Dr. Arnab Chakrabarti completed his PhD in Statistics from the Indian Statistical Institute and pursued postdoctoral research at IIM, Ahmedabad. His primary research interest lies in applied statistics, network theory and econometrics. He is also deeply engaged in novel pedagogical practices in sync with changing patterns and needs of classroom learning.   

Research papers:

• Chakrabarti, A., & Chakrabarti, A. S. (2022). Sparsistent filtering of comovement networks from high-dimensional data.Journal of Computational Science, 65, 101902.


• Bhachech, J., Chakrabarti, A., Kaizoji, T., & Chakrabarti, A. S. (2022). Instability of networks: effects of sampling frequency and extreme fluctuations in financial data.The European Physical Journal B, 95(4), 71.


• Chakrabarti, A., & Sen, R. (2023). Copula estimation for nonsynchronous financial data.Sankhya B, 85, 116-149.


• Chakrabarti, A., & Sen, R. (2019). Some Statistical Problems with High Dimensional Financial data.New Perspectives and Challenges in Econophysics and Sociophysics, 147-167.


• Chakrabarti, A., & Chakrabarti, A. S. (2021). Fractional differencing:(in) stability of spectral structure and risk measures of financial networks.Journal of Network Theory in Finance.


• Banerjee, A; Chakrabarti, A; Chakrabarti, A S. Pricing information: Evidence from transaction-level data on high-frequency traders. (submitted).


• Banerjee, A; Chakrabarti, A; Chakrabarti, A S. The Origin of Return Correlation Networks (R&R).

Work in Progress:

• Do Global Value Chains Drive R&D Investment? Evidence from Indian Firms using Propensity Score Matching. (with Anwesha Basu). 


• Determinants of Financial Inclusion. (with Anwesha Basu).

Newspaper articles:

• Hurdles to overcome before becoming ‘Digital India’, (with Anwesha Basu) The Hindu, August, 2023.(Link)

Research Grant:

• ICSSR short term research project 2023-24 titled ‘The Prospects and Challenges of Financial Inclusion in India: An Impact Evaluation Study of PMJDY’.

Awards:

• MN Das Memorial Young Scientist Award 2021 by Society for Statistics and Computer Application.