Ministry of Education
Neelesh Shankar Upadhye
VIDWAN ID: 69301

Dr Neelesh Shankar Upadhye

Male Doctor of Philosophy
Professor | Department of Mathematics
Indian Institute of Technology, Madras
Tamil Nadu
Expertise: Mathematics
ORCID 0000-0003-0537-4928 Scopus 15063727100 ResearcherID DYD-4183-2022 Google Scholar NFQTaokAAAAJ
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48 Publications
1 Projects
211 Scopus Citations
208 CrossRef
14 Years Total Experience
Publications
48 Total
Articles
42
Proceedings
6
Activity

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Scopus Scopus
211 Citations
9 h-index
CrossRef CrossRef
208 Citations
9 h-index
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Personal Details

Doctor of Philosophy
2009
Indian Institute of Technology, Hyderabad
Professor
Jan 2024 – Present
Indian Institute of Technology, Madras | Department of Mathematics
Associate Professor
Jul 2018 – Jan 2024
Indian Institute of Technology, Madras | Department of Mathematics
Assistant Professor
Sep 2012 – Jul 2018
Indian Institute of Technology, Madras | Department of Mathematics
Physical Sciences
Mathematics

Related Profiles

Scholarly Work

Computational Mathematics and Data Science
Other
Role: Principal Investigator Grant: SB20210848MAMHRD008558
Amount: ₹1.70 Crore
Duration: 2021 – Ongoing

Approximations related to some distributions Of (k_1,k_2) - runs via stein's method

University Indian Institute of Technology Madras
Year 2018
Downloads 0

Estimation Problems related to Stable Distributions

University Indian Institute of Technology Madras
Year 2022
Downloads 0

Subordinated Poisson Processes and Their Generalizations

University Indian Institute of Technology, Madras
Year 2022
Downloads 0

Fractal Interpolation of Noisy Data and Applications

University Indian Institute of Technology, Madras
Year 2022
Downloads 0

Stein's Method for Stable and Tempered stable distributions

University Indian Institute of Technolgy Madras
Year 2023
Downloads 0

Bayesian Statistics in Finance

University Indian Institute of Technology, Madras
Year 2023
Downloads 0
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Scholarly Publications

The lasso estimator: Distributional properties

Journal Article
Kybernetika. Year: 2018. Volume: 54 , Issue: 4 , Pages: 778-797 .
Authors: Rakshith Jagannath; Neelesh S. Upadhye
DOI 10.14736/kyb-2018-4-0778 Crossref Crossref: 1 Scopus Scopus: 1

DISTRIBUTION OF LINEAR FRACTAL INTERPOLATION FUNCTION FOR RANDOM DATASET WITH STABLE NOISE

Journal Article
Fractals. Year: 2021. Volume: 29 , Issue: 04 , Pages: 2150086 .
Authors: MOHIT KUMAR; NEELESH S. UPADHYE; A. K. B. CHAND
DOI 10.1142/S0218348X21500869 Crossref Crossref: 5 Scopus Scopus: 6

Linear Recurrent Fractal Interpolation Function for Data Set with Gaussian Noise

Journal Article
Year: 2022. Pages: 217-228 .
Authors: Kumar, Mohit; Upadhye, Neelesh S.; Chand, A. K. B.
DOI 10.1007/978-981-19-9307-7_19 Scopus Scopus: 2

Estimation of the parameters of symmetric stable ARMA and ARMA–GARCH models

Journal Article
Journal of Applied Statistics. Year: 2022. Volume: 49 , Issue: 11 , Pages: 2964-2980 .
Authors: Aastha M. Sathe; N. S. Upadhye
DOI 10.1080/02664763.2021.1928019 Crossref Crossref: 4 Scopus Scopus: 3

Estimation of the parameters of multivariate stable distributions

Journal Article
Communications in Statistics - Simulation and Computation. Year: 2022. Volume: 51 , Issue: 10 , Pages: 5897-5914 .
Authors: Aastha M. Sathe; N. S. Upadhye
DOI 10.1080/03610918.2020.1784432 Crossref Crossref: 8 Scopus Scopus: 11

Bayesian Filtering for Multi-period Mean–Variance Portfolio Selection

Journal Article
Journal of Statistical Theory and Practice. Year: 2021. Volume: 15 , Issue: 2 .
Authors: Shubhangi Sikaria; Rituparna Sen; Neelesh S. Upadhye
DOI 10.1007/s42519-021-00175-2 Crossref Crossref: 2 Scopus Scopus: 2

Time-changed Poisson processes of order k

Journal Article
Stochastic Analysis and Applications. Year: 2020. Volume: 38 , Issue: 1 , Pages: 124-148 .
Authors: Ayushi S. Sengar; A. Maheshwari; N. S. Upadhye
DOI 10.1080/07362994.2019.1653198 Crossref Crossref: 14 Scopus Scopus: 15

Subordinated compound poisson processes of order K

Open Access
Journal Article
Year: 2020. Volume: 7 , Issue: 4 , Pages: 395-413 .
Authors: Ayushi Singh Sengar; Neelesh S. Upadhye
DOI 10.15559/20-VMSTA165 Crossref Crossref: 8 Scopus Scopus: 8
Showing 1 to 8 of 48 publications