关注
Pankaj Kumar
Pankaj Kumar
Department of Mathematics and Scientific Computing
在 nith.ac.in 的电子邮件经过验证
标题
引用次数
引用次数
年份
Fuzzy R&D portfolio selection of interdependent projects
R Bhattacharyya, P Kumar, S Kar
Computers & Mathematics with Applications 62 (10), 3857-3870, 2011
1702011
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
662023
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
192016
Portfolio rebalancing model with transaction costs using interval optimization
P Kumar, G Panda, UC Gupta
Opsearch 52, 827-860, 2015
172015
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
152013
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
132017
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
122021
Solving nonlinear interval optimization problem using stochastic programming technique
P Kumar, G Panda
Opsearch 54, 752-765, 2017
122017
Multi-objective enhanced interval optimization problem
P Kumar, AK Bhurjee
Annals of Operations Research 311, 1035–1050, 2022
112022
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
112019
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
82022
Multiobjective efficient portfolio selection with bounded parameters
P Kumar, G Panda, UC Gupta
Arabian Journal for Science and Engineering 43, 3311-3325, 2018
82018
Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters
P Kumar, G Panda, UC Gupta
Sādhanā 43, 1-16, 2018
62018
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
52022
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
52020
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
42015
Multi-objective interval linear programming problem with the bounded solution
P Kumar
AIP Conference Proceedings 2277 (1), 2020
32020
Efficient portfolio for interval sharpe ratio model
M Jana, P Kumar, G Panda
Mathematics and Computing: ICMC, Haldia, India, January 2015, 59-77, 2015
32015
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
12024
Portfolio Rebalancing Model Utilizing Support Vector Machine for Optimal Asset Allocation
BRB Sahu, P Kumar
Arabian Journal for Science and Engineering, 1-27, 2024
12024
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