Research interests
- Methods: Applied Probability, Operations Research, Statistical Learning.
- Special interests: Causality and dependence in extremes, heavy-tail analysis, risk analysis, network modeling and analysis, climate modeling, congestion and queueing, distributed/federated learning, robust optimization.
Preprints
- B. Das and V. Fasen-Hartmann (2024), On asymptotic independence in higher dimensions.
- B. Das (2023), Inference for heavy-tailed data with Gaussian dependence.
- B. Das and V. Fasen-Hartmann (2023), Aggregating heavy-tailed random vectors: from finite sums to Lévy processess.
Publications
- B. Das and V. Fasen-Hartmann (2024), Measuring risk contagion in finacial networks with CoVaR, Finance and Stochastics (forthcoming).
- B. Das and V. Fasen-Hartmann (2024), On heavy-tailed risks under Gaussian copula: the effects of marginal transformation, Journal of Multivariate Analysis, 202, Paper no. 105310.
- B. Das, T. Wang and G. Dai (2022), Asymptotic behavior of common connections in sparse random networks, Methodology and Computing in Applied Probability, 24, 2071-2092.
- B. Das, V. Fasen-Hartmann and C. Klüppelberg (2022), Tail probabilities of random linear functions of regularly varying random vectors, Extremes, 25, 721-758.
- B. Das, A. Dhara and K. Natarajan (2021), On the heavy-tail behavior of the distributionally robust newsvendor, Operations Research, 69(4), 1077-1099.
- B. Das and S. Ghosh (2021), Growth of common friends in a preferential attachment model, Stochastic Models, 37(3), 427-447.
- A. Dhara, B. Das and K. Natarajan (2021), Worst-case expected shortfall with univariate and bivariate marginals, INFORMS Journal on Computing, 33(1), 370-389.
- B. Das and M. Kratz (2020), Risk concentration under second order regular variation, Extremes, 23(3), 381-410.
- H. Bernhard and B. Das (2020), Heavy-tailed random walks, buffered queues and hidden large deviations, Bernoulli, 26(1), 61-92.
- B. Das and V. Fasen-Hartmann (2019), Conditional excess risk measures and multivariate regular variation, Statistics and Risk Modeling, 36(1-4), 1-23.
- B. Das and V. Fasen-Hartmann (2018), Risk contagion under regular variation and asymptotic tail independence, Journal of Multivariate Analysis, 165, 194-215.
- B. Das and S.I. Resnick (2017), Hidden regular variation under full and strong asymptotic dependence, Extremes, 20(4), 873-904.
- B. Das and S. Ghosh (2016), Detecting tail behavior: mean excess plots with confidence bounds, Extremes, 19(2), 325-349.
- B. Das and S.I. Resnick (2015), Generation and detection of multivariate regular variation and hidden regular variation, Stochastic Systems, 5(2), 195-238.
- B. Das, with S. Engelke and E. Hashorva (2015), Extremal behavior of squared Bessel processes attracted by the Brown-Resnick process, Stochastic Processes and their Applications, 125(2), 780-796.
- B. Das, A. Mitra, and S.I. Resnick (2013), Living on the multidimensional edge: seeking hidden risks using regular variation, Advances in Applied Probability, 45(1), 139-163.
- B. Das and S. Ghosh (2013) Weak limits of exploratory plots in extreme value analysis, Bernoulli, 19(1), 308-343.
- B. Das, P. Embrechts and V. Fasen (2013), Four theorems and a financial crisis, International Journal of Approximate Reasoning, 54(6), 701-716.
- B. Das, J. Beran and D. Schell (2013), On robust tail index estimation for linear long-memory processes, Journal of Time Series Analysis, 33(3), 406-423.
- B. Das and S.I. Resnick (2011), Conditioning on an extreme component: model consistency and regular variation on cones, Bernoulli, 17(1), 226-252.
- B. Das and S.I. Resnick (2011), Detecting a conditional extreme value model, Extremes, 14(1), 29-61.
- B. Das and S.I. Resnick (2008), QQ plots, random sets and data from a heavy tailed distribution, Stochastic Models, 24 (1), 103-132.
PhD Thesis
- B.Das (2009), The conditional extreme value model and related topics, PhD Thesis.
Technical reports, conference proceedings
- S. Ahipasaoglu, B. Das and Z. Sun (2020), Joint Optimization of Product Assortment and Inventory under the Marginal Distribution Model, Technical report.
- S. Sharma, H. S. R. Ong, W. L. Chow, C. M. A. Oei, H. C. Oh, L. Tiah, C. Courcoubetis, W. Q. Yow, B. Das, Z. M. T. Lim, and, M. K. Gupta (2018), Exploration of factors influencing choice of health care provider for non-emergency conditions, 13th Singapore Public Health and Occupational Medicine Conference, Singapore.
- J.-U. Klügel, P.Vögtlin, B. Das, V. Chavez-Demoulin, and, D. Farshi (2011), Beurteilung des Risikos externer Überflutungen für das Kernkraftwerk Gösgen, PSA 11, Probabilistische Sicherheitsanalysen in der Kerntechnik, TÜV Symposium, Heidelberg.
- B. Das, V. Chavez-Demoulin and P. Embrechts (2010), Probabilistic Analysis of flooding at Murgenthal for Kernkraft-Goesgen Däniken (with ), RiskLab internal report .
- B. Das and S. Neftci (2008), Solution manual for Principles of Financial Engineering: 2nd edition, by S. Neftci.
Presentations
- Aggregating regularly varying vectors: phenomena of a few large jumps, April 2024. Video
- Heavy tails in a robust newsvendor model, June, 2018. Video
- Multivariate regular variation: full dependence and strong dependence, May, 2016. Video