Professor Ghosh’s research interest areas are:

• Big Data, Machine Learning & Artificial Intelligence:

Business Analytics, Artificial Intelligence, Statistical learning, Machine Learning, Deep Learning, Bayesian Optimization, Models for Big Data.

• Fintech, Finance & Economics

​FinTech, Blockchain, Financial Inclusion, Digital Economy, Household Finance, Advanced Econometrics, Macroeconometrics

• Public Policy

Big data for Data Gap, Analytics in Policy & Social Value Creation,  Data Driven Policy Making and Evaluation, Big data in development

• Statistics

High-Dimensional Regression, Sparse Model, Bayesian Modeling, Nonparametric Bayes, Scalable Hierarchical Bayesian Models, Bayesian Network, Copula, Survival analysis, Statistical Model for unique data structures, Joint Modeling.

Publications

Selected Working paper:

• Banking the Unbanked: What do 280 Million New Bank Accounts Reveal about Financial Access? new version (2022) [pdf]

• How costly are cultural Biases- Evidence from Fintech (with Francesco D’Acunto, Rajiv Jain and Alberto Rossi)

• Privacy versus Convenience: Customer Response to Data Breaches of their Information (with Sumit agarwal, Tianyue Ruan and Yinqi Zhang)

• Digital Payments and Consumption: Evidence from the 2016 Demonetization in India (with Sumit Agarwal, Jing Li and Tianyue Ruan)

• Financial Inclusion and Alternate Credit Scoring: Role of Big data and Machine Learning in Fintech (with Sumit Agarwal, Shahswat Alok and Sudip Gupta)

• Firm Integration and supply Chains (with Shresth Garg and Brandon Tan)

• Fintech Lending and Cashless Payments (with Boris Valle and Yao Zeng)

Accepted/Published

2021+

• A Semiparametric Bayesian Approach for the analysis of longitudinal data from multiple time-varying related groups. Journal of the American Statistical Association (with Kiranmoy Das and Mike Daniels)

• Saving Behavior and Health: A High-Dimensional Bayesian analysis of British Panel Data, European Journal of Finance (with Sarah Brown, Daniel Gray, Bhuvanesh Pareek and Jennifer Roberts)

2020:

• A semi-parametric quantile regression approach to zero-inflated and incomplete longitudinal outcomes, Advances in Statistical Analysis, 104, 261-283. (with J. Biswas and Kiranmoy Das)

• A Large-scale Constrained Joint Modeling Approach For Predicting User Activity, Engagement and Churn with Application To Freemium Mobile Games. Journal of the American Statistical Association, 115, 538-554. (with Trambak Banerjee, Gourab Mukherjee and Shantanu Dutta)

2019:

• Ask Your Doctor if This Product is Right for You: A Bayesian Zero Infated Multinomial Joint Model for Drug Requests and Physicians' Prescriptions. Journal of the Royal Statistical Society: Series A, 182, 197-193.  (with Bhuvanesh Pareek, Liu, Q)

2018:

• Real-Time Consumer Experience Tracking and the Dynamics of Brand Choice: An Application to the UK General Elections. Journal of the American Statistical Association , 113, 1457-1475. (with Bhuvanesh Pareek,  Wilson, H, and Macdonalds, E)

• A Bayesian two-stage regression approach of analysing longitudinal outcomes with endogeneity and incompleteness, Statistical Modelling ,19, 157-173. (with Bhuyan, P, Biswas, J, and Kiranmoy Das)

• Bhuyan, P., Biswas, J., ,Ghosh, P., and Das, K., A Bayesian two-stage regression approach of analysing longitudinal outcomes with endogeneity and incompleteness, Statistical Modelling (Accepted: Available Online)
• Pareek, B, Liu, Q., Ghosh, P., Ask Your Doctor if This Product is Right for You: A Bayesian Zero Inflated Multinomial Joint Model for Drug Requests and Physicians' Prescriptions. Journal of Royal Statistical Society: Series A,

(Accepted)

• Pareek, B., Ghosh, P., Wilson, H., Macdonalds, E., Real-Time Consumer Experience Tracking and the Dynamics of Brand Choice: An Application to the UK General Elections, Journal of the American Statistical Association

(Accepted: Available Online)

2017:

• Voleti, S., Srinivasan, S., and Ghosh, P. An Approach to Improve the Predictive Power of Choice-Based Conjoint Analysis. International Journal of Research in Marketing, 34 (2), 325-335.

