Sabyasachi Guharay

According to our database, Sabyasachi Guharay authored at least 8 papers between 2003 and 2019.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2019

Fusing Economic Indicators for Portfolio Optimization - A Simulation-Based Approach.

Jiayang Yu, Tuan Le, KC Chang, Sabyasachi Guharay

Proceedings of the 22th International Conference on Information Fusion, 2019

Flexible Expected Shortfall Estimation Using Parametric & Non-Parametric Methods with Applications in Finance, Insurance & Climatology.

Sabyasachi Guharay, KC Chang, Jie Xu

Proceedings of the 22th International Conference on Information Fusion, 2019

2018

Estimation of Value-at-Risk Using Mixture Copula Model for Heavy-Tailed Operational Risk Losses in Financial, Insurance & Climatological Data.

Sabyasachi Guharay, KC Chang, Jie Xu

Proceedings of the 21st International Conference on Information Fusion, 2018

2017

Flexible estimation of risk metric using copula model for the joint severity-frequency loss framework.

Sabyasachi Guharay, KC Chang, Jie Xu

Proceedings of the 20th International Conference on Information Fusion, 2017

2016

Robust estimation of value-at-risk through correlated frequency and severity model.

Sabyasachi Guharay, KC Chang, Jie Xu

Proceedings of the 19th International Conference on Information Fusion, 2016

2015

Application of bayesian simulation framework in quantitatively measuring presence of competition in living species.

Sabyasachi Guharay, KC Chang

Proceedings of the 2015 Winter Simulation Conference, 2015

An application of data fusion techniques in quantitative operational risk management.

Sabyasachi Guharay, KC Chang

Proceedings of the 18th International Conference on Information Fusion, 2015

2003

The Forced van der Pol Equation II: Canards in the Reduced System.

Katherine A. Bold, Chantal Edwards, John Guckenheimer, Sabyasachi Guharay, Kathleen Hoffman, Judith Hubbard, Ricardo A. Oliva, Warren Weckesser

SIAM J. Appl. Dyn. Syst., 2003