N. Selvaraju

Orcid: 0000-0002-7184-4193

Affiliations:
  • 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:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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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
A note on a mean-lower partial moment CAPM without risk-free asset.
Oper. Res. Lett., 2019

2016
Phase-Type Arrivals and Impatient Customers in Multiserver Queue with Multiple Working Vacations.
Adv. Oper. Res., 2016

2013
Impatient customers in an M/M/1 queue with single and multiple working vacations.
Comput. Ind. Eng., 2013

2012
Growth Optimal Portfolio for unobservable Markov-modulated markets.
Int. J. Math. Oper. Res., 2012

2006
Performance Evaluation and Stock Allocation in Capacitated Serial Supply Systems.
Manuf. Serv. Oper. Manag., 2006

2002
Double-ended queues with impatience.
Comput. Oper. Res., 2002

2001
Exact transient solution of a state-dependent queue in discrete time.
Oper. Res. Lett., 2001


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