My research interest involves the following topics:
Topics
Information Asymmetry, Credit Underwriting, Financial Risk, Behavioral Finance.
Econometrics and Computational Finance: Microeconometrics, Bayesian Analysis, High-Dimensional Problems, Machine Learning, Ensemble Learning, Deep Learning, Transformers, LLMs.
Computation Technology
Python, R
Publications
Kumar, Kamlesh, Banerjee, D.N., and Paul, A. (2025). A framework for measuring return on data investment (RODI)
Kumar, Kamlesh, Gupta, I., Majumdar, P., and Swarup, S. (2024). Investor sentiment in Indian e-commerce
Kumar, Kamlesh, and Gangopadhyay, S. (2024). Assessing the Role of skill in determining the outcome of a fantasy sports game
Kumar, Kamlesh, Banerjee, A.N., and Philip, D. (2021). Unaware of being unaware and financial non-participation
Kumar, Kamlesh, Engels, C., and Philip, D. (2019). Fraud Detection and Financial Literacy. ( link)
Kumar, Kamlesh, Banerjee, A.N., Hasan, I., and Philip, D. (2019). The power of a financially literate woman in intra-household financial decision-making
Kumar, Kamlesh, Banerjee, A.N., and Philip, D. (2019). Caste Based Discrimination and Its Effect on Financialization and Crime Reporting.
Kumar, Kamlesh, Banerjee, A.N., and Philip, D. (2019). Financial knowledge and financial awareness.
Kumar, Kamlesh, and Magnus, J.R. (2012). A characterization of Bayesian robustness for a normal location parameter. [Sankhya-B]
Kumar, Kamlesh, Einmahl, John H.J., and Magnus, J.R. (2011). On the Choice of Prior in Bayesian Model Averaging. [Working Paper]
Kumar, Kamlesh (2009). A better prior for the mean of an univariate normal likelihood with known variance and its applications. [ MPhil thesis],
Kumar, Kamlesh (2007). Is there a unit root in inflation? Evidence from univariate testing. [Master's thesis]