Devraj Basu

University of Strathclyde - Department of Accounting and Finance

Curran Building

100 Cathedral Street

Glasgow G4 0LN

United Kingdom

  • University of Strathclyde - Department of Accounting and Finance

SCHOLARLY PAPERS

3

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541

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

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1.

A Machine-Learning-Based Early Warning System Boosted by Topological Data Analysis

Number of pages: 23 Posted: 12 Jun 2019
Devraj Basu and Tieqiang Li
University of Strathclyde - Department of Accounting and Finance and affiliation not provided to SSRN
Downloads 296 (177,465)

Abstract:

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financial crashes, equity markets, machine learning, Topological Data Analysis

2.

The Four Seasons of Commodity Futures: Insights from Topological Data Analysis

Number of pages: 21 Posted: 10 Jan 2020
Devraj Basu and Pawel Dlotko
University of Strathclyde - Department of Accounting and Finance and affiliation not provided to SSRN
Downloads 128 (377,227)

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Commodity futures, topological data analysis, correlations

3.

Persistent Expected Returns and the Cross-Section of Stock Returns

Number of pages: 65 Posted: 05 Sep 2019 Last Revised: 07 Dec 2022
Devraj Basu and Marta Szymanowska
University of Strathclyde - Department of Accounting and Finance and Erasmus University Rotterdam (EUR) - Department of Finance
Downloads 117 (403,264)

Abstract:

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persistent expected returns, stochastic discount factor bounds, asset pricing tests, conditioning information