Publications in Mathematical/Quantitative Finance:

• H. S. Bhat and N. Kumar (2015)
  Large-scale empirical tests of the Markov tree model.
  International Journal of Financial Studies, 3 (3), pp. 280-318.
  [journal]
• H. S. Bhat and D. Zaelit (2014)
  Forecasting retained earnings of privately held companies with PCA and L¹ regression.
  Applied Stochastic Models in Business and Industry, 30 (3), pp. 271-293.
  [pdf] [journal]
• H. S. Bhat and N. Kumar (2012)
  Option pricing under a normal mixture distribution derived from the Markov tree model.
  European Journal of Operational Research, 223 (3), pp. 762-774.
  [pdf] [journal]
• H. S. Bhat and D. Zaelit (2011)
  Predicting private company exits using qualitative data.
  Proc. 15th Pacific-Asia Conference on Knowledge Discovery and Data Mining (PAKDD2011), Shenzhen, China, May 2011.
  [pdf] [proceedings]
• H. S. Bhat and N. Kumar (2010)
  Markov tree options pricing.
  Proc. SIAM Conference on Mathematics in Industry (MI '09), San Francisco, CA, Oct. 2009, pp. 162-173.
  [pdf] [proceedings]