Suivre
Arti Singh
Arti Singh
Bennett University
Adresse e-mail validée de bennett.edu.in
Titre
Citée par
Citée par
Année
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
72020
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
72017
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
22019
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
12017
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
12016
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
Le système ne peut pas réaliser cette opération maintenant. Veuillez réessayer plus tard.
Articles 1–15