- Research & Publication
- Faculty Corner
Tamal Datta Chaudhuri, Indranil Ghosh (2016), Artificial Neural Network and Time Series Modeling Based Approach to Forecasting the Exchange Rate in a Multivariate Framework, Journal of Insurance and Financial Management, Vol 1(5), pp. 92-123.
Singhi, N., & Singh, A. P., (2016). Promotive Psychological Ownership: Exploring its Relationship with Organizational Innovation ; Global Journal of Business Management, 10 (1).
Singhi, N., & Singh, A. P., (2016). Role of Social Capital and Psychological Ownership In Predicting Organizational Effectiveness ; Journal of Humanities And Social Science Studies, 5 (2).
Pinaki Bhatacharyya and Seema Lall (2016) Validation of CVCI Model for Satisfaction and Delight of a Footwear Brand in Kolkata: An Empirical Analysis, CBS Journal of Management Practices, Vol 2, No 2 (ISSN: 2349 – 5073).
Sanjana Mondal (2016), “West Bengal - A Tourist Destination: Comparative Analysis Of Bengal Tourism Business Model With Kerala & Gujarat”, International Journal Of Research In Commerce & Management (ISSN 0976 – 2183).
Sanjana Mondal & JaydipSen (2017), “A Framework of Predictive analysis of tourist Inflow at Digha-Mandarmoni Beach of West Bengal”,In Proceedings of the First International Conference on Computational Intelligence, Communication, and Business Analytics (CICBA 2017), March 24-25, 2017, Kolkata, INDIA. Publisher: Springer-Verlag, CCIS Series., Forthcoming.
Indranil Ghosh and Sanjib Biswas, (2017). A novel framework of ERP implementation in Indian SMEs: Kernel principal component analysis and intuitionistic Fuzzy TOPSIS driven approach. Accounting (An International Journal published by Growing Science), 3(2), 107-1DOI: 10.5267/j.ac.2016.7.004.
Indranil Ghosh and Sanjib Biswas, (2017). A Comparative Analysis of Multi-Criteria Decision Models for ERP Package Selection for Improving Supply Chain Performance. (Accepted for publication in Asia-Pacific Journal of Management Research and Innovation published by Sage Publishing; DOI: 10.1177/2319510X16688988)
Sanjib Biswas and J .Sen, (2016). A Proposed Architecture for Big Data Driven Supply Chain Analytics.The IUP Journal of Supply Chain Management.XIII (3), 7-33. DOI: 10.13140/RG.2.2.21458.96966.
Tamal Datta Chaudhuri & Jaydip Sen, (2018), Composition of Mutual Funds and Fund Style: A Time Series Decomposition Approach towards Testing for Consistency,International Journal of Business Forecasting and Marketing Intelligence
Tamal Datta Chaudhuri, Somnath Mukhopadhyay and J. K. Mandal, (2016) A Hybrid PSO-Fuzzy based Algorithm for Clustering Indian Stock Market Data, Paper presented in CICBA, 2016 (forthcoming in Springer volume)
Tamal Datta Chaudhuri and Jaydip Sen (2016), An Alternative Framework for Time Series Decomposition and Forecasting and its Relevance for Portfolio Choice: A Comparative Study of the Indian Consumer Durable and Small Cap Sectors, Journal of Economics Library, ksp journals, Vol 3, Issue 2. http://ssrn.com/abstract=2782240. Econometric Modelling: Capital Markets - Forecasting eJournal.
Tamal Datta Chaudhuri and Jaydip Sen (2016), An Investigation of the Structural Characteristics of the Indian IT Sector and the Capital Goods Sector – An Application of the R Programming in Time Series Decomposition and Forecasting, Journal of Insurance and Financial Management, Vol. 1, Issue 4, 68-130.
Tamal Datta Chaudhuri and Indranil Ghosh (2016),Artificial Neural Network and Time Series Modelling Based Approach to Forecasting the Exchange Rate in a Multivariate Framework, (2016), Journal of Insurance and Financial Management, Vol.1, Issue 5.
