Faculty Research & Publications

Publications by Dr. Tamal Datta Chaudhuri

Publications: Sanjib Biswas (2018-19)

Journal Papers (Published)

  1. Laha, S., & Biswas, S. (2019). A Hybrid Unsupervised Learning and Multi-Criteria Decision Making Approach for Performance Evaluation of Indian Banks. Accounting (An International Journal published by Growing Science), 5(4), 169-184. DOI: 10.5267/j.ac.2018.11.001
  2. Karmakar, P., Dutta, P., & Biswas, S. (2018). Assessment of Mutual Fund Performance Using Distance Based Multi-Criteria Decision Making Techniques – An Indian Perspective. Research Bulletin (Publisher: The Institute of Cost Accountants of India), 44(1), 17-38.

Conference Papers:

  1. Chaudhuri, S., & Biswas, S. (2018). Linkage between Technology and Human Capital Development Strategies: Exploratory Evidence from Four Leading Firms in India. 7th Research Symposium on “Managing Business in a Digital Age: Opportunities & Challenges” organized by The Society for Global Business & Economic Development (SGBED) at Skyline University, Dubai (UAE), Dec 17-19, 2018.
  2. Biswas, S., Bandyopadhyay, G., & Gupta, S. (2018). An Insight of Sectoral Performance of Bombay Stock Exchange (BSE) in a Multi-Criteria Decision Making Framework using EDAS Method. 13th Annual International Conference on “Applied and/or Interdisciplinary Research: Emerging Economy Perspectives (Convergence 2018)” organized by IFIM Business School, December 21 – 22, 2018. (Received Emerald Best Paper Award)
  3. Gupta, S., Bandyopadhyay, G., Bhattacharjee, M., & Biswas, S. (2018). Portfolio Selection using DEA at Risk – Return Interface: A Study Based on NSE, India. 13th Annual International Conference on “Applied and/or Interdisciplinary Research: Emerging Economy Perspectives (Convergence 2018)” organized by IFIM Business School, December 21 – 22, 2018. (Received Emerald Best Paper Award)
  4. Bhattacharjee, M., Bandyopadhyay, G., Gupta, S., & Biswas, S. (2018). A Critical Inspection of the Impact of Income on Purchase Decision Under the Mediating Effect of Sales Opinion Among the Low-Literate Consumers’ of Kolkata. 13th Annual International Conference on “Applied and/or Interdisciplinary Research: Emerging Economy Perspectives (Convergence 2018)” organized by IFIM Business School, December 21 – 22, 2018.
  5. Biswas, S., Bandyopadhyay, G., Guha, B., & Bhattacharjee, M. (2018). An Ensemble Approach for Portfolio Selection in a Multi-Criteria Decision Making Framework. First International Conference on “Frontiers of Operations Research and Business Studies (FORBS 2018)” organized by Calcutta Business School in collaboration with Operational Research Society of India, Kolkata Chapter, Oct 11-13, 2018. (Received Best Paper Award)
  6. Bhattacharjee, M., Bandyopadhyay, G., Guha, B., & Biswas, S. (2018). Determination and Validation of the Contributing Factors towards the Selection of a B-School - An Indian Perspective. First International Conference on “Frontiers of Operations Research and Business Studies (FORBS 2018)” organized by Calcutta Business School in collaboration with Operational Research Society of India, Kolkata Chapter, Oct 11-13, 2018.
  7. Gupta, S., Bandyopadhyay, G., Biswas, S., & Upadhyay, A. (2018). A Hybrid Machine Learning and Dynamic Nonlinear Framework for Determination of Optimum Portfolio Structure. 6th International Conference on “Innovations in Computer Science & Engineering (ICICSE-2018)” organized by Guru Nanak Institutions, Hyderabad in collaboration with Computer Society of India (CSI) and supported by Springer LNNS Series (Proceedings – Scopus Indexed), August 17-18, 2018.

Publications by Prof. Tamal Datta Chaudhuri

  1. Understanding Finance, 2018, Sampark Publishing, www.samparkglobal.in (Book)
  2. Empirical Research in Finance, 2018, Lap Lambert Academic Publishing, Mauritius (jointly with Indranil Ghosh) (Book)
  3. Treasury Management: Art/Craft/Research/Control, 2019, Sampark Publishing, www.samparkglobal.in (Book)
  4. A wavelet approach towards examining dynamic association, causality and spillovers, 2019, International Journal of Data and Network Science 3 (2019) 23–36 (jointly with Indranil Ghosh)
  5. Stock Market Portfolio Construction: A Four-stage Model Based on Fractal Analysis, 2019,South Asian Journal of Management, Volume 25118, No. 4, pp 117-149 ((jointly with Indranil Ghosh)
  6. Value Creation by Indian Companies: A Comparative Study Over Two Time Periods, 2019, Turkish Economic Review, 6(1), 2019, p.44-61 (jointly with Aditya Jhunjhunwala and Gulshan Kaur Bhamrah)
  7. Innovation, Growth and Value Creation: A Study of Indian Companies, March 2019, submitted to International Journal of Business Innovation and Research, Inderscience (jointly with Aditya Jhunjhunwala)
  8. Can Portfolio Returns Exceed Market Returns? - An Examination of the Efficient Market Hypothesis for the Indian Stock Market, April 2019, submitted to International Journal of Financial Services, Inderscience (jointly with Gulshan Kaur Bhamrah)

