Soudeep Deb

Research

Overview:

Primarily, I work on different aspects of time series and spatial data. Often, the theory and methods I work on are inspired from real life problems from different disciplines, ranging from climate to public health to finance to social sciences. Following are broadly the topics I have been working on.

  • Spatio-temporal modeling
  • Quantile regression in time series and spatial data
  • Categorical and discrete time series data
  • Clustering and classification methods
  • Bayesian implementation of time series methods
  • Application of statistics in sports, especially soccer

Consulting work

With my expertise and experiences in working with real life datasets, I am interested in providing consulting services to relevant industries. I have been doing this in different capacities for a few organizations, as listed below.

  • Smart City Mission, Ministry of Housing & Urban Affairs, India: As part of the SAAR-Sameeksha series, we are focusing on three smart cities to understand whether the introduction of smart classrooms has improved the quality of education, especially in terms of reducing dropout rates for poor children.

  • DBS Bank, Singapore: This work is related to a three-step methodology utilized by the client for understanding the value of data in banking industry. We reviewed their method and provided theoretical as well as empirical understanding of the efficacy of the currently used methodology. It was followed up with necessary modifications and suggestions.

  • Real Estate Research Initiative (IIMB-RERI), Bengaluru, India: It is an ongoing collaborative venture. We worked on a spatial modelling technique to create a commercial rental index that can be used for understanding the dynamics of rental properties in various cities of India.

  • SportsKPI, Bengaluru, India: Kabaddi is a popular sport in India, with a cash-rich national league system played across various cities. The client deals with multiple aspects of the league for several teams. In this collaborative work, we developed a method for appropriate valuation of a Kabaddi player and how it can be used in building strategies, both during auction stage and the matches.

Grants

Details of the research grants I have received so far are listed below:

  • Research travel grant from London Mathematical Society, under Scheme 5 ‘Collaborations with Developing Countries’ Grant, for a collaborative project with [Dr. Rishideep Roy] from the University of Essex. The amount is GBP 2200, for a research trip in December 2024.

  • Research Seed Grant from IIM Bangalore for the project titled “Nonparametric methods of structural break detection in time series”. The amount is INR 300,000 for 18 months (July 2024 to December 2025).

  • India-Israel Joint Research Cooperation (IIJRC) Grant, 10th CFP-2023, offered jointly by Department of Science & Technology, India, and Ministry of Innovation, Science & Technology, Israel. This project is in collaboration with Prof. Itai Dattner, from University of Haifa, Israel. The topic of the project is “Hybrid-AI Quantile Regression Combining Nonparametric Statistical Methods and Physics-Informed Neural Networks for Analysing Spatio-temporal Climate Data”. The amount is approximately INR 1.6 million for two years, starting from 2024.

  • Research Seed Grant from IIM Bangalore for the project titled “New techniques to analyze categorical and discrete time series data”. The amount is INR 300,000 for two years (August 2021 to December 2023).

  • Young Faculty Research Grant from IIM Bangalore. The amount is INR 900,000 for three years (March 2020 to February 2023).

Doctoral Students

Following students have successfully completed their PhD under my supervision.

  • Anchal Soni: Defended in February 2023, from Indian Institute of Management Bangalore. Ms Soni’s thesis was on “Methods of analyzing structural breaks in multivariate time series: Applications to financial data”. Post PhD, she joined WNS Global Services as Senior Consultant, F&A capability.

  • Siddharth Rawat: Defended in May 2023, from Indian Institute of Management Bangalore. Mr Rawat’s thesis was titled “Spatio-temporal models in epidemiology and climate change”. Post PhD, he joined the Biostatistics & Computational Biology Branch, at NIEHS, NC, USA, as a postdoctoral fellow.

Currently, the following students are advised by me in different capacities.

  • (Thesis advisor of) Kapil Gupta: Fourth year doctoral student, Indian Institute of Management Bangalore. Mr Gupta has been working on his thesis which is focused on analyzing house price dynamics in India. He has also worked with me on papers related to sports analytics and variable selection methods. Expected to graduate by the summer of 2025.