Tamal Datta Chaudhuri and Jaydip Sen (2017), A Time Series Analysis-Based Forecasting Framework for the Indian Healthcare Sector, Journal of Insurance and Financial Management, Vol. 3, Issue, 66-94.
Tamal Datta Chaudhuri and Indranil Ghosh (2016), Understanding and Forecasting Stock Market Volatility through Wavelet Decomposition, Statistical Learning and Econometric Methods, ICBAI 2016 Bangalore, BUSINESS ANALYTICS AND INTELLIGENCE - A COMPENDIUM, edited by M Mathirajan and U Dinesh Kumar.
Tamal Datta Chaudhuri and Indranil Ghosh (2018), Fractal Investigation and Maximal Overlap Discrete Wavelet Transformation (MODWT) Based Machine Learning Framework for Forecasting Exchange Rates, Studies in Microeconomics ; (Sage Publication)
Tamal Datta Chaudhuri and Jaydip Sen (2016), Understanding Sectoral Characteristics through Decomposition of Time Series Data – an Application for the Auto Sector in India, 2016, Paper presented in the 2nd National Conference on Advances in Business Research and Management Practices (January 2016),Calcutta Business School. http://ssrn.com/abstract=2762093. Econometric Modelling: Capital Markets - Forecasting eJournal.
Tamal Datta Chaudhuri, Indranil Ghosh and Shahira Eram (2016), Predicting Stock Returns of Mid Cap Firms in India – an Application of Random Forest and Dynamic Evolving Neural Fuzzy Inference System, http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2709913, Paper presented in the2nd National Conference on Advances in Business Research and Management Practices (January 2016),Calcutta Business School.
Tamal Datta Chaudhuri, Indranil Ghosh and ShahiraEram (2016), Application of Unsupervised Feature Selection, Machine Learning and Evolutionary Algorithm in Predicting Stock Returns – A Study of Indian Firms (September 2017), IUP Journal of Financial Risk Management.
Tamal Datta Chaudhuri, Indranil Ghosh and Priyam Singh (2017), Application of Machine Learning Tools in Predictive Modeling of Pairs Trade in Indian Stock Market , IUP Journal of Applied Finance.
Tamal Dutta Chaudhuri : Understanding Finance – “Sampark Publishing” (2018).
Dr.Tamal Dutta Chaudhuri and Indranil Ghosh, Empirical Research in Finance. – “LAP LAMBERT Academic Publishing, Member of OmniScriptum Publishing Group,17 Meldrum Street, Beau Bassin 71504, Mauritius ” (2018)
Dr. Tamal Datta Chaudhuri did his PhD in Economics from the Johns Hopkins University,USA. He has taught in Calcutta University, ISI Kolkata,IISWBM,IIFT. he has published several research papers in domestic and foreign journals and has edited 4 books. he is currently professor and Dean, Calcutta Business School, Kolkata, India.
This book demonstrates the wide applicability of Multi Criteria Decision Making Models in Management. It helps in understanding the extent of relationship between a set of independent variables and some dependent variables.3 different exercises are considered in this book. First, they applied these tools to understand the effect of Basel norms on the Indian Banking sector. Second they seeked to understand divided payment by the Indian Corporate Sector. The third is an application to understand customer requirements from automobiles in India.
Analysis and prediction of stock market time series data have attracted considerable interest from the research community over the last decade.This book presents some of the state of the art research work in the field of time series analysis and forecasting.
This book is a valuable source of knowledge for those who are working in the field of econometrics,statistical modelling , time series analysis, forecasting and financial analytics.
The idea of this book came from a faculty development Programme conducted in Calcutta Business School on Empirical Research in Finance.
Participants were presented with various tools and techniques that are being applied in finance. There were hands on sessions as well. This book collates all that and also the situations in different techniques of analysis that could be applied.