List of Publications by Prof. Indranil Ghosh

Journals

  • Indranil Ghosh and Tamal Datta Chaudhuri (2019). A wavelet approach towards examining dynamic association, causality and spillovers. International Journal of Data and Network Science, 3(1), 23-36. (Growing Science Journal)
  • Indranil Ghosh and Tamal Datta Chaudhuri (2018). Stock Market Portfolio Construction: A Four-stage Model Based on Fractal Analysis. South Asian Journal of Management, 25(4), 117-149. (ABDC Indexed Journal)
  • Indranil Ghosh, Manas K. Sanyal and R. K. Jana (2018). Fractal Inspection and Machine Learning-Based Predictive Modelling Framework for Financial Markets. Arabian Journal for Science and Engineering, 43, 4237-4287. (ESCI and Scopus Indexed Springer Journal with Impact Factor 1.518)
  • Indranil Ghosh, Manas K. Sanyal and R. K. Jana (2019). Analysis of temporal pattern, causal interaction and predictive modeling of financial markets using nonlinear dynamics, econometric models and machine learning algorithms. Applied Soft Computing, https://doi.org/10.1016/j.asoc.2019.105553. (SCI Indexed Elsevier Journal with Impact Factor 4.873)
  • Protik Basu, Indranil Ghosh, Pranab K. Dan (2018). Using structural equation modelling to integrate human resources with internal practices for lean manufacturing implementation. Management Science Letters, 8, 51-68. (Scopus Indexed Growing Science Journal)

Seminar/Conference Presentation

  • Indranil Ghosh, Manas K. Sanyal, R. K. Jana (2018). Modeling for Global Financial Markets Using Discrete Wavelet Transformation and Advanced Machine Learning: A Neoteric Framework. 25th West Bengal State Science and Technology Congress (Held on 4th and 5th March, 2018)
  • Indranil Ghosh and Tamal Datta Chaudhuri (2018). A Deep Learning Framework for Predicting the Exchange Rate Using Relative Returns, Volatility Measures and Technical Indicators. 11th Triennial Conference of Association of Asia Pacific Operational Research Societies (APORS 2018), Kathmandu, Nepal (Held on 6-9 August, 2018).
  • Indranil Ghosh and Tamal Datta Chaudhuri (2019) (Submitted). Wavelet Decomposition Approach For Understanding Time Varying Relationship Of Financial Sector Variables: A Study Of The Indian Stock Market. 2nd International Conference on "Frontiers of Operations Research & Business Studies (FORBS 2019) (To be held on 27-28 December, 2019, Calcutta Business School, Kolkata, India).
  • Indranil Ghosh, Manas K. Sanyal and R. K. Jana (2020) (Accepted). An Ensemble of Ensembles Framework for Predictive Analytics of Commodity Market. IEEE 4th International on Computational Intelligence and Networks (CINE 2020) (To be held on 27-29 February, Indian Statistical Institute, Kolkata, India).
  • Protik Basu, Indranil Ghosh, Pranab K. Dan (2018). Structural equation modelling based empirical analysis of technical issues for lean manufacturing implementation in the Indian context. IEEE 7th International Conference on Industrial Technology and Management (ICITM), Oxford, UK (Held on 7-9 March, 2018).

Book Chapter

Indranil Ghosh, Manas K. Sanyal, R. K. Jana (2018). An Integrated Approach Incorporating Nonlinear Dynamics and Machine Learning for Predictive Analytics and Delving Causal Interaction. In: Bhateja V., Coello Coello C., Satapathy S., Pattnaik P. (eds) Intelligent Engineering Informatics. Advances in Intelligent Systems and Computing, vol 695. Springer, Singapore. (SCOPUS Indexed Springer Publication)

Book

  • Tamal Datta Chaudhuri and Indranil Ghosh (2018), Empirical Research in Finance, Lap Lambert Academic Publishing, ISBN 978-6139894352.
  • Manas K. Sanyal and Indranil Ghosh (2018). Machine Learning: Theory and Applications, Lap Lambert Academic Publishing, ISBN 978-613-9-95780-4.