Exact transient solution of a state-dependent queue in discrete time. - P. R. Parthasarathy; N. Selvaraju 001 (Oper. Res. Lett., 2001)

Double-ended queues with impatience. - B. W. Conolly; P. R. Parthasarathy; N. Selvaraju 001 (Comput. Oper. Res., 2002)

Performance Evaluation and Stock Allocation in Capacitated Serial Supply Systems. - Diwakar Gupta; N. Selvaraju 001 (Manuf. Serv. Oper. Manag., 2006)

Growth Optimal Portfolio for unobservable Markov-modulated markets. - I. Venkat Appal Raju; N. Selvaraju 001 (Int. J. Math. Oper. Res., 2012)

Impatient customers in an M/M/1 queue with single and multiple working vacations. - N. Selvaraju 001; Cosmika Goswami (Comput. Ind. Eng., 2013)

Phase-Type Arrivals and Impatient Customers in Multiserver Queue with Multiple Working Vacations. - Cosmika Goswami; N. Selvaraju 001 (Adv. Oper. Res., 2016)

A note on a mean-lower partial moment CAPM without risk-free asset. - Dipankar Mondal; N. Selvaraju 001 (Oper. Res. Lett., 2019)

Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework. - Dipankar Mondal; N. Selvaraju 001 (OR Spectr., 2022)

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)

Strategic behavior and social optimization in Markovian working vacation queues with delayed observations. - Ramendra Singh Chauhan; N. Selvaraju 001 (Oper. Res., 2025)