Dr. RAGHU NANDAN SENGUPTA

Department of Industrial and Management Engineering

Work in Progress and Publications Under Review
  1. Reliability in Portfolio Optimization using Uncertain Estimates: Rachit Seth, Raghu Nandan Sengupta and Peter Winker; OMEGA (Under 1st stage of re-work after 1st review).

  2. Effect of Forecasting Model and Stochastic Lead Time on the Performance of a Serial Supply Chain: Sunil Agarwal , Raghu Nandan Sengupta and Kripa Shanker; JOURNAL OF OPERATIONS RSEARCH SOCIETY (Under 1st stage of re-work after 1st review).

  3. Robust and Reliable Portfolio Optimization Formulation of Chance Constrained Problem. Raghu Nandan Sengupta and Rakesh Kumar; (Submitted to European Journal of Operational Research).

  4. Time Series Analysis of Seasonal Demand in a Supply Chain: Sunil Agarwal, Kripa Shanker and Raghu Nandan Sengupta; Under preparation.

  5. Multi-Objective Portfolio Modelling using Reliability Based Design Optimization: Raghu Nandan Sengupta and Siddharth Sahoo; Under preparation.

  6. Parametric Estimation for Generalized Exponential Distribution under Competing Risk: Vipul Agarwal, Raghu Nandan Sengupta, Debasis Kundu; Under preparation.

  7. Reliability of a System for the step stress model considering Type-II censored data using Lindley Distribution. Raghu Nandan Sengupta and Debasis Kundu; Under preparation.

  8. Reliability of a System for the step stress model considering Type-II censored data using Maxwell Distribution. Raghu Nandan Sengupta and Debasis Kundu; Under preparation.

  9. Forecasting financial time series using change point detection techniques incorporated in meta-heuristically optimized neural networks: Raghu Nandan Sengupta, B. Chandra and Ekta Gupta; Under preparation.

  10. Sequential Estimation of parameters for Gamma and Extreme Value Distributions using LINEX loss Function: M.Arshad, Shilpi Jain and Raghu Nandan Sengupta; Planned.

  11. Sequential Estimation of Multiple Linear Regression parameters under Balanced Loss Function: Raghu Nandan Sengupta, Saibal Chattopadhyay and Nitin Jalan; Planned.

  12. Reliability Based Portfolio Optimization for Gumbel Distributed Asset Returns using Asymmetric Loss Functions: Raghu Nandan Sengupta and Siddharth Sahoo; Planned.

  13. Portfolio Optimization considering Uncertainty in Parameter Estimates, Non-Normality of Asset Returns using RBDO, EVT and Copula Theory: Raghu Nandan Sengupta, Rachit Seth, Vineeta Bhandari and Dinesh Agarwalla; Planned.

  14. Asymmetric Penalty and Utility Functions and its use in Multi-Criteria Decision Making: Angana Sengupta and Raghu Nandan Sengupta; Planned.

  15. A study of the project scheduling problem in generalized precedence networks (GPN): Angana Sengupta and Raghu Nandan Sengupta; Planned.

  16. Sequential estimation for the Gumbel Distribution: Raghu Nandan Sengupta and Saibal Chattopadhyay; Planned.