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Dr Pankaj Kumar

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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: 

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