N. Selvaraju
Orcid: 0000-0002-7184-4193Affiliations:
- Indian Institute of Technology Guwahati, Department of Mathematics, India
According to our database1,
N. Selvaraju
authored at least 12 papers
between 2001 and 2025.
Collaborative distances:
Collaborative distances:
Timeline
Legend:
Book In proceedings Article PhD thesis Dataset OtherLinks
Online presence:
-
on orcid.org
On csauthors.net:
Bibliography
2025
Strategic behavior and social optimization in Markovian working vacation queues with delayed observations.
Oper. Res., June, 2025
Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach.
CoRR, May, 2025
Heteroscedastic ensemble deep random vector functional link neural network with multiple output layers for High Frequency Volatility Forecasting and Risk Assessment.
Neurocomputing, 2025
High frequency volatility forecasting and risk assessment using neural networks-based heteroscedasticity model.
Eng. Appl. Artif. Intell., 2025
2022
Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework.
OR Spectr., 2022
2019
Oper. Res. Lett., 2019
2016
Phase-Type Arrivals and Impatient Customers in Multiserver Queue with Multiple Working Vacations.
Adv. Oper. Res., 2016
2013
Comput. Ind. Eng., 2013
2012
Int. J. Math. Oper. Res., 2012
2006
Manuf. Serv. Oper. Manag., 2006
2002
2001
Oper. Res. Lett., 2001