Sujay Kumar Mukhoti
Associate Professor at Indian Institute of Management Indore
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- Indian Institute of Management Indore
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Indian Institute of Management Indore
Mr. Sujay Kumar Mukhoti is a Fellow of IIM Bangalore (eq. PhD). His doctoral thesis dealt with the topic ‘Generalized Stochastic Volatility Model for Financial Returns with Sparse Jumps’. He holds a Masters in Statistics from University of Kalyani, West Bengal.
Before joining the doctoral programme at IIM Bangalore, he has worked with several organizations including HSBC Data Processing India Pvt. Ltd. And St. Xavier’s College, Kolkata. Prior to joining IIM Indore he was working with IIM Kozhikode as Visiting Assistant Professor since June 2013.
His current research interests include stochastic volatility models, Gaussian process models and ranked set sampling. His teaching interests include theoretical and applied statistics.
He has been awarded Junior and Senior research fellowships during 2002-2005 by the Council of Scientific and Industrial Research (CSIR), India.
Research interests: Statistical finance, Bayesian inference, Ranked Set Sampling
Publications:
- Ranjan, P., Thomas M., Tiessman, H. & Mukhoti, S.(2016): Inverse problem for time-series valued computer model via scalarization, Submitted, available at arXiv preprint arXiv:1605.09503.
- Mukhoti, S., & Ranjan, P. (2016): Mean-correction and Higher Order Moments for a Stochastic Volatility Model with Correlated Errors, Submitted, available at arXiv preprint arXiv:1605.02418.
- Sengupta, S. and Mukhuti, Sujay (2008): Unbiased estimation of P(X > Y ) using ranked set sample data, Statistics, 42(3), 223-230.
- Sengupta, S. and Mukhuti, Sujay (2008): Unbiased Estimation of P(X > Y ) for Exponential Populations Using Order Statistics with Application in Ranked Set Sampling, Communications in Statistics - Theory and Methods, 37(6), 898-916.
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