee, Ayantika, Sengupta, Indranil

“…Elliptic curve cryptography (ECC) is in prime focus in the domain of public-key cryptography (PKC) due to its advantage over RSA with smaller bit requirement…”
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Solutions to a gradient-dependent integro-differential parabolic problem arising in the pricing of financial options in a Lévy market by Mariani, Maria C., SenGupta, Indranil, Salas, Marc

“…We study an integro-differential parabolic problem modeling a process with jumps arising in financial mathematics. Under suitable conditions, we prove the…”
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An audio watermarking scheme using singular value decomposition and dither-modulation quantization by Bhat K, Vivekananda, Sengupta, Indranil, Das, Abhijit

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A Heuristic for Linear Nearest Neighbor Realization of Quantum Circuits by SWAP Gate Insertion Using -Gate Lookahead by Kole, Abhoy, Datta, Kamalika, Sengupta, Indranil

“…With recent interest in reversible and quantum computation, research in synthesis of reversible and quantum circuits has increased in momentum. With additional…”
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Option pricing with transaction costs and stochastic volatility by Ionut Florescu, Maria C. Mariani, Indranil SenGupta

“…In a realistic market with transaction costs, the option pricing problem is known to lead to solving nonlinear partial differential equations even in the…”
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Solutions to an integro-differential parabolic problem arising in the pricing of financial options in a Lévy market by Mariani, Maria C., SenGupta, Indranil

“…We study an integro-differential parabolic problem modeling a process with jumps arising in financial mathematics. Under suitable conditions, we prove the…”
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Two-Point Boundary Value Problems for a Class of Second-Order Ordinary Differential Equations by SenGupta, Indranil, Mariani, Maria C.

“…We study the general semilinear second-order ODE u′′+g(t,u,u′)=0 under different two-point boundary conditions. Using the method of upper and lower solutions,…”
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