Sabyasachi Guharay

Publication Activity (10 Years)

Years Active: 2003-2019
Publications (10 Years): 5

Top Topics

Operational Risk

Mathematical Framework

Portfolio Optimization

Financial Institutions

Top Venues

Publications

Jiayang Yu, Tuan Le, KC Chang, Sabyasachi Guharay
Fusing Economic Indicators for Portfolio Optimization - A Simulation-Based Approach. FUSION (2019)
Sabyasachi Guharay, KC Chang, Jie Xu
Flexible Expected Shortfall Estimation Using Parametric & Non-Parametric Methods with Applications in Finance, Insurance & Climatology. FUSION (2019)
Sabyasachi Guharay, KC Chang, Jie Xu
Estimation of Value-at-Risk Using Mixture Copula Model for Heavy-Tailed Operational Risk Losses in Financial, Insurance & Climatological Data. FUSION (2018)
Sabyasachi Guharay, KC Chang, Jie Xu
Flexible estimation of risk metric using copula model for the joint severity-frequency loss framework. FUSION (2017)
Sabyasachi Guharay, KC Chang, Jie Xu
Robust estimation of value-at-risk through correlated frequency and severity model. FUSION (2016)
Sabyasachi Guharay, KC Chang
Application of bayesian simulation framework in quantitatively measuring presence of competition in living species. WSC (2015)
Sabyasachi Guharay, KC Chang
An application of data fusion techniques in quantitative operational risk management. FUSION (2015)
Katherine A. Bold, Chantal Edwards, John Guckenheimer, Sabyasachi Guharay, Kathleen Hoffman, Judith Hubbard, Ricardo A. Oliva, Warren Weckesser
The Forced van der Pol Equation II: Canards in the Reduced System. SIAM J. Appl. Dyn. Syst. 2 (4) (2003)