Dr. RAGHU NANDAN SENGUPTA

Department of Industrial and Management Engineering

Masters in Technology (M.Tech)
  1. Agrawal, Vijay Kumar: “Simulation Study for the Forecasting and the Estimation Problems for the Multiple Linear Regression Model Using Asymmetric Loss Functions and Adaptive Multistage Sampling Methodologies”: Area of work: “Estimation Problem of a Linear Parametric Function”; June 2004.

  2. Rokde, Manish: “Simulation Study for the Forecasting and the Estimation Problems for the Multiple Linear Regression Model Using Asymmetric Loss Functions and Adaptive Multistage Sampling Methodologies”: Area of work: “Forecasting Problem of a Dependent Variable”; June 2004.

  3. Chandra, Ashish: “Ranking of Software Companies for Campus Recruitment Using Fuzzy Analytical Hierarchy Process and Fuzzy Data Envelopment Analysis Methodologies”; May 2005.

  4. Kumar, Shashi: “Prediction of Stock Index Returns with Neural Networks and Genetic Algorithm”; May 2006.

  5. Sharma, Mayank: “Use of Artificial Neural Network and Change Point Detection for Foreign Exchange Prediction”; May 2006.

  6. Agarwal, Vipul: “Parametric Estimation for Generalized Exponential and Lognormal Distribution under Competing Risk Set up”, May 2007.

  7. Mishra, Deepak: “Heuristic Approach for Optimization of CVaR for Non Normal Asset Returns with Probabilistic Constraints”, May 2007.

  8. Singh, Rohit: “Artificial Immune System in Corporate Bankruptcy Prediction: A Novel Data Analysis Technique Inspired by Vertebrae Immune System”, June 2007.

  9. Seth, Rachit: “Reliability in Portfolio Optimization Using Uncertain Estimates”, May 2008.

  10. Agarwalla, Dinesh Kumar (co-guide): “Reliability Based Portfolio Optimization Considering Uncertainty in Parameter Estimates and Insight to the Use of Copulas”, May 2008.

  11. Agrawal, Kapil (co-guide): “Reliability Based Optimization Using Copula Theory”, May 2008.

  12. Gupta, Ekta (co-guide): “Applying Change Point Detection to Exchange Rate Forecasting with Genetically Optimized and Simulated Annealed Second Order Neural Networks”, June 2009.

  13. Bhandari, Vineeta (co-guide): “Portfolio Optimization considering Uncertainty of Parameter Estimates and Non-Normality of Asset Return using RBDO, EVT and Copula Theory”, June 2009.

  14. Sahoo, Siddharth (co-guide): “RBDO Problems for MVSK, CVaR and Asymmetric Loss Function”, May 2010.

  15. Srivastava, Sachin: “Estimation of Means and Regression Coefficients for Convex combination of SEL and LINEX Loss Functions”, June 2010.

  16. Kumar, Rakesh: “Robust Portfolio Optimization of Chance Constrained Problems considering Extreme Value Distribution”, June 2011.

  17. Agarwal, Anuj: “Reliability of a System for the step stress model considering Type-II censored data using Lindley and Maxwell Distribution”, July 2011.

  18. Kashiv, Harshit (co-guide): “Robust Portfolio Optimization of Quadratic Constrained Quadratic Optimization (QCQP) Problems considering Extreme Value Distributions ”, September 2012 (expected).