Upadhye Neelesh Shankar
Associate Professor
+91-44 2257 4632 (Work)
Publications - 18Publications - 18
Publications - 18Personal profile
Education Qualification
Ph.D Indian Institute of Technology Bombay, 2009
Fields of Research Interest
Probabilistic Approximations, Compound Poisson and Compound negative binomialApproximations, Distribution Theory, Negative binomial perturbations and Poissonperturbations, Market Microstructure, Fractals, Data Science.
Current Research Interest
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Applied Probability
Research Groups
Experience
Associate Professor Indian Institute of Technology, Madras, 2018 - Present
Expertise
Mathematics
Publications (18)View all
ArticlesEstimation of the parameters of symmetric stable ARMA and ARMA–GARCH models2021 | Taylor and Francis Ltd.
JournalBayesian Filtering for Multi-period Mean–Variance Portfolio Selection2021 | Springer Science and Business Media Deutschland GmbH
Network (1)View all
