Anubha Goel

According to our database, Anubha Goel authored at least 14 papers between 2018 and 2026.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2026

Index tracking in financial markets: A comprehensive review of optimization, statistical, and data-driven modeling approaches.

Vrinda Dhingra, Amita Sharma, Anubha Goel

Knowl. Based Syst., 2026

Topological clustering of agents in information contagions: Application to financial markets.

Anubha Goel, Henri Hansen, Juho Kanniainen

Expert Syst. Appl., 2026

2025

Learning hidden cascades via classification.

Derrick Gilchrist Edward Manoharan, Anubha Goel, Alexandros Iosifidis, Henri Hansen, Juho Kanniainen

CoRR, May, 2025

2024

Time-Series Foundation Model for Value-at-Risk.

Anubha Goel, Puneet Pasricha, Juho Kanniainen

CoRR, 2024

Sparse Portfolio Selection via Topological Data Analysis based Clustering.

Anubha Goel, Damir Filipovic, Puneet Pasricha

CoRR, 2024

2023

Nanoscale Temperature Dependent Quantum-Effect Analytical Model of Short- Channel, Junction-Less, Double-Gate Stack (SC-JL-DG) MOSFET for Analog Applications at Higher Frequencies.

Prajvi Udar, Anubha Goel, R. S. Gupta

Microelectron. J., November, 2023

Quantum Effect Dependent Modelling of Short Channel Junctionless Double Gate Stack(SC-JL-DG) MOSFET for High Frequency Analog Applications.

Prajvi Udar, Anubha Goel, R. S. Gupta

Microelectron. J., April, 2023

Sparse Index Tracking via Topological Learning.

Anubha Goel, Puneet Pasricha, Juho Kanniainen

CoRR, 2023

2021

Robust Omega ratio optimization using regular vines.

Anubha Goel, Aparna Mehra

Optim. Lett., 2021

Deviation measure in second-order stochastic dominance with an application to enhanced indexing.

Anubha Goel, Amita Sharma

Int. Trans. Oper. Res., 2021

2020

Topological data analysis in investment decisions.

Anubha Goel, Puneet Pasricha, Aparna Mehra

Expert Syst. Appl., 2020

2019

Pricing vulnerable power exchange options in an intensity based framework.

Puneet Pasricha, Anubha Goel

J. Comput. Appl. Math., 2019

Robust optimization of mixed CVaR STARR ratio using copulas.

Anubha Goel, Amita Sharma, Aparna Mehra

J. Comput. Appl. Math., 2019

2018

Index tracking and enhanced indexing using mixed conditional value-at-risk.

Anubha Goel, Amita Sharma, Aparna Mehra

J. Comput. Appl. Math., 2018