Drona Kandhai

Orcid: 0000-0003-4899-7711

According to our database1, Drona Kandhai authored at least 12 papers between 1996 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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PhD thesis 
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Links

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Bibliography

2024
Inferring Dealer Networks in the Foreign Exchange Market Using Conditional Transfer Entropy: Analysis of a Central Bank Announcement.
Entropy, September, 2024

2023
Network characteristics of financial networks.
CoRR, 2023

2018
Incorporating Contagion in Portfolio Credit Risk Models Using Network Theory.
Complex., 2018

Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks.
Proceedings of the ECML PKDD 2018 Workshops, 2018

2012
Understanding Complex Dynamics in derivatives Finance: Why do Options Markets Smile?
Adv. Complex Syst., 2012

2010
Modeling options markets by focusing on active tradersr.
Proceedings of the International Conference on Computational Science, 2010

2004
Lattice BGK simulations of flow in a symmetric bifurcation.
Future Gener. Comput. Syst., 2004

2003
Lattice Boltzmann, a Robust and Accurate Solver for Interactive Computational Hemodynamics.
Proceedings of the Computational Science - ICCS 2003, 2003

2001
Iterative momentum relaxation for fast lattice-Boltzmann simulations.
Future Gener. Comput. Syst., 2001

2000
The Distributed ASCI Supercomputer Project.
ACM SIGOPS Oper. Syst. Rev., 2000

1998
Parallel Latice-Boltzmann Simulation of Fluid Flow in Centrifugal Elutriation Chambers.
Proceedings of the High-Performance Computing and Networking, 1998

1996
Constrained Migration of an Atmospheric Circulation Model.
Proceedings of the High-Performance Computing and Networking, 1996


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