Research Department:
Research Faculty Profile Image:
Education:
Ph.D
Designation:
Research Assistant Professor
About:
Educational Details:
- Ph.D in Optimizations Method in Finance, IIT Kharagpur, 2016
- M.Tech in Operations Research, NIT Durgapur, 2010
- M.Sc in Mathematics, RU Ranchi, 2007
Academic Experience:
- Visiting faculty, Linear Algebra and computation Statistic, Institute for Financial Institute of Management and research , Dec 2016 to Jan 2017..
Achievements and Awards:
- DST Travel Grant
- Institute Travel Grant Two times
- Third Position in first class at MTech Level
Weight:
7
Research Interests:
- Optimization
- Interval Optimization
- Portfolio optimization
Publications:
International Journal
- With G. Panda, “Solving Nonlinear Interval Optimization Problem Using Stochastic Programming Technique” Opsearch, 2017.
- With A. K. Bhurjee and S. Pradhan, “Solid transportation problem with budget constraints under interval uncertain environment”. International Journal of Process Management and Benchmarking. 7(2), 2017.
- With G. Panda and U. C. Gupta, “An interval linear programming approach for portfolio selection model” International Journal of Operational Research. 27(1/2), 2016.
- With G. Panda, U. C. Gupta, “Portfolio rebalancing model with transaction costs using interval optimization”. Opsearch, 52(4), 2015
- With A. K. Bhurjee and G. Panda, “Optimal range of Sharpe ratio of a portfolio model with interval parameters”. Journal of Information and Optimization Sciences, 36(4), 2015.
- With R. Bhattacharyya, S. Kar and S. Sarkar (Mondal), “Portfolio selection of interdependent R&D projects”. Indian Journal of Industrial and Applied Mathematics, 3(1), 2012
- With R. Bhattacharyya, and S. Kar, “Fuzzy R&D portfolio selection of interdependent projects”. Computers and Mathematics with Applications, 62(10), 2011.
International Conferences Publication
- P. Kumar, G. Panda, U. C. Gupta, “Generalized quadratic programming problem with interval uncertainty”. Fuzzy Systems (FUZZ), 2013 IEEE International Conference on, vol., no., pp.1-7, 7-10 July 2013.
- M.Jana, P. Kumar, and G. Panda. "Efficient Portfolio for Interval Sharpe Ratio Model". Mathematics and Computing: ICMC, Haldia, India, January 2015, 139, 59.
Papers Presented:
- Presented paper in the `` International Conference on Optimization and Its Applications", Feb 16-18, 2010, Banaras Hindu University, Varanasi-221005, U.P., India.
- Attended in the National Workshop on ” Advance in computational Optimization and Applications" organized by the Department of Mathematics, National Institute of Technology, Durgapur, India during November 08-12, 2010.
- Attended in the CARISMA-IIM Calcutta Workshop on `` Optimization methods and Risk Analysis: Applications in Finance" organized by the Indian institute of Management, Calcutta at Kolkata, India during April 06-09, 2011.
- Attended in the `` Workshop on Mathematical Finance" organized by the Indian institute of Technology, Guwahati, India during October 29 - November 03, 2012
- Presented paper in the `` 2013 IEEE International Conference on Fuzzy Systems (FUZZ-IEEE 2013)", July 7-10, 2013, Hyderabad, India.
- Presented paper in the International Conference on Facets of Uncertainties and Applications (ICFUA-2013)", December 05-07, 2013, Kolkata, India.
- Presented paper in the National Seminar on ``Challenges in Mathematical Sciences-2014", February 08-09, 2014, Central university Jharkhand, Ranchi.
- Presented paper in the 20th Conference of the International Federation of Opera-tional Research Societies (IFORS2014)", July, 13-18, 2014, Barcelona, Spain.
- Attended in the `` International Summer and Winter School on Portfolio Optimization}", May 19-30, 2014, Indian institute of Technology Kharagpur, India.
- Attended Publishing Connect Workshop by Elsevier, IIT Kharagpur, India, 2013.
- Attended ``Author Workshop" jointly organized by Springer and Indian Institute of Technology Kharagpur, India on February 12, 2014.
- Attended the ``International Symposium in Honor of Dr. A. Ravi Ravindran" organized Indian Institute of Science, Bangalore, India during March 12th -13th, 2015.
Working Papers:
- P. Kumar, G. Panda, U. C. Gupta, ``A linear stochastic programming technique for portfolio selection problem " 2016.
- P. Kumar, A. K. Bhurjee, G. Panda, ``Efficient Solution of Enhanced Interval Optimization Problem" 2016.
Work in Progress:
- With, A. K. Bhurjee, G. Panda, ``Paper review on InInterval optimization 2017.
Opportunities & Contact:
Email ID: pankajkumar.a@ktr.srmuniv.ac.in