Fuzzy R&D portfolio selection of interdependent projects R Bhattacharyya, P Kumar, S Kar Computers & Mathematics with Applications 62 (10), 3857-3870, 2011 | 170 | 2011 |
Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets J Behera, AK Pasayat, H Behera, P Kumar Engineering Applications of Artificial Intelligence 120, 105843, 2023 | 66 | 2023 |
An interval linear programming approach for portfolio selection model P Kumar, G Panda, UC Gupta International Journal of Operational Research (IJOR), 27 (1-2), 149 - 164, 2016 | 19 | 2016 |
Portfolio rebalancing model with transaction costs using interval optimization P Kumar, G Panda, UC Gupta Opsearch 52, 827-860, 2015 | 17 | 2015 |
Generalized quadratic programming problem with interval uncertainty P Kumar, G Panda, UC Gupta 2013 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE), 1-7, 2013 | 15 | 2013 |
Solid transportation problem with budget constraints under interval uncertain environments AK Bhurjee, P Kumar, SK Padhan International Journal of Process Management and Benchmarking 7 (2), 172-182, 2017 | 13 | 2017 |
An efficient solution of nonlinear enhanced interval optimization problems and its application to portfolio optimization P Kumar, AK Bhurjee Soft Computing 23, 5423–5436, 2021 | 12 | 2021 |
Solving nonlinear interval optimization problem using stochastic programming technique P Kumar, G Panda Opsearch 54, 752-765, 2017 | 12 | 2017 |
Multi-objective enhanced interval optimization problem P Kumar, AK Bhurjee Annals of Operations Research 311, 1035–1050, 2022 | 11 | 2022 |
Mean-value at risk portfolio selection problem using clustering technique : a case study SK Kumari, P Kumar, P J., S Surya, B A. K. AIP Conference Proceedings 2112, 020178, 2019 | 11 | 2019 |
Multi-objective non-linear solid transportation problem with fixed charge, budget constraints under uncertain environments S Haque, AK Bhurjee, P Kumar Systems Science & Control Engineering 10 (1), 899-909, 2022 | 8 | 2022 |
Multiobjective efficient portfolio selection with bounded parameters P Kumar, G Panda, UC Gupta Arabian Journal for Science and Engineering 43, 3311-3325, 2018 | 8 | 2018 |
Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters P Kumar, G Panda, UC Gupta Sādhanā 43, 1-16, 2018 | 6 | 2018 |
Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis P Kumar, J Behera, AK Bhurjee Opsearch 59 (1), 41-77, 2022 | 5 | 2022 |
Existence of the solutions of an interval linear complementarity problem and its application AK Bhurjee, P Kumar, S Panigrahi, G Panda American Institute of Physics Conference Series 2277 (1), 200001, 2020 | 5 | 2020 |
Optimal range of sharpe ratio of a portfolio model with interval parameters AK Bhurjee, P Kumar, G Panda Journal of Information and Optimization Sciences 36 (4), 367-384, 2015 | 4 | 2015 |
Multi-objective interval linear programming problem with the bounded solution P Kumar AIP Conference Proceedings 2277 (1), 2020 | 3 | 2020 |
Efficient portfolio for interval sharpe ratio model M Jana, P Kumar, G Panda Mathematics and Computing: ICMC, Haldia, India, January 2015, 59-77, 2015 | 3 | 2015 |
Efficient solutions for vector optimization problem on an extended interval vector space and its application to portfolio optimization BRB Sahu, AK Bhurjee, P Kumar Expert Systems with Applications 249, 123653, 2024 | 1 | 2024 |
Portfolio Rebalancing Model Utilizing Support Vector Machine for Optimal Asset Allocation BRB Sahu, P Kumar Arabian Journal for Science and Engineering, 1-27, 2024 | 1 | 2024 |