2016:

• Bhagat, S., Ghosh, P., Rangan, S. Economic Policy Uncertainty and Economic Growth in India, Economic and Political Weekly, Vol 51, 72-81.
• Sriram, K, Ramamoorthi, R.V., and Ghosh, P.. Simultaneous Bayesian Estimation of Multiple Quantiles with an Extension to Hierarchical Models Sankhya, 78, 87-104
• Brown, S., Ghosh, P., Taylor, K., Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data, Review of Income and Wealth, 62, 467-488.
• Mukherji, A., Roychowdhury, S., and Ghosh, P. , Brown, S., A Bayesian Joint Model for Hospitalization and Out-of-Pocket Expenditures with Application to Aging Population, Journal of Applied Econometrics, 31, 1140-1158.
• Sriram, K, Shi, P., and Ghosh, P. Insurance Production Costs: An Examination Using a Bayesian Semiparametric Quantile Regression, Journal of Royal Statistical Society: Series A, 177-202.

2015:

• Brown, S., Ghosh, P., and Taylor, K., Modelling Household Finances: A Bayesian Approach to a Multivariate two-part model, Journal of Empirical Finance (Accepted)
• Stober, J., Czado, C., Hong, G., and Ghosh, P. Modeling Multiple Chronic Diseases in the Elderly: Longitudinal Patterns Identified by Copula Design for Mixed Responses, Computational Statistics & Data Analysis (Accepted)
• Durham, G., Geweke, J., Ghosh, P. A Note on Consistent Estimation of a Dynamic Jump Intensity Model with Implications for Option Pricing. Journal of Financial Economics, 115, 210-214.
• Voleti, S., Kopalle, P., and Ghosh, P. A Dynamic Measure of Attribute Based Inter-Product Competition: An Application to the Category Profit Maximization Problem, Management Science (Marketing Section) (Accepted)
• Sriram, K, Shi, P., and Ghosh, P. Insurance Production Costs: An Examination Using a Bayesian Semiparametric Quantile Regression, Journal of Royal Statistical Society: Series A, (Accepted)
• Brown, S., Ghosh, P., and Taylor, K. Household Finances and Social Interaction: Bayesian Analysis of Household Panel Data, Review of Income and Wealth,

​(Accepted)

• Mukherji, A., Roychowdhury, S., and Ghosh, P., and Brown, S. A Bayesian Joint Model for Hospitalization and Out-of-Pocket Expenditures with Application to Aging Population, Journal of Applied Econometrics, (Accepted)
• Hong, G., Ryan, Yue., and Ghosh, P. Bayesian Estimation of Long-Term Health Consequences of Obese and Normal-Weight Elderly. Journal of Royal Statistical Society: Series A, (Accepted)
• Stanley I., M. Ko, Chong, T. L., and Ghosh, P. Dirichlet Process Hidden Markov Multiple Change-Point Model, Bayesian Analysis, (Accepted)

2014:

• Brown, S., Ghosh, P., and Taylor, K. The Existence and Persistence of Household Financial Hardship: A Bayesian Multivariate Dynamic Logit Framework, Journal of Banking and Finance, 46: 285–298.
• Farcomeni, A., Pareek, B., and Ghosh, P. Invited Discussion on the paper “Joint Modeling of Survival and Longitudinal Non-Survival Data: Current Methods and Issues”, By Gould et al. Statistics in Medicine, (Accepted)
• Yu, B., O’ Malle, A. J., and Ghosh, P. Linear Mixed Models for Multiple Outcomes using Extended Multivariate Skew-t Distributions, Statistics and Interface, 101-111.
• Hong, G., Roychowdhury, S., and Ghosh, P. The Joint Assessment of Longitudinal Multidimensional Functioning’s in Overweight and Obese Elderly with a Time Varying Covariates, Statistics and Interface, 297-305.
• Voleti, S. and Ghosh, P. A Non-Parametric Model of Residual Brand Equity in Hierarchical Branding Structures with Application to US Beer Data, Journal of the Royal Statistical Society: Series A, 177, 135–152.
• Ausin, C. M., Galeano, P., and Ghosh, P. A Semiparametric Bayesian Approach to the Analysis of Financial Time Series with Applications to Value at Risk Estimation, European Journal of Operations Research, 232, 350–358.

2013:

• Wai, M., Tu, W., Ghosh, P., and Tiwari, R. A Nested Dirichlet Process Analysis of Cluster Randomized Trial Data with Application in Geriatric Care Assessment, Journal of the American Statistical Association, 108, 48–68.
• Voleti, S. and Ghosh, P. A Robust Model to Measure Equity in Hierarchical Branding Structures, Quantitative Marketing and Economics, 11, 289–319.
• Sriram, K., Ramamoorthi, R.V., and Ghosh, P. Posterior Consistency of Bayesian Quantile Regression based on the Misspecified Asymmetric Laplace Density, Bayesian Analysis, 8, 479–504.
• Muthukumarana, S., and Ghosh, P. A Semiparametric Bayesian Approach for Mark-Recapture Estimation, Model Assisted Statistics and Applications, 8, 29–39.