Shomesh E. Chaudhuri
According to our database1, Shomesh E. Chaudhuri authored at least 3 papers between 2015 and 2019.
Legend:Book In proceedings Article PhD thesis Other
Dynamic Alpha: A Spectral Decomposition of Investment Performance Across Time Horizons.
Management Science, 2019
Financial signal processing: applications to asset-market dynamics and healthcare finance.
PhD thesis, 2018
Spectral analysis of stock-return volatility, correlation, and beta.
Proceedings of the IEEE Signal Processing and Signal Processing Education Workshop, 2015