Anubha Goel

Publication Activity (10 Years)

Years Active: 2018-2024
Publications (10 Years): 10

Top Topics

Investment Decisions

Robust Optimization

Top Venues

J. Comput. Appl. Math.

Microelectron. J.

Int. Trans. Oper. Res.

Publications

Anubha Goel, Damir Filipovic, Puneet Pasricha
Sparse Portfolio Selection via Topological Data Analysis based Clustering. CoRR (2024)
Prajvi Udar, Anubha Goel, R. S. Gupta
Quantum Effect Dependent