Sanjiv R. Das

Publication Activity (10 Years)

Years Active: 2002-2021
Publications (10 Years): 4

Top Topics

Machine Learning

Optimal Allocation

Top Venues

Comput. Manag. Sci.

Publications

Cuong V. Nguyen, Sanjiv R. Das, John He, Shenghua Yue, Vinay Hanumaiah, Xavier Ragot, Li Zhang
Multimodal Machine Learning for Credit Modeling. COMPSAC (2021)
Sanjiv R. Das, Daniel N. Ostrov, Anand Radhakrishnan, Deep Srivastav
Dynamic portfolio allocation in goals-based wealth management. Comput. Manag. Sci. 17 (4) (2020)
Sanjiv R. Das, Karthik Mokashi, Robbie Culkin
Are Markets Truly Efficient? Experiments Using Deep Learning Algorithms for Market Movement Prediction. Algorithms 11 (9) (2018)
Lewis Alexander, Sanjiv R. Das, Zachary G. Ives, H. V. Jagadish, Claire Monteleoni
Research Challenges in Financial Data Modeling and Analysis. Big Data 5 (3) (2017)
Douglas Burdick, Mauricio A. Hernández, Howard Ho, Georgia Koutrika, Rajasekar Krishnamurthy, Lucian Popa, Ioana Stanoi, Shivakumar Vaithyanathan, Sanjiv R. Das
Extracting, Linking and Integrating Data from Public Sources: A Financial Case Study. IEEE Data Eng. Bull. 34 (3) (2011)
Sanjiv R. Das, Paul Hanouna
Run lengths and liquidity. Ann. Oper. Res. 176 (1) (2010)
Sanjiv R. Das, Rangarajan K. Sundaram
An Integrated Model for Hybrid Securities. Manag. Sci. 53 (9) (2007)
Sanjiv R. Das, Mike Y. Chen
Yahoo! for Amazon: Sentiment Extraction from Small Talk on the Web. Manag. Sci. 53 (9) (2007)
Sanjiv R. Das, Rangarajan K. Sundaram
An approximation algorithm for optimal consumption/investment problems. Intell. Syst. Account. Finance Manag. 11 (2) (2002)