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

  1. B. Das and V. Fasen-Hartmann (2024), On asymptotic independence in higher dimensions.
  2. B. Das (2023), Inference for heavy-tailed data with Gaussian dependence.
  3. B. Das and V. Fasen-Hartmann (2023), Aggregating heavy-tailed random vectors: from finite sums to Lévy processess.

    4. Publications

  4. B. Das and V. Fasen-Hartmann (2024), Measuring risk contagion in finacial networks with CoVaR, Finance and Stochastics (forthcoming).
  5. 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.
  6. 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.
  7. B. Das, V. Fasen-Hartmann and C. Klüppelberg (2022), Tail probabilities of random linear functions of regularly varying random vectors, Extremes, 25, 721-758.
  8. B. Das, A. Dhara and K. Natarajan (2021), On the heavy-tail behavior of the distributionally robust newsvendor, Operations Research, 69(4), 1077-1099.
  9. B. Das and S. Ghosh (2021), Growth of common friends in a preferential attachment model, Stochastic Models, 37(3), 427-447.
  10. 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.
  11. B. Das and M. Kratz (2020), Risk concentration under second order regular variation, Extremes, 23(3), 381-410.
  12. H. Bernhard and B. Das (2020), Heavy-tailed random walks, buffered queues and hidden large deviations, Bernoulli, 26(1), 61-92.
  13. B. Das and V. Fasen-Hartmann (2019), Conditional excess risk measures and multivariate regular variation, Statistics and Risk Modeling, 36(1-4), 1-23.
  14. B. Das and V. Fasen-Hartmann (2018), Risk contagion under regular variation and asymptotic tail independence, Journal of Multivariate Analysis, 165, 194-215.
  15. B. Das and S.I. Resnick (2017), Hidden regular variation under full and strong asymptotic dependence, Extremes, 20(4), 873-904.
  16. B. Das and S. Ghosh (2016), Detecting tail behavior: mean excess plots with confidence bounds, Extremes, 19(2), 325-349.
  17. B. Das and S.I. Resnick (2015), Generation and detection of multivariate regular variation and hidden regular variation, Stochastic Systems, 5(2), 195-238.
  18. 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.
  19. 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.
  20. B. Das and S. Ghosh (2013) Weak limits of exploratory plots in extreme value analysis, Bernoulli, 19(1), 308-343.
  21. B. Das, P. Embrechts and V. Fasen (2013), Four theorems and a financial crisis, International Journal of Approximate Reasoning, 54(6), 701-716.
  22. 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.
  23. B. Das and S.I. Resnick (2011), Conditioning on an extreme component: model consistency and regular variation on cones, Bernoulli, 17(1), 226-252.
  24. B. Das and S.I. Resnick (2011), Detecting a conditional extreme value model, Extremes, 14(1), 29-61.
  25. B. Das and S.I. Resnick (2008), QQ plots, random sets and data from a heavy tailed distribution, Stochastic Models, 24 (1), 103-132.

    26. PhD Thesis

  26. B.Das (2009), The conditional extreme value model and related topics, PhD Thesis.

    27. Technical reports, conference proceedings

  27. S. Ahipasaoglu, B. Das and Z. Sun (2020), Joint Optimization of Product Assortment and Inventory under the Marginal Distribution Model, Technical report.
  28. 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.
  29. 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.
  30. B. Das, V. Chavez-Demoulin and P. Embrechts (2010), Probabilistic Analysis of flooding at Murgenthal for Kernkraft-Goesgen Däniken (with ), RiskLab internal report .
  31. 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