IIM Indore's Publications


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Total No of Publication : 535

Exact Inference of a Simple Step-Stress Model with Hybrid Type-II Stress Changing Time

  • Authors: Samanta D., Koley A., Gupta A., Kundu D.
    Year: 2020 | IIM Indore
    Source: Journal of Statistical Theory and Practice
    DOI: 10.1007/s42519-019-0072-5

In this article, we consider a simple step-stress model for exponentially distributed lifetime units. As failure rate is lower at the initial stress level, therefore, it is important to pay more attention to the stress changing time. Here, we consider a simple step-stress model where the stress leve...(Read Full Abstract)

Global Fitting of the Response Surface via Estimating Multiple Contours of a Simulator

  • Authors: Yang F., Lin C.D., Ranjan P.
    Year: 2020 | IIM Indore
    Source: Journal of Statistical Theory and Practice
    DOI: 10.1007/s42519-019-0077-0

Computer simulators are widely used to understand complex physical systems in many areas such as aerospace, renewable energy, climate modelling, and manufacturing. One fundamental aspect of the study of computer simulators is known as experimental design, that is, how to select the input settings wh...(Read Full Abstract)

Hedging effectiveness of precious metals across frequencies: Evidence from Wavelet based Dynamic Conditional Correlation analysis

  • Authors: Bhatia V., Das D., Kumar S.B.
    Year: 2020 | IIM Indore
    Source: Physica A: Statistical Mechanics and its Applications
    DOI: 10.1016/j.physa.2019.123631

This study examines the dynamic relationship between precious metals and stock markets of major developed (G7) and emerging (BRICS) nations. We use a hybrid wavelet-based Dynamic Conditional Correlation (DCC) approach, which allows us to investigate the dynamic relationship between precious metals a...(Read Full Abstract)

Interplay between technological innovation and environmental quality: Formulating the SDG policies for next 11 economies

  • Authors: Sinha A., Sengupta T., Alvarado R.
    Year: 2020 | IIM Indore
    Source: Journal of Cleaner Production
    DOI: 10.1016/j.jclepro.2019.118549

Since the inception of Sustainable Development Goals (SDGs), the Next 11 (N11) countries are facing difficulties in attaining the SDG objectives, as maintaining the environmental quality has been a challenge for them. In this study, we have revisited the technology policies of these countries, and i...(Read Full Abstract)

Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications

This paper analyses the changing impact of oil price shocks on a bouquet of metal and agro prices and their implications for investment decisions, during different oil price regimes, separated by structural breaks. Endogenously identifying the structural breaks, we use network analysis to decipher t...(Read Full Abstract)

A history matching approach for calibrating hydrological models

  • Authors: Bhattacharjee N.V., Ranjan P., Mandal A., Tollner E.W.
    Year: 2019 | IIM Indore
    Source: Environmental and Ecological Statistics
    DOI: 10.1007/s10651-019-00420-9

Calibration of hydrological time-series models is a challenging task since these models give a wide spectrum of output series and calibration procedures require significant amount of time. From a statistical standpoint, this model parameter estimation problem simplifies to finding an inverse solutio...(Read Full Abstract)

A Mediation Effect of Job Satisfaction and Affective Commitment in Relationship Between Passion and Work Intentions after Retirement

The aim of this study is to identify an intention towards work after retirement. This article examines the multilevel sequential mediating role of job satisfaction and affective commitment in the relationship between passion for work and intention towards work. This study has used 310 respondents re...(Read Full Abstract)

A network view of entrepreneurial cognition in corporate entrepreneurship contexts: A socially situated approach

  • Authors: Thomas N., Randolph A., Marin A.
    Year: 2019 | IIM Indore
    Source: Management Decision
    DOI: 10.1108/MD-11-2017-1195

Purpose: Research in entrepreneurial cognition has called for a better understanding of interactions between contextual variables and cognitive processes. Based on previous work done on organizational learning and social networks, the purpose of this paper is to propose a formal model in which infor...(Read Full Abstract)

A new class of discrete-time stochastic volatility model with correlated errors

Returns of risky assets and their time-dependent volatility are often jointly modelled by stochastic volatility models (SVMs). Over the last few decades, several SVMs have been proposed to adequately capture the features of the relationship between the return and its volatility. The earliest SVM con...(Read Full Abstract)

A pay-what-you-want pricing model for restaurants

  • Authors: Chawan V.
    Year: 2019 | IIM Indore
    Source: International Journal of Services and Operations Management
    DOI: 10.1504/IJSOM.2019.099476

A new method of pricing, known as pay-what-you-want (PWYW) has been successfully used in many contexts in the recent past. Success stories are in restaurants, museums, music albums, software, etc. The method where the buyer selects the price, possibly a zero price, and the seller accepts it, is a bi...(Read Full Abstract)

