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Subhasis Dasgupta

Subhasis Dasgupta contributes to research discovery and scholarly infrastructure.

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Published work

4 published item(s)

preprint2026arXiv

Toward World Modeling of Physiological Signals with Chaos-Theoretic Balancing and Latent Dynamics

Physiological time series signals reflect complex, multi-scale dynamical processes of the human body. Existing modeling studies focus on static tasks such as classification, event forecasting, or short-horizon next step prediction, while long-horizon signal-level forecasting and predictive nature of physiological signals remain underexplored. We introduce NormWear-2, a world model that encodes both multivariate physiological signals and clinical intervention variables into a shared latent space and models their joint temporal evolution as a dynamical system. Our approach combines inference from prior pre-trained knowledge (intuition) with instant non-parametric latent state transition adaptation (insight), enabling coherent forecasting across multiple temporal scales, conditioned on heterogeneous clinical interventions. During the pretraining phase, we find that chaos-theoretic balancing of dynamical regime diversity yields more robust representations, with a smaller balanced corpus outperforming one twice its size and capturing bifurcation regimes. We evaluate the world model performance across diverse real-world physiological datasets spanning heterogeneous temporal resolutions and intervention regimes, covering daily life, point-of-care, and clinical settings, including fitness planning, hemodialysis, diabetes management, and surgical monitoring. These evaluation datasets comprise records from 8,026 subjects, spanning study durations from 3.2 hours for high-resolution signal data to 2.3 years for longitudinal clinical biomarker tracking. NormWear-2 achieves the best overall forecasting performance across time, frequency, and latent representation domains, with significant improvements over state-of-the-art time series foundation models, while maintaining competitive downstream representation quality, providing a step toward general-purpose world models for physiological signals.

preprint2022arXiv

AWESOME: Empowering Scalable Data Science on Social Media Data with an Optimized Tri-Store Data System

Modern data science applications increasingly use heterogeneous data sources and analytics. This has led to growing interest in polystore systems, especially analytical polystores. In this work, we focus on emerging multi-data model analytics workloads over social media data that fluidly straddle relational, graph, and text analytics. Instead of a generic polystore, we build a "tri-store" system that is more aware of the underlying data models to better optimize execution to improve scalability and runtime efficiency. We name our system AWESOME (Analytics WorkbEnch for SOcial MEdia). It features a powerful domain-specific language named ADIL. ADIL builds on top of underlying query engines (e.g., SQL and Cypher) and features native data types for succinctly specifying cross-engine queries and NLP operations, as well as automatic in-memory and query optimizations. Using real-world tri-model analytical workloads and datasets, we empirically demonstrate the functionalities of AWESOME for scalable data science over social media data and evaluate its efficiency.

preprint2021arXiv

A Query-Driven System for Discovering Interesting Subgraphs in Social Media

Social media data are often modeled as heterogeneous graphs with multiple types of nodes and edges. We present a discovery algorithm that first chooses a "background" graph based on a user's analytical interest and then automatically discovers subgraphs that are structurally and content-wise distinctly different from the background graph. The technique combines the notion of a \texttt{group-by} operation on a graph and the notion of subjective interestingness, resulting in an automated discovery of interesting subgraphs. Our experiments on a socio-political database show the effectiveness of our technique.

preprint2021arXiv

Robust Analysis of Stock Price Time Series Using CNN and LSTM-Based Deep Learning Models

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal propositions in the literature demonstrating accurate modeling of the predictive systems that can enable us to predict stock prices with a very high level of accuracy. In this paper, we present a suite of deep learning-based regression models that yields a very high level of accuracy in stock price prediction. To build our predictive models, we use the historical stock price data of a well-known company listed in the National Stock Exchange (NSE) of India during the period December 31, 2012 to January 9, 2015. The stock prices are recorded at five minutes intervals of time during each working day in a week. Using these extremely granular stock price data, we build four convolutional neural network (CNN) and five long- and short-term memory (LSTM)-based deep learning models for accurate forecasting of the future stock prices. We provide detailed results on the forecasting accuracies of all our proposed models based on their execution time and their root mean square error (RMSE) values.