Achla Marathe Associate Professor Virginia Bioinformatics Institute & Agricultural and Applied Economics Department Ph.D. 1994, University at Albany Phone: (540)231-9210 FAX: (540) 231-7417 E-mail: amarathe@vbi.vt.edu

Achla Marathe joined the Virginia Bioinformatics Institute and the Department of Agricultural and Applied Economics as an Associate Professor in January 2005. She received her BA (Honors) in Economics from Delhi University, India, and a PhD in Economics from the University at Albany.

Before joining Virginia Tech, she worked at Los Alamos National Laboratory for ten years, initially as a postdoctoral fellow and then as a technical staff member. At Los Alamos, Dr. Marathe worked on and led a number of projects in economics and data mining. Noteworthy projects included “Advanced Methods for Medicare Fraud, Waste, and Abuse Detection,” a data mining project that developed mechanisms for scoring medical claims based on the cumulative behaviors evidenced in the beneficiary and provider claim history, which was sponsored by the Health Care Financing Administration; “Marking to Market of Derivative Securities,” an Internal Revenue Service-sponsored project that aimed to develop a valuation system capable of handling a broad range of financial derivative securities; and the Department of Homeland Security’s National Infrastructure Simulation and Analysis Center (NISAC) program under which agent-based analysis tools were developed for simulating restructured electricity markets.

Prior to joining Los Alamos National Laboratory, Dr. Marathe consulted for International Finance Corporation, World Bank Group, where her work focused on emerging equity markets.

Current Projects

• SIGMA (Simulation of Generic Markets) - A web based modeling tool to study large commodity markets.
• Mechanism designs for resource and network constrained markets.
• Behavioral economics using human and computer agents.

Click here to view Dr. Marathe's Professional Vitae

Selected Publications:

L. Hadsell, A. Marathe, and H. Shawky, ``Estimating the Volatility of Wholesale Electricity Spot Prices in the U.S.'', The Energy Journal, 25(4), October 2004.

Pallab Mozumder and Achla Marathe, ``Implications of an Integrated Market for Tradable Renewable Energy Contracts'', Ecological Economics, vol 49, issue 3, pages 259-272, July 2004.

C. Barrett, D. Cook, V. Faber, G. Hicks, A. Marathe, M. Marathe, A. Srinivasan, Y. J. Sussmann, and H. Thornquist, ``Experimental Analysis of Algorithms for Bilateral-Contract Clearing Mechanisms Arising in Deregulated Power Industry'', Journal of Graph Algorithms and Applications, Volume 7(1) 2003, pages 3-31.

Sang Jun, Achla Marathe, Hany Shawky, ``Liquidity and Emerging Markets Returns'', Emerging Market Review, vol 4, issue 1, March 2003, pages 1-24.

H. Shawky, A. Marathe, and C. Barrett, ``Estimating the Relationship Between Electricity Futures and Spot Prices in the U.S", Journal of Futures Market, 23(10), 2003, pages 931-955.

I. Arciniegas, C. Barrett, and A. Marathe, ``Assessing the Efficiency of U.S. Electricity Markets'', Utilities Policy, 11(2) June 2003, pages 75-86.

Achla Marathe and Hany Shawky, ``Categorizing Mutual Funds using Clusters'', Advances in Quantitative Analysis of Finance and Accounting, vol.7, 1999, pages 199-211.

Achla Marathe and Edward Renshaw, ``Stock Market Bubbles - Some Historical Perspective'', The Journal of Investing, vol. 4, No. 4, winter 1995, pages 63-73.

K. Atkins, C. Barrett, C. Homan, A. Marathe, M. Marathe, and S. Thite, ``Marketecture: A Simulation-Based Framework for Studying Experimental Deregulated Power Markets'', Los Alamos Technical Report, LA-UR-04-2032, 2004.