  • (Thesis co-advisor of) Archi Roy: Fourth year student in an integrated MS-PhD program, Indian Institute of Science Education and Research Pune. Ms Roy is jointly advised by me and Dr Moumanti Podder; and is working on novel methodologies to understand the dynamics of financial markets. Expected to graduate by the summer of 2024.

  • (Thesis advisor of) Kunal Rai: Third year doctoral student, Indian Institute of Management Bangalore. Mr Rai’s tentative thesis revolves around nonparametric methods and physics-informed neural networks for quantile regression problems in time series and spatio-temporal data. Expected to graduate by the summer of 2026.

  • (Thesis co-advisor of) Chinmay Divekar: Third year doctoral student, Indian Institute of Management Bangalore. Jointly with Dr Rishideep Roy from the University of Essex, I am advising Mr Divekar on his thesis, that is focused on a combination of interesting methodological and theoretical problems related to sports analytics.

  • (Doctoral committee member of) Sajad S Santhosh: Advanced doctoral student, Indian Institute of Management Bangalore.

  • (Doctoral committee member of) Mareeswaran M: Fourth year doctoral student, Indian Institute of Management Bangalore.

  • (Doctoral committee member of) Sabhya Rai: Third year doctoral student, Indian Institute of Management Bangalore.

Below is a list of students who are currently working on various projets in collaboration with me.

  • Subhrajyoty Roy: Currently a doctoral student at Indian Statistical Institute Kolkata.
  • Amrutha Seshagiri: Currently a doctoral student at Indian Institute of Management Bangalore.
  • Shagun Srivastava: Currently a doctoral student in Indian Institute of Management Bangalore.
  • Satyaki Basu Sarbadhikary: Currently a research associate in Indian Institute of Management Bangalore.
  • Anitha Pathlavath: Currently a research associate in Indian Institute of Management Bangalore.
  • Meghana Krishna: Currently a research associate in Indian Institute of Management Bangalore.
  • Shreyash Surendrarao Deshmukh: Currently a doctoral student at Indian Institute of Management Kozhikode.
  • Kingsuk Jana: Currently an Academic Associate in Indian Institute of Management Bangalore.
  • Sreeranjini TM: Currently an Academic Associate in Indian Institute of Management Bangalore.
  • Deepam Saha: Currently a student at Indian Statistical Institute Kolkata.
  • Shubhayan Pan: Currently a student at Indian Statistical Institute Kolkata.
  • Saikat Sengupta: Currently a student at Indian Statistical Institute Kolkata.
  • Archisman Mukherjee: Currently a student at Indian Statistical Institute Kolkata.

A few other notable research assistants, who contributed substantially to my research projects in the past years, are listed below.

  • Anagh Chattopadhyay: Worked during 2021-23, later joined doctoral program at Johns Hopkins University.
  • Arisina Banerjee: Worked during 2021-23, later joined doctoral program at Cornell University.
  • Arunav Bhowmick: Worked during 2023-24, while a student at Indian Statistical Institute Kolkata.
  • Pranav Krishna: Worked during 2022-23, later joined M.S. program at École polytechnique fédérale de Lausanne, Switzerland.
  • Ananyapam De: Worked during 2022-24, while pursuing MS in Indian Institute of Science Education & Research, Kolkata.
  • Manit Paul: Worked during 2021-22, later joined doctoral program at University of Pennsylvania.
  • Souvik Bag: Worked during 2021-22, later joined doctoral program at University of Missouri.
  • Anirban Nath: Worked during 2021-22, later joined doctoral program at Columbia University.
  • Shubhajit Sen: Worked during 2020-21, later joined doctoral program at North Carolina State University.
  • Siddhant Nahata: Worked during 2020-22, later joined McKinsey & Co as Business Analyst.
  • Divya Chakarwarti: Worked during 2020-22, later joined Google as Software Engineer.