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Monday, December 19, 2016,13:40 -- 14:40 |
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Poster Session - I
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| 1. |
Abhijit Ghosh, IIT Ropar,
A parallel implementation and analysis of advanced numerical techniques to compute option prices on GPU
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| 2. |
Amita Sharma IIIT, Guwahati
The Black-Litterman Model for Portfolio Optimization
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| 3. |
Arnab Chakrabarti, ISI - Chennai
On the Spectral Distribution of Hayashi's Estimator for High Dimensional Stock Price Process
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| 4. |
Gangineni Dhanaiah, Acharya Nagarjuna University
Sectoral Indices in Indian Stock Market: a study of NSE (2004-2016)
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| 5. |
Inderjeet Kaur, Ansal University
Predicting Out-of-Sample Returns of Mutual Funds: A Study
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| 6. |
Kiran Sharma, JNU, Delhi
Sectoral co-movements in the Indian stock market: A mesoscopic network analysis
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| 7. |
Martin Ruzima, Annamalai University
Exchange Rate Uncertainty and Private Investment in BRICS Economies
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| 8. |
Milan Kumar Das, ISER, Pune
Pricing Derivatives in a Regime Switching Market with Time Inhomogeneous Volatility
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| 9. |
Moinak Maiti, Pondicherry University
OLS Vs. Quatile regression in tailed analysis and its implication for investment decision making
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| 10. |
Nimitha John, CUSTAT
Cointegration models with non Gaussian GARCH innovations
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| 11 |
Parmod Kumar Paul, IIT Jodhpur,
Analysis the Prediction Error Reduction Index (λ) of Pattern With Returns at Turn of the Year.
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Tuesday, December 20, 2016,13:40 -- 14:40 |
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Poster Session II |
| 1 |
Parthajit Kayal, IFMR,
A Study of Excess Volatility of Gold and Silver
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| 2 |
Piyush Pandey, Delhi University,
Dynamic Currency Linkages and its Determinants: An Empirical Study for East Asian Economic Community Region
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| 3 |
Pratap Chandra Pati, IIT Kharagpur,
Forecasting Stock Market Volatility and Information Content of Implied Volatility Index
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| 4 |
Praveen Kumar Tripathi, Banaras Hindu University,
A Bayes Study of Extended Auto Regressive Model with Stochastic Volatility
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| 5 |
Rajiv Sambasivan, CMI,
A Machine Learning Approach to Yield Curve Forecasting
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| 6 |
Shantanu Dutta, Tezpur University,
Nonparametric Estimation of 100(1-p) Percent Expected Shortfall: p close to zero
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| 7 |
Sri Ranganath C. G., CUSTAT,
Hurwicz estimator for Autoregressive model with Generalized Error Distributed Innovations
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| 8 |
Sudip Ratan Chandra, Jadavpur University,
Pricing of Look-back Option with Symmetric Lévy Process : A PIDE and its solution
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| 9 |
Suparna Biswas, Tezpur Universit,
Estimating the Market Risk of Indian Index Funds
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| 10 |
Suraj Kumar, IIT Madras,
Hybrid model for forecasting Indian index with technical Indicators
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Poster Session