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Prof. dr. B.D. (Drona) Kandhai

Faculteit der Natuurwetenschappen, Wiskunde en Informatica
Informatics Institute

  • Science Park 900
  • Postbus 94323
    1090 GH Amsterdam
  • Publicaties


    • Boersma, M., Wolsink, J., Sourabh, S., Hoogduin, L. A., & Kandhai, D. (2023). Measure cross-sectoral structural similarities from financial networks. Scientific Reports, 13(1), Article 7124. https://doi.org/10.1038/s41598-023-34034-w
    • Hoencamp, J., Jain, S., & Kandhai, D. (2023). A Semi-Static Replication Method for Bermudan Swaptions under an Affine Multi-Factor Model. Risks, 11(10), Article 168. https://doi.org/10.3390/risks11100168




    • Anagnostou, I., & Kandhai, D. (2019). Risk Factor Evolution for Counterparty Credit Risk under a Hidden Markov Model. Risks, 7(2), Article 66. https://doi.org/10.3390/risks7020066 [details]
    • Moysiadis, G., Anagnostou, I., & Kandhai, D. (2019). Calibrating the Mean-Reversion Parameter in the Hull-White Model Using Neural Networks. In C. Alzate, & A. Monreale (Eds.), ECML PKDD 2018 Workshops: MIDAS 2018 and PAP 2018, Dublin, Ireland, September 10-14, 2018 : proceedings (pp. 23-36). (Lecture Notes in Computer Science; Vol. 11054), (Lecture Notes in Artificial Intelligence). Springer. https://doi.org/10.1007/978-3-030-13463-1_2 [details]







    • Qiu, G., Kandhai, D., Johnson, N. F., & Sloot, P. M. A. (2012). Understanding complex dynamics in derivatives finance: why do options markets smile? Advances in Complex Systems, 15(5), Article 1250050. https://doi.org/10.1142/S0219525912500506 [details]




    • Kromkamp, J., van den Ende, D., Kandhai, B. D., Sman, R. G. M., & Boom, R. M. (2006). Lattice Boltzmann simulation of 2D and 3D non-Brownian suspensions in Couette flow. Chemical Engineering Science, 61, 858-873. https://doi.org/10.1016/j.ces.2005.08.011 [details]


    • Kromkamp, J., van den Ende, D., Kandhai, B. D., Sman, R. G. M., & Boom, R. M. (2005). Shear-induced self-diffusion and microstructure in non-Brownian suspensions at non-zero Reynolds numbers. Journal of Fluid Mechanics, 529, 253-278. https://doi.org/10.1017/S0022112005003551 [details]
    • Rohde, M., Kandhai, B. D., & den Akker, H. E. A. V. (2005). A generic, mass conservative local grid refinement technique for lattice-Boltzmann schemes. International Journal for Numerical Methods in Fluids, 51, 439-468. https://doi.org/10.1002/fld.1140


    • Artoli, A. M. M., Kandhai, D., Hoefsloot, H. C. J., Hoekstra, A. G., & Sloot, P. M. A. (2004). Lattice BGK simulations of flow in a symmetric bifurcation. Future Generation Computer Systems, 20(6), 909-916. https://doi.org/10.1016/j.future.2003.12.002 [details]
    • Hlushkou, D., Kandhai, B. D., Seidel-Morgenstern, A., & Tallarek, U. (2004). Coupled lattice-Boltzmann method and finite-difference simulations of electroosmosis in microfluidic channels. International Journal for Numerical Methods in Fluids, 507-532. http://www3.interscience.wiley.com/cgi-bin/fulltext/112210359/PDFSTART
    • van Wageningen, W. F. C., Kandhai, B. D., Mudde, R. F., & van den Akker, H. E. A. (2004). Dynamic flow in a Kenics static mixer: An assessment of various CFD methods. AIChE Journal, 50, 1684-1696. https://doi.org/10.1002/aic.10178


    • Artoli, A. M. M., Kandhai, B. D., Hoefsloot, H. C. J., Hoekstra, A. G., & Sloot, P. M. A. (2003). Lattice Boltzmann, a robust and accurate solver for interactive computational hemodynamics. In P. M. A. Sloot, D. Abrahamson, A. V. Bagdanov, J. J. Dongarra, A. Y. Zomaya, & Y. E. Gorbachev (Eds.), Computational Science - ICCS 2003 (Vol. 2657, pp. 1034-1043). Melbourne, Australia and St. Petersburg, Russia: Springer Verlag. [details]
    • Kandhai, B. D., Derksen, J. J., & den Akker, H. E. A. V. (2003). Interphase drag coefficients in gas-solid flows. AIChE Journal, 49, 1060-1065. https://doi.org/10.1002/aic.690490423
    • Rohde, M., Kandhai, B. D., Derksen, J. J., & den Akker, H. E. A. V. (2003). Improved bounce-back methods for no-slip walls in lattice-Boltzmann schemes: Theory and simulations. Physical Review E, 67, 066703.