A sequential design approach for calibrating dynamic computer simulators

  • Authors: Zhang R., Lin C.D., Ranjan P.
    Year: 2019 | IIM Indore
    Source: SIAM-ASA Journal on Uncertainty Quantification
    DOI: 10.1137/18M1224544

Computer simulators are widely used to describe and explore complex physical processes. The simulator outputs may come in various formats: scalar, multivariate, functional, time series, spatial temporal, to name just a few. This work focuses on computer simulators with time series outputs, which we ...(Read Full Abstract)

A study of boosted evolutionary classifiers for detecting spam

  • Authors: Trivedi S.K., Dey S.
    Year: 2019 | IIM Indore
    Source: Global Knowledge, Memory and Communication
    DOI: 10.1108/GKMC-05-2019-0060

Purpose: Email is a rapid and cheapest medium of sharing information, whereas unsolicited email (spam) is constant trouble in the email communication. The rapid growth of the spam creates a necessity to build a reliable and robust spam classifier. This paper aims to presents a study of evolutionary ...(Read Full Abstract)

A study on loan approval and non-performing asset—Segment identification

  • Authors: Sharma A., Parasar A.
    Year: 2019 | IIM Indore
    Source: Journal of Public Affairs
    DOI: 10.1002/pa.2015

Nonperforming assets (NPAs) are a huge challenge infront of the Indian economy. Accumulating NPA is forming a burden and obstacle for economic growth. Financial institutions are struggling with nonperforming loans, and their efficiency is getting tremendously impacted. The aims of this study are to ...(Read Full Abstract)

Access-based business model innovation in frontier markets: Case study of shared mobility in Timor-Leste

  • Authors: Wiprächtiger D., Narayanamurthy G., Moser R., Sengupta T.
    Year: 2019 | IIM Indore
    Source: Technological Forecasting and Social Change
    DOI: 10.1016/j.techfore.2019.02.004

Despite the vast amount of research on business model innovation, little is known about what decision-makers must consider while innovating access-based business models in the context of frontier markets. To address this research gap, we develop a comprehensive framework for access-based business mo...(Read Full Abstract)

All that glitters is not green: Creating trustworthy ecofriendly services at green hotels

While there is much emphasis on authentic green practices, there is rising concern about the common practice of "greenwashing" or unsubstantiated claims about good environmental policies. Consequently, tourism businesses need to provide tangible evidences to create trust in their green claims. This ...(Read Full Abstract)

An empirical analysis of audit pricing and auditor selection: evidence from India

  • Authors: Bhattacharya A., Banerjee P.
    Year: 2019 | IIM Indore
    Source: Managerial Auditing Journal
    DOI: 10.1108/MAJ-11-2018-2101

Purpose: This paper aims to examine various factors affecting the pricing of audit services and the selection of auditors in the Indian audit market. This paper also aims to investigate the impact of financial distress conditions on the audit pricing and auditor choice decisions of a firm, particula...(Read Full Abstract)

Analysis of Competitor Intelligence in the Era of Big Data: An Integrated System Using Text Summarization Based on Global Optimization

  • Authors: Chakraborti S., Dey S.
    Year: 2019 | IIM Indore
    Source: Business and Information Systems Engineering
    DOI: 10.1007/s12599-018-0562-0

Automatic text summarization can be applied to extract summaries from competitor intelligence (CI) corpora that organizations create by gathering textual data from the Internet. Such a representation of CI text is easier for managers to interpret and use for making decisions. This research investiga...(Read Full Abstract)

Are Marketers Egoists? A Typological Explication

  • Authors: Ramanathan J., Swain B.
    Year: 2019 | IIM Indore
    Source: Journal of Business Ethics
    DOI: 10.1007/s10551-017-3515-5

The purpose of this paper is to explicate the idea of egoism in the context of marketing. The idea of egoism is reviewed and contextualized into a framework for interpreting different marketer types. Marketers’ potential trade-offs with consumers and competitors are examined. Four types of marketers...(Read Full Abstract)

Are working capital decisions truly short-term in nature?

We investigate the extent of short-term flexibility in firms' working capital management decisions. Contrary to the firms' perceived ability to frequently modulate their working capital allocations, we find systematic and persistence differences in working capital allocations across and within indus...(Read Full Abstract)

Ask your doctor whether this product is right for you: a Bayesian joint model for patient drug requests and physician prescriptions

  • Authors: Pareek B., Liu Q., Ghosh P.
    Year: 2019 | IIM Indore
    Source: Journal of the Royal Statistical Society. Series A: Statistics in Society
    DOI: 10.1111/rssa.12365

The goal of this research is to study jointly physician prescription decisions and patient drug request behaviours. We have adopted a binary logit model and a multinomial logit model to study patient drug request data with excessive zero requests and a multinomial logit model to capture physician pr...(Read Full Abstract)