Optimal portfolio trading subject to stochastic dominance constraints under second‐order autoregressive price dynamics A Singh, S Dharmaraja International Transactions in Operational Research 27 (3), 1771-1803, 2020 | 7 | 2020 |
A portfolio optimisation model for credit risky bonds with Markov model credit rating dynamics A Singh, S Dharmaraja International Journal of Financial Markets and Derivatives 6 (2), 102-119, 2017 | 7 | 2017 |
Forecasting reliability using non-linear autoregressive external input (NARX) neural network C Riverol, N Hosein, A Singh Life Cycle Reliability and Safety Engineering 8, 165-174, 2019 | 2 | 2019 |
Mean–variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics A Singh, D Selvamuthu Mathematical Methods of Operations Research 86, 29-69, 2017 | 1 | 2017 |
Optimal trading strategy under linear-percentage temporary impact price dynamics with conditional value-at-risk as timing risk measure A Singh, S Dharmaraja International Journal of Decision Support Systems 2 (1-3), 13-37, 2016 | 1 | 2016 |
Optimal portfolio execution under cointegrated vector autoregressive systems A Singh Optimization 66 (11), 1931-1951, 2017 | | 2017 |
Optimal trading strategies under different execution price models A Singh | | 2017 |
Xelon-Video-Creation-TestReport_V1. 1-13-May-2016. docx A Singh | | 2016 |
Xelon-Video-Creation_Consolidated Test Execution Report_V1. 0-13-May-2016. xlsx A Singh | | 2016 |
Xelon_Video_Creation-Validation_TestCasesReport_v1. 0_13-May-2016. xlsx A Singh | | 2016 |
Xelon-Video-Creation-TestReport_V1. 1-07-March-2016. docx A Singh | | 2016 |
Xelon-Video-Creation_Test Execution Report_V1. 1_07-Mar-2016. xlsx A Singh | | 2016 |
Xelon-Video-Creation_Test Execution Report_V1. 1_18-Feb-2016. xlsx A Singh | | 2016 |
Xelon-Video-Creation-TestReport_V1. 0-18-Feb-2016. docx A Singh | | 2016 |
Xelon-Video-Creation-Test_Plan_Document-V1. 0-12-Feb-2016. doc A Singh | | 2016 |