Confidence Interval Construction for Multivariate time series using Long Short Term Memory Network. - Aryan Bhambu; Arabin Kumar Dey (CoRR, 2022)

Dynamic Reinforced Ensemble using Bayesian Optimization for Stock Trading. - Arishi Orra; Aryan Bhambu; Himanshu Choudhary; Manoj Thakur (ICAIF, 2024)

Recurrent ensemble random vector functional link neural network for financial time series forecasting. - Aryan Bhambu; Ruobin Gao; Ponnuthurai Nagaratnam Suganthan (Appl. Soft Comput., 2024)

Some variation of COBRA in sequential learning setup. - Aryan Bhambu; Arabin Kumar Dey (CoRR, 2024)

High frequency volatility forecasting and risk assessment using neural networks-based heteroscedasticity model. - Aryan Bhambu; Koushik Bera; Selvaraju Natarajan; Ponnuthurai Nagaratnam Suganthan (Eng. Appl. Artif. Intell., 2025)

Heteroscedastic ensemble deep random vector functional link neural network with multiple output layers for High Frequency Volatility Forecasting and Risk Assessment. - Aryan Bhambu; Ponnuthurai Nagaratnam Suganthan; Selvaraju Natarajan (Neurocomputing, 2025)

Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach. - Arishi Orra; Aryan Bhambu; Himanshu Choudhary; Manoj Thakur; Selvaraju Natarajan (CoRR, 2025)