Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets. - Jyotirmayee Behera; Ajit Kumar Pasayat; Harekrushna Behera; Pankaj Kumar 002 (Eng. Appl. Artif. Intell., 2023)

Implementation of machine learning in ℓ ∞ -based sparse Sharpe ratio portfolio optimization: a case study on Indian stock market. - Jyotirmayee Behera; Pankaj Kumar 002 (Oper. Res., 2024)

An approach to portfolio optimization with time series forecasting algorithms and machine learning techniques. - Jyotirmayee Behera; Pankaj Kumar 002 (Appl. Soft Comput., 2025)