Research & Projects

• Nonparametric statistics for time series and multivariate data

• Physics-informed machine learning

• Multivariate quantile estimation

• Multiperiod forecasting strategies

• Data imputation techniques

• Quantum computing in statistical analysis

• Statistical urban modeling

• Rai, K., Roy, A., Dattner, I., & Deb, S. (2026). A nonparametric approach to

understand multivariate quantile dynamics in financial time series. arXiv preprint

arXiv:2603.16400. (Submitted to Journal of Econometrics) [Link]

• Rai, K., Anand, A., & Deb, S. (2026). Multiperiod volatility forecasting with

optimization-based model selection: Evidence from NIFTY-50 Banks. Available at

SSRN. (Submitted to IIMB Management Review) [Link]

• Physics-informed neural networks for stochastic regression in climatic time series

• Hybrid PINN–spline framework for imputation and conditional estimation in temperature dynamics

• Spatiotemporal traffic forecasting using wavelet-based attention and physics-informed learning

• Quantile-driven clustering for multivariate data

• Multiperiod forecasting strategies: A survey

• Multivariate quantiles: A survey