Research

The research I have been engaged with over more than 30 years has spanned physics, engineering, financial markets trading, medicine and healthcare (sports, public health, wellness, toxins). Some of the published research and some working papers are listed below.

FINANCIAL MARKETS

  • High Frequency Pairs Trading with U.S. Treasury Securities: Risks and Rewards for Hedge Funds [click]
  • The Price of Future Liquidity: Time-Varying Liquidity in the U.S. Treasury Market [click]
  • Estimates of the Continuous Time Cox-Ingersoll-Ross Term Structure Model: Further Results for the UK Gilt-Edged Market [click]
  • Interdealer Trading in the UK Government Bond Market [click]
  • Do Price Limits Behave Like Magnets? [click]
  • Are Price Limits Always Bad? [click]

PUBLIC HEALTH

  • Infodemic within a Pandemic – The Case of COVID-19 and Urban India [click]
  • Mid-Epidemic Case Fatality Rate – The Case of COVID-19: Reducing the Impact of Wrong Risk Perception [click]
  • Pollution and Weather Trade-offs for Endurance Events [click]

WELLNESS

  • Reversal of Comorbidities through Lifestyle – A Case of the Copper-Zinc Ratio and Diabetes Reversal [soon]

MEDICINE

  • Spontaneous Ovarian Hyperstimulation Syndrome: Looking Beyond the Ovary [click]
  • Pregnancy rates from transfer of embryos cryopreserved on day 5 versus day 3 with post-thaw culture [soon]

SPORTS

  • The PTG Pacing Model [click]