    • Kandhai, B. D., Hlushkou, D., Hoekstra, A. G., Sloot, P. M. A., van As, H., & Tallarek, U. (2002). Influence of Stagnant Zones on Transient and Asymptotic Dispersion in Macroscopically Homogeneous Porous Media. Physical Review Letters, 88(23), 1-4. [details]
    • Kandhai, B. D., Tallarek, U., Hlushkou, D., Hoekstra, A., Sloot, P. M. A., & Van As, H. (2002). Numerical simulation and measurement of liquid hold-up in biporous media containing discrete stagnant zones. Philosophical Transactions of the Royal Society A - Mathematical, Physical and Engineering Sciences, 360(1792), 521-534. https://doi.org/10.1098/rsta.2001.0952 [details]


    • Artoli, A. M. M., Kandhai, B. D., Hoefsloot, H. G., Hoekstra, A. G., & Sloot, P. M. A. (2001). Shear Stress in Lattice Boltzmann Simulations. In F. Hossfeld, & K. Binder (Eds.), Europhysics Conference on Computational Physics in series Publication Series of the John von Neumann Institute for computing (Vol. 8, pp. A127) [details]
    • Kandhai, B. D., Koponen, A., Hoekstra, A. G., & Sloot, P. M. A. (2001). Iterative momentum relaxation for fast lattice-Boltzmann Simulations. Future Generation Computer Systems, 18(1), 89-96. https://doi.org/10.1016/S0167-739X(00)00078-9 [details]
    • Weerts, A. H., Kandhai, B. D., Bouten, W., & Sloot, P. M. A. (2001). Tortuosity of an Unsaturated Sandy Soil Estimated using Gas diffusion and Bulk Soil Electrical Conductivity: Comparing analogy-based Models and Lattice-Boltzmann Simulatons. Soil Science Society of America Journal, 65(6), 1577-1584. https://doi.org/10.2136/sssaj2001.1577 [details]


    • Bal, H., Bhoedjang, R., Hofman, R., Jacobs, C., Kielmann, T., Maassen, J., van Nieuwpoort, R., Romein, J., Renambot, L., Rühl, T., Veldema, R., Verstoep, K., Baggio, A., Ballintijn, G., Kuz, I., Pierre, G., van Steen, M., Tanenbaum, A., Doornbos, G., ... van der Steen, A. (2000). The Distributed ASCI supercomputer project. Operating Systems Review, 34(4), 76-96. https://doi.org/10.1145/506106.506115 [details]
    • Claque, D. S., Kandhai, B. D., Zhang, R., & Sloot, P. M. A. (2000). On the Hydraulic Permeability of (Un)Bounded Fibrous Media Using the Lattice-Boltzmann Method. Physical Review E, 61(1), 616-625. https://doi.org/10.1103/PhysRevE.61.616 [details]
    • Kandhai, B. D., Soll, W., Chen, S., Hoekstra, A. G., & Sloot, P. M. A. (2000). Finite-Difference Lattice-BGK Methods on Nested Grids. Computer Physics Communications, 129, 100-109. https://doi.org/10.1016/S0010-4655(00)00097-7 [details]


    • Sourabh, S. (Author), Hofer, M. (Author), & Kandhai, D. (Author). (2020). Quantifying systemic risk using Bayesian networks. Web publication or website, Risk.net. Advance online publication. https://www.risk.net/7462701 [details]


    • Artoli, A. M. M., Kandhai, B. D., Hoefsloot, H. C. J., Hoekstra, A. G., & Sloot, P. M. A. (2003). Lattice Boltzmann: a robust and accurate solver for interactive computational hymodynamics. Lecture Notes in Computer Science, 1034-1043. [details]


    • Boersma, M. (2024). Complex networks in audit: A data-driven modelling approach. [Thesis, fully internal, Universiteit van Amsterdam]. [details]


    • Anagnostou, I. (2020). Risk management in trading activities through the lens of complex systems theory. [Thesis, fully internal, Universiteit van Amsterdam]. [details]


    • de Graaf, C. S. L. (2016). Efficient PDE based numerical estimation of credit and liquidity risk measures for realistic derivative portfolios. [Thesis, fully internal, Universiteit van Amsterdam]. [details]
    This list of publications is extracted from the UvA-Current Research Information System. Questions? Ask the library or the Pure staff of your faculty / institute. Log in to Pure to edit your publications. Log in to Personal Page Publication Selection tool to manage the visibility of your publications on this list.
  • Nevenwerkzaamheden
    • ING Bank, Financial Markets
      Hoofd Quantitative Analytics - NL Branche