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Research

Selection from Debashis Guha’s Research Publications

  • “Sector Rotation in Times of Crises” (with Pratiksha Sharma et al), Journal of Portfolio Management. July 2022.
  • “Analysing Tweets on COVID-19 Vaccine: A Text Mining Approach” (with Swetha Gottipati), 2022 IEEE 12th Annual Computing and Communication Workshop and Conference (CCWC), Jan 2022.
  • “Bankruptcy prediction using machine learning and an application to the case of the COVID-19 recession” (with Aditya Narvekar), Data Science in Finance and Economics, 1(2): 180–195. Oct 2021.
  • “A Qualitative Study of Implementing Blockchain Technology in The AdTech Offerings At Jio Platforms”, (with A Rammohan et al), Empirical Economics Letters, 2021.
  • “Deep Learning for Information Extraction in Finance Documents—Corporate Loan Operations”(with Guru Anand et al), 2020 11th IEEE Annual Information Technology, Electronics and Mobile Communication Conference (IEMCON)
  • “Revenue forecasting and management system for the hospitality industry based on high frequency data”, BSQR Report, 2016.
  • “Development of regime identification methods for high frequency stock prices”, BSQR Report, 2016.
  • “Large scale indicator models for data-driven macro-investing”, Big Sky Capital Report, 2004.
  • “Using Economic Indicators To Predict Asset Prices”, Big Sky Capital Research Report, 2003.
  • “The Aggregate Credit Spread and the Business Cycle” (with Lorene Hiris), International Review of Financial Analysis, Vol 11. No.2, 2002.
  • “Value At Risk Conditioned on Macroeconomic Information”, in E. Solojentsev, V. Karasev (Eds), Proceedings of the Second International Scientific School on Modeling and Analyses of Safety and Risk in Complex Systems, July 2002, St. Petersburg, Russia.
  • “What Determines Inflation in the U.S.: Job Growth or Unemployment?” (with Dimitra Visviki), International Journal of Forecasting, Volume 17, Issue 3, July – September 2001
  • “Testing for Regional Cycles: A Markov Switching Approach” (with Anirvan Banerji), Journal of Economic and Social Measurement, 25, 1998-99, 163-182.