Institution
Indian Institute of Management Ahmedabad
Education•Ahmedabad, India•
About: Indian Institute of Management Ahmedabad is a education organization based out in Ahmedabad, India. It is known for research contribution in the topics: Emerging markets & Population. The organization has 1828 authors who have published 4011 publications receiving 59269 citations. The organization is also known as: IIMA & IIM Ahmedabad.
Papers published on a yearly basis
Papers
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TL;DR: In this article, the authors examined hedging effectiveness of futures contract on a financial asset and commodities in Indian markets and found that in most of the cases, VARMGARCH model estimates of time varying hedge ratio provide highest variance reduction as compared to hedges based on constant hedge ratio.
Abstract: This paper examines hedging effectiveness of futures contract on a financial asset and commodities in Indian markets. In an emerging market context like India, the growth of capital and commodity futures market would depend on effectiveness of derivatives in managing risk. For managing risk, understanding optimal hedge ratio is critical for devising effective hedging strategy. We estimate dynamic and constant hedge ratio for S&P CNX Nifty index futures, Gold futures and Soybean futures. Various models (OLS, VAR, and VECM) are used to estimate constant hedge ratio. To estimate dynamic hedge ratios, we use VAR-MGARCH. We compare in-sample and out-of-sample performance of these models in reducing portfolio risk. It is found that in most of the cases, VARMGARCH model estimates of time varying hedge ratio provide highest variance reduction as compared to hedges based on constant hedge ratio. Our results are consistent with findings of Myers (1991), Baillie and Myers (1991), Park and Switzer (1995a,b), Lypny and Powella (1998), Kavussanos and Nomikos (2000), Yang (2001), and Floros and Vougas (2006).
43 citations
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TL;DR: The study uses support vector machine (SVM) learning algorithm to find whether it can predict Bitcoin prices and finds that SVM predicts five steps ahead Bitcoin prices for the short term, medium term, long term, and overall Bitcoin price level.
43 citations
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TL;DR: In this paper, the authors developed a new integrated stochastic model for analyzing the performance of overlapping loading and unloading operations that capture the complex stochiastic interactions among quayside, vehicle, and stack-side processes.
43 citations
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TL;DR: In this article, the authors examined the role of land use changes in determining the occurrence of urban flooding events across 42 Indian cities under current and future climate change scenarios and highlighted the need for Indian cities to undertake integrated spatial planning measures for a resilient, sustainable urban future.
43 citations
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TL;DR: In this article, a review of the literature on automated and robotized handling systems is presented. But the focus is on the research issue and OR modeling methodology adopted to analyze the problem.
Abstract: Robotized handling systems are increasingly applied in distribution centers. They require little space, provide flexibility in managing varying demand requirements, and are able to work 24/7. This makes them particularly fit for e-commerce operations. This paper reviews new categories of automated and robotized handling systems, such as the shuttle-based storage and retrieval systems, shuttle-based compact storage systems, and robotic mobile fulfillment systems. For each system, we categorize the literature in three groups: system analysis, design optimization, and operations planning and control. Our focus is to identify the research issue and OR modeling methodology adopted to analyze the problem. We find that many new robotic systems and applications have hardly been studied in academic literature, despite their increasing use in practice. Due to unique system features (such as autonomous control, networked and dynamic operation), new models and methods are needed to address the design and operational control challenges for such systems, in particular, for the integration of subsystems. Integrated robotized warehouse systems will form the next category of warehouses. All vital warehouse design, planning and control logic such as methods to design layout, storage and order picking system selection, storage slotting, order batching, picker routing, and picker to order assignment will have to be revisited for new robotized warehouses.
43 citations
Authors
Showing all 1868 results
Name | H-index | Papers | Citations |
---|---|---|---|
Kanti V. Mardia | 54 | 235 | 20393 |
Mousumi Banerjee | 53 | 193 | 11141 |
Marti G. Subrahmanyam | 52 | 202 | 7641 |
Vishal Gupta | 47 | 387 | 9974 |
Anil K. Gupta | 41 | 175 | 17828 |
Priyadarshi R. Shukla | 39 | 136 | 9749 |
Asha George | 35 | 156 | 4227 |
Ashish Garg | 34 | 246 | 4172 |
Justin Paul | 31 | 119 | 4082 |
Narendra Singh Raghuwanshi | 31 | 136 | 4298 |
Sumeet Gupta | 31 | 108 | 5614 |
Nitin R. Patel | 31 | 55 | 4573 |
Rahul Mukerjee | 30 | 206 | 3507 |
Chandan Sharma | 30 | 124 | 3330 |
Gita Sen | 30 | 57 | 3550 |