Updated January 16, 2019
Probability Models, Stochastic Processes, Diffusion Approximation
Estimation, Forecasting, Asymptotics
Portfolio Optimization, Dynamic models, Capital Flow, Business Political Cycle
Probability & Statistics:
- Chakraborty Ashis Kumar, Gopal K. Basak and Suchismita Das (2019)
"Bayesian optimum stopping rule for software release,"
- Gopal K. Basak, Arnab Bhattacharjee and Samarjit Das (2018)
"Causal ordering and inference on acyclic networks,"
Empirical Ecnonomics, 55, Issue 1, pp. 213-232.
Basak, Gopal K.; Das, Samarjit (2017)
Intercept homogeneity test for fixed effect models under cross-
sectional dependence: some insights,"
J. Econom. Methods., 6, No. 1, 22 pages.
Basak, G. K.; Biswas, Arunangshu (2016)
"Langevin type limiting processes for adaptive MCMC,"
Indian J. Pure Appl. Math.} 47, No. 2, 301-328.
Dewanji A, Basak G.K. and Biswas A (2015)
Nonparametric Estimation of Maximum Tolerated Dose (MTD)
in the Context of Phase I Clinical Trials,"
Calcutta Statistical Association Bulletin, 67, pp 15-34.
- Pal, A., Bose, S., Basak, G.K. and Mukhopadhyay Amitava (2014)
"Speaker Identification by Aggregating Gaussian Mixture Models (GMMs)
based on Uncorrelated MFCC-derived Features,"
International Journal of Pattern Recognition and Artificial Intelligence, 28, Issue 04, 25 pages.
- Basak, G.K. and Volkov, Stas (2013) "Snakes and perturbed random walks,"
Proceedings of Steklov Institute of Mathematics (Russian and English versions),
282 Issue 1, 35-44.
- Basak, G.K. and Biswas, Arunangshu (2013)
"Process convergence of self-normalized sums of i.i.d. random variables coming from domain
of attraction of stable distributions," Proceedings of Indian Academy of Sciences (Mathematical Sciences),
125, No. 1, 85-100. (arXiv)
Basak, G.K., Biswas, A. and Volkov, S. (2009)
"An urn model for odds ratio based response-adaptive phase III clinical trials for two or more treatments,"
Journal of Biopharmaceutical Statistics, 19, Issue 5, 838-856.
Basak, G.K., Biswas, A. and Volkov, S. (2008)
"An urn model and the odds ratio-based design for clinical trials,"
Markov Processes and Related Fields, 14, No. 4, 571-582.
Basak, G.K. and Lee, P. (2008)
Asymptotic properties of an estimator of the drift coefficients of multidimensional
Ornstein-Uhlenbeck processes that are not necessarily stable,"
Electronic Journal of Statistics, 2, 1309-1344.
Basak, G. K., Chung, L.-C. and Lau, K.-H. (2008)
"On the Predictive Nature of Absolute Changes,"
Calcutta Statistical Association Bullatin,
60, Nos. 239-240, pp.195-217.
Gopal K. Basak, Pranab KumarDas and Allena Rohit
"Coupled dynamics with an external system and application to international
Physica A: Statistical Mechanics and its Applications,
Gopal K. Basak, Mrinal K. Ghosh and Diganta Mukherjee (First online, Sep. 2017)
"A Stochastic Model with Inflation, Growth and Technology for the Political Business Cycle,"
Basak, G.K., Das, P.K. and Rohit Allena (2017)
"Capital inflow-terms of trade 'nexus': Does it lead to financial crisis?"
Economic Modelling. 65, pp. 18-29.
Gopal K. Basak, Mrinal K. Ghosh \& Diganta Mukherjee (2016)
"A mean-reverting stochastic model for the political
Stoch. Anal. Applns., 34, No. 1, pp. 96-116.
Basak, G.K., Das P.K. and Marjit, S. (2012)
"Foreign capital inflow, exchange rate dynamics
and potential financial crisis," Invited paper, Current Science, 103 NO. 6, 673-684.
Basak, G.K., Ghosh, M.K. and Mukherjee D. (2011)
"Influence of Big Traders on the Stock Market: Theory and Simulation,"
Dynamic Games and Applications, 1 No. 2, 220-252.
Basak, G.K., Ghosh, M.K. and Goswami, A. (2011)
"Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market,"
Stochastic Analysis and Applications, 29 No. 2, 259-281.
Basak, G.K., Jagannathan, R. and Ma, T. (2009)
"A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios,"
55, No. 6, 990-1002. (link)
With e-companion, MANAGEMENT SCIENCE,
Basak, G. K. , Ghosh, M. K., Mukherjee, D. (2009)
"Equilibrium and Stability of a Stock Market Game with Big Traders,"
Differential Equations and Dynamical Systems,
17, No. 3, 283-299.
- Publication in Books and Refereed Proceedings
Basak, G.K., Ghosh, M.K. and Mukherjee D. (2010)
"Can the Big Traders Control an Underdeveloped Stock Market?"
A Collection of Essays in
Finance, eds. B. Bhattacharya & M. Roy (eds.), 77-97.
Allied Publishers, Kolkata.
Basak, G.K. and Mukherjee D. (2008)
"Risk-Neutral Pricing: Importance and Relevance,"
Encyclopedia of quantitative Risk Assessment and Analysis by Melnick E. Everitt B. (eds)., pp. 1569-1574.
John Wiley & Sons Ltd., Chichester, U.K.
Editor of Sankhya, (the Indian Journal of Statistics), Series A (March 2016 - December 2018)
Member of the Editorial Board of Proceedings - Mathematical Sciences (Since January 2019)