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Jyotirmayee Behera

ORCID: 0000-0002-5228-045X
Observed ORCID: 0000-0002-5228-045X
OpenAlex ID: A5088127255
Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets
2023 · Jyotirmayee Behera, Ajit Kumar Pasayat, et al. · Engineering Applications of Artificial Intelligence · 164
An approach to portfolio optimization with time series forecasting algorithms and machine learning techniques
2025 · Jyotirmayee Behera, Pankaj Kumar · Applied Soft Computing · 27
COVID-19 Vaccination Effect on Stock Market and Death Rate in India
2022 · Jyotirmayee Behera, Ajit Kumar Pasayat, et al. · Asia-Pacific Financial Markets · 20
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Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis
2021 · P. Kumar, Jyotirmayee Behera, et al. · OPSEARCH · 11
Optimizing mean conditional value-at-risk portfolios through deep neural network stock prediction
2025 · Jyotirmayee Behera, Pankaj Kumar · Engineering Applications of Artificial Intelligence · 8
Parametric approach for multi-objective enhanced interval linear fractional programming problem
2023 · Mridul Patel, Jyotirmayee Behera, et al. · Engineering Optimization · 8
Enhanced Interval Quadratic Fractional Programming for Maximizing Sharpe Ratio in Portfolio Optimization
2025 · Mridul Patel, Jyotirmayee Behera, et al. · International Journal of Applied and Computational Mathematics · 3
Implementation of machine learning in $$\ell _{\infty }$$-based sparse Sharpe ratio portfolio optimization: a case study on Indian stock market
2024 · Jyotirmayee Behera, Pankaj Kumar · Operational Research · 3
Efficient solution for multi-period interval-valued mean-VaR portfolio optimization problem using gH-derivative
2025 · Jyotirmayee Behera, Pankaj Kumar · International Journal of General Systems · 1
Works count: 9
Citation count: 245
H-index: 6
I10-index: 4
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