Research Details

Research Interests
Journal Publications Edited Volumes Conference Proceedings Conference Presesentations

Research Interests

Bayesian Inference, Reliability and Survival Analysis, Statistical Computing, Statistical Quality Control, Econometrics, Empirical Finance, Financial Econometrics.

Because of the copyright agreement signed with the publishers, I cannot publicly provide access to my published works. However I have given links to those papers which are available in the Net either directly from the publishers' sites or other sites which have earned a right to disseminate the work with the publishers' permission. You can download them provided your Institute/University/Individual You have authorized web access to these sites.

Journal Publications

  1. Soumya Roy and Chiranjit Mukhopadhyay ( 2017). Bayesian D-optimal Accelerated Life Test plans for series systems with competing exponential causes of failure. Forthcoiming in Journal of Applied Statistics (Taylor and Francis, UK) - DOI:10.1080/02664763.2015.1106449
  2. Chiranjit Mukhopadhyay and Soumya Roy ( 2016). Bayesian accelerated life testing under competing log-location-scale family of causes of failure. Computational Statistics (Springer, Germany), Volume 31, ssue 1, pp.89-119.
  3. Mathews P. Samuel and Chiranjit Mukhopadhyay ( 2016). Some Theoretical Aspects on Mechanical Repair. Journal of Aerospace Quality and Reliability (Society for Aeorspace Quality and Reliability). Volume 6 , Issue 1 , pp. 18-25.
  4. P. Dinakar and Chiranjit Mukhopadhyay ( 2015). Assessing the Impact of Equity Derivatives Introduction in National Stock Exchange (NSE), India. International Review of Research in Emerging Markets and the Global Economy, Volume 1, Issue 4, pp.590-611.
  5. Soumya Roy and Chiranjit Mukhopadhyay ( 2015). Maximum likelihood analysis of multistress accelerated life test data of series systems with competing lognormal causes of failure. Journal of Risk and Reliability (Sage Publications, UK), Volume 229, Issue 2, pp.119-130.
  6. Uttam Kumar, C Mukhopadhyay and T.V.Ramachandra ( 2014). Cellular Automata Calibration Model to Capture Urban Growth. Geological Bulletin (Instituto Geologico y Minero de Espana, Spain), Volume 125, Issue 3, pp.285-299.
  7. Soumya Roy and Chiranjit Mukhopadhyay (2014). Bayesian Accelerated Life Testing under Competing Weibull Causes of Failure. Communications in Statistics - Theory And Methods (Taylor & Francis, UK). Volume 43 , pp.2429-2451.
  8. Uttam Kumar, S.Raja Kumar, Chiranjit Mukhopadhyay, and T.V.Ramachandra (2013). Assimilation of End-member Variability in Spectral Mixture Analysis for Urban Land Cover Extraction. Advances in Space Research (Elsevier Science). Volume 52 , Issue 11 , pp. 2015-2033.
  9. Devlina Chatterjee and Chiranjit Mukhopadhyay (2013). Low Dimensional Characterisation of Liquidity of Individual Stocks in the Indian Market. Journal of Emerging Market Finance (Sage Publications, UK). Volume 12 , Issue 2 , pp.151-196.
  10. Devlina Chatterjee and Chiranjit Mukhopadhyay (2013). Execution Times of Small Limit Orders: A Simpler Modelling Approach. Vikalpa (Journal of Indian Institute of Management, Ahmedabad) Volume 38 , Issue 1 , pp. 49-64.
  11. Uttam Kumar, S. Kumar Raja, Chiranjit Mukhopadhyay, and T. V. Ramachandra (2012). A Neural Network Based Hybrid Mixture Model to Extract Information from Non-linear Mixed Pixels. Information (MDPI), Volume 3 , Issue 3 , pp. 420-441.
  12. Mary Mathew, Chiranjit Mukhopadhyay, Dilip Raju, S.Shyam and Dipanjan Nag (2012). An Analysis of Patent Pricing. Decision (Journal of Indian Institute of Management, Calcutta) Volume 39 , Issue 1 , pp. 28-39.
  13. Uttam Kumar, S. Kumar Raja, Chiranjit Mukhopadhyay, and T. V. Ramachandra (2011). Hybrid Bayesian Classifier for Improved Classification Accuracy. IEEE Geoscience and Remote Sensing Letters . Volume 8 , Issue 3 . pp. 474-477.
  14. Uttam Kumar, Anindita Dasgupta, Chiranjit Mukhopadhyay, N.V. Joshi and T. V. Ramachandra (2011). Comparison of 10 Multi-Sensor Image Fusion Paradigms for IKONOS Images. International Journal of Research and Reviews in Computer Science (Science Academy Publisher, United Kingdom). Volume 2 , Issue 1 , pp. 40-47.
  15. Chiranjit Mukhopadhyay and Mathews P. Samuel (2011). Bayesian Analysis of a Superomosed Renewal Process. Communications in Statistics - Theory And Methods (Taylor & Francis, UK). Volume 40 , pp. 279-303.
  16. Nilanjana Chakraborty and Chiranjit Mukhopadhyay (2010). Stock Price Response to Firm Specific Events: Indian Evidence. South Asian Journal of Management (Institute of Public Enterprise, Hyderabad, India). Volume 17 , Issue 3 , pp. 38-52.
  17. Uttam Kumar, Chiranjit Mukhopadhyay and T. V. Ramachandra (2009). Pixel Based Fusion Using IKONOS Imagery International Journal of Recent Trends in Engineering (Academy Publisher, Finland and ACEEE). Volume 1 , Issue 1 . pp. 173-177.
  18. Uttam Kumar, Chiranjit Mukhopadhyay and T. V. Ramachandra (2009). Spatial Data Minining and Modeling for Visualisation of Rapid Urbanisation. SCIT Journal (Symbiosis Centre for Information Technology, Pune, India). Volume 9 . pp. 1-9.
  19. Mathews P. Samuel, Chiranjit Mukhopadhyay and Venkatraman Shankar (2009). Practical issues involved in reliability assessment of flight critical systems. Journal of Aerospace Quality and Reliability (Society for Aeorspace Quality and Reliability). Volume 5 , Issue 1 , pp. 136-143.
  20. K. Kiran Kumar & Chiranjit Mukhopadhyay (2007). Impact of Futures Introduction on Underlying Index Volatility: Evidence from India. Journal of Management Science (New York, USA). Volume 1 , Issue 1 . pp. 26-42.
  21. Chiranjit Mukhopadhyay & Sanjib Basu (2007). Bayesian Analysis of Masked Series System Lifetime Data. Communications in Statistics - Theory And Methods (Taylor & Francis, UK). Volume 36 , Issue 1-4 . pp. 329-348.
  22. K. Kiran Kumar & Chiranjit Mukhopadhyay (2007). Volatility Spillovers from the US to Indian Stock Market: A Comparison of GARCH Models. IUP Journal of Financial Economics (ICFAI University Press, India). Volume 5 , Issue 4 . pp. 7-30.
  23. Chiranjit Mukhopadhyay (2006). Maximum Likelihood Analysis of Masked Series System Lifetime Data. Journal of Statistical Planning and Inference (Elsevier Science). Volume 136, Issue 3, pp. 803-859.
  24. K.G.Viswanadhan, N.J.Rao & Chiranjit Mukhopadhyay (2005). The management of undergraduate engineering programmes: an exploratory study of Indian engineering education. World Transactions on Engineering and Technology Education. (UICEE, Monash University, Australia) Volume 4, Issue 1, pp. 103-106.
  25. Chiranjit Mukhopadhyay & Jyothi J. Rao (2005). Decomposition of the OTCEI Bid-Ask Spread. IUP Journal of Applied Finance (ICFAI University Press, India). Volume 11, Issue 3, pp. 38-52.
  26. K.G.Viswanadhan, N.J.Rao & Chiranjit Mukhopadhyay (2005). Impact of Privatization on Engineering Education - A Study Through the Analysis of Performance of Self-Financing Engineering Programmes in India. Journal of Services Research (IIMT, India). Specail Issue , pp. 109-129.
  27. K.G.Viswanadhan, N.J.Rao & Chiranjit Mukhopadhyay (2004). A prediction of accreditation status of engineering programmes in India: A logistic regression approach. World Transactions on Engineering and Technology Education. (UICEE, Monash University, Australia) Volume 3, Issue 2, pp. 195-198.
  28. Chiranjit Mukhopadhyay & H.S.Natarja (2004). Improvement of Piston Ring Quality: A Case Study. Total Quality Management & Business Excellence. (Taylor & Francis, UK), Volume 15, Issue 1, pp. 105-125.
  29. Chiranjit Mukhopadhyay (2004). Bayesian Price Threshold Estimation. Indian Journal of Marketing. (Print India), Volume 34, Issue 2, pp. 3-11.
  30. Ajay Raina & Chiranjit Mukhopadhyay (2004). Optimizing a Portfolio of Equities, Equity Futures and Equity European Options by Minimizing Value-at-Risk - A Simulated Annealing Framework. IUP Journal of Applied Finance (ICFAI University Press, India). Volume 10, Issue 5, pp.19-39.
  31. Manisha Joshi & Chiranjit Mukhopadhyay (2004). The Impact of Option Introduction on the Volatility of an Underlying Stock of a Company: The Indian Case. IUP Journal of Applied Finance (ICFAI University Press, India). Volume 10, Issue 7, pp.21-35.
  32. K. Kiran Kumar & Chiranjit Mukhopadhyay (2002). Equity Market Interlinkage: Transmission of Volatility. A Case of US and India. NSE Research Initiative, Paper No.16, (Peer reviewed electronic journal of National Stock Exchange, India).
  33. Sanjib Basu, Asit P. Basu & Chiranjit Mukhopadhyay (1999). Bayesian Analysis for Masked System failure Data Using Non-Identical Weibull Models. Journal of Statistical Planning and Inference (Elsevier Science). Volume 78, Issue 2 , pp. 255-275.
  34. Chiranjit Mukhopadhyay & Asit P. Basu (1997). Bayesian Analysis of Incomplete Time and Cause of Failure Data. Journal of Statistical Planning and Inference (Elsevier Science). Volume 59,Issue 1 , pp. 79-100.
  35. Jayanta K. Ghosh, Shrikant N. Joshi & Chiranjit Mukhopadhyay (1996). Asymptotics of a Bayesian Approach to Estimating Change-Point in a Hazard Rate. Communications in Statistics - Theory And Methods (Taylor &o Francis, UK). Volume 25, Issue 12, pp. 3147-3166.
  36. Chiranjit Mukhopadhyay & Asit P. Basu (1995). Bayesian Estimation of Lifetime Parameters from Incomplete Field Data. Indian Association for Productivity Quality and Reliability Transactions , Volume 20, pp. 133-144.

Edited Volumes

  1. Soumya Roy and Chiranjit Mukhopadhyay (2013). Bayesian Accelerated Life Testing under Competing Exponential Causes of Failure. Quality and Reliability Engineering, Boby John U.H.Acharya and Ashis K. Chakraborty editors, Allied Publisher, pp. 229-245.
  2. Chiranjit Mukhopadhyay et. al. Editors. (2012). Driving the Economy Through Innovation and Entrepreneurship, Springer. ISBN 978-81-322-0745-0. 72 papers. 900+ pages.
  3. Devlina Chatterjee and Chiranjit Mukhopadhyay (2009). Common Factors Underlying Proxy Measures of Liquidity. Forecasting Financial Markets in India, Rudra Prakash Pradhan editor, Allied Publisher, pp. 45-52.
  4. Jayanta K. Ghosh, Shrikant N. Joshi & Chiranjit Mukhopadhyay (1998). Inference About Sharp Changes in Hazard Rates. Frontiers in Reliability, A.P.Basu, S.K.Basu and S.Mukhopadhyay editors, World Scientific Publishers, Singapore, pp. 133-142.
  5. Jayanta K. Ghosh, Shrikant N. Joshi & Chiranjit Mukhopadhyay (1993). A Bayesian Approach to Estimation of Change-Point in a Hazard Rate. Advances in Reliability, Asit P. Basu editor, Elsevier Science Publishers, North-Holland, pp. 141-170.

Refereed Conference Proceedings

  1. Chiranjit Mukhopadhyay and Mathews P. Samuel (2010). Repairable System Reliability Estimation Using Information on Repair Times. Abstract Book of 28-th European Meeting of Statisticians, held on 17-22 August, 2010 in University of Piraeus, Greece, p. 237.
  2. Uttam Kumar, Chiranjit Mukhopadhyay, and T.V.Ramachandra (2009). Fusion of multisensor data: Review and Comparative Analysis. Proceedings of the International Conference on Global Congress on Intelligent Systems held on 19-21 May 2009, in Xiamen, China. pp. 418-422.
  3. Uttam Kumar, Chiranjit Mukhopadhyay, and T.V.Ramachandra (2009). Landscape Modeling for Sustainable Urban Management. Abstract Book of Doctoral Colloquium held on 5-6 January 2009, in Indian Institute of Management, Ahmedabad, p. 60.
  4. Uttam Kumar, Chiranjit Mukhopadhyay, and T.V.Ramachandra (2009). Cellular Automata and Genetic Algorithm based urban growth visualization for appropriate land use policies. Proceedings of the Fourth International Conference on Public Policy and Management held on 9-12 August 2009, in Indian Institute of Management, Bangalore. Paper in CD 22 pages.
  5. Uttam Kumar, Chiranjit Mukhopadhyay, S. Raja Kumar, and T.V.Ramachandra (2008). Soft classification based sub-pixel allocation model. Proceedings of the International Conference on Operations Research for a growing nation in conjunction with the 41st Annual Convention of Operational Research Society of India held on 15-17 December, 2008, Tirupati, AP, India. Abstract book page no. 22. Paper in CD 16 pages.
  6. Chiranjit Mukhopadhyay & Mathews P. Samuel (2006). Failure Rate Modeling and i Estimation of a Repairable Series System. Statistics: Proceedings of tthe 2nd Indonesia, Malaysia, Thailand Golden Triangle Regional Conference on Mathematics, Statistics and its Applications. Volume III Heng Chin, Suraiya, Zainumdi editors. ISBN 983-3391-88-5. pp. 245-250.
  7. K.G.Viswanadhan, N.J.Rao & Chiranjit Mukhopadhyay (2005). A framework for measuring the quality of undergraduate engineering education programmes in India. Proceedings of Hawaii International Conference on Education.pp. 4938-4953.
  8. K.G.Viswanadhan, N.J.Rao & Chiranjit Mukhopadhyay (2005). Embedding employability into curriculum - A critical analysis of the performance of undergraduate engineering programmes in India. Proceedings of International Conference on Learning organizations in a learning world held on April 18-22, 2005 at Bangkok, Thailand. Paper in CD 10 pages.
  9. K.G.Viswanadhan, N.J.Rao & Chiranjit Mukhopadhyay (2005). Impact of Teaching-Learning Process on Student Performance - A Study based on the performance of Undergraduate Engineering Programmes in India. Proceedings of International Conference on Learning organizations in a learning world held on April 18-22, 2005 at Bangkok, Thailand. Paper in CD 10 pages.
  10. K.G.Viswanadhan, N.J.Rao & Chiranjit Mukhopadhyay (2005). Impact of privatization on engineering education: A study through the analysis of performance of Self-financing engineering programmes in India. Proceedings of International Conference on Service Management, New Delhi, India, pp. 678-685.
  11. Ajay Raina & Chiranjit Mukhopadhyay (2004). Optimizing a Portfolio of Equities, Equity Futures and Equity European Options by Minimizing Value-at-Risk - A Simulated Annealing Framework. Proceedings of International Conference 2003 on Business & Finance Vol III, Swain N, Malhotra D.K. & Roy B editors, ICFAI University Press, pp. 54-82.
  12. Manisha Joshi & Chiranjit Mukhopadhyay (2004). The Impact of Option Introduction on the Volatility of an Underlying Stock of a Company: The Indian Case. Proceedings of International Conference 2003 on Business & Finance Vol III, Swain N, Malhotra D.K. & Roy B editors, ICFAI University Press, pp. 359-374.
  13. K. Kiran Kumar & Chiranjit Mukhopadhyay (2004). Impact of Futures Introduction on Underlying NSE Nifty Volatility. Proceedings of International Conference 2003 on Business & Finance Vol III, Swain N, Malhotra D.K. & Roy B editors, ICFAI University Press, pp. 326-341.
  14. Chiranjit Mukhopadhyay & Asit P. Basu (2000). Masking Without the Symmetry Assumption: A Bayesian Approach. Abstract Book of Second International Conference on Mathematical Methods of Reliability, Universite Victor Segalen, Bordeaux, France. Vol. 2. pp. 784-787.
  15. Sanjib Basu, Asit P. Basu & Chiranjit Mukhopadhyay (1997). Bayesian Analysis for Partially Masked System Failure Data. American Statistical Association Proceedings of the Section on Bayesian Statistical Science. pp. 251-256.

Conference Presentations

  1. Devlina Chaterjee and Chiranjit Mukhopadhyay (2008). Factors underlying proxy measures of Liquidity. National Conference on Forecasting Financial Markets in India held in VGSOM, IIT Kharagpur.
  2. Mathews P. Samuel and Chiranjit Mukhopadhyay (2007). Failure Rate Modeling and Estimation of a Repairable Series System. Joint Statistical Meeting and International Conference on Statistics, Probability and Related Areas held in the Department of Statistics, University of Cochin.
  3. Mathews P. Samuel, Chiranjit Mukhopadhyay and Venkataraman Shankar (2006). Failure Mode Identification and Data Preparation for Aeroengine Reliability Studies. Presented by Mathews P. Samuel in International Conference on Industrial Tribology held in Department of Mechanical Engineering, Indian Institute of Science
  4. Chiranjit Mukhopadhyay (2003). A Bayesian Approach to Estimating Price-Threshold from Price and Demand Data. Presented in International Bayesian Conference/Workshop held in Indian Statistical Institute, Calcutta.
  5. Shariful Alam & Chiranjit Mukhopadhyay (2003). Predicting CRlSIL Ratings using Statistical and Neural Network Techniques. National Seminar on Statistics in Business and Finance held in Department of Statistics, University of Calcutta, India.
  6. K. Kiran Kumar K. & Chiranjit Mukhopadhyay (2002). Causality Study and a Two-Stage GARCH Model for Volatility Transmission from NASDAQ Composite to NSE Nifty. Presented by K.Kiran Kumar in NSE Research Seminar Series held in National Stock Exchange, Mumbai, India.
  7. K. Kiran Kumar K. & Chiranjit Mukhopadhyay (2001). Linear and Non-linear Granger Causality Study and a Univariate Model for Volatility Transmission from NASDAQ Composite to NSE Nifty. Third Workshop on Applied Bayesian Methods in Quantitative Economics held in Indian Statistical Institute, Bangalore.
  8. Chiranjit Mukhopadhyay (1999). Bayesian Analysis of Masked Series System Lifetime Data. Applied Bayesian Workshop held in Indian Statistical Institute, Bangalore.
  9. Jyothi J. Rao & Chiranjit Mukhopadhyay (1998). Analysis of OTCEI Bid-Ask Spread Using Stoll's Methodology. Capital Markets' Conference held in Unit Trust of India, Mumbai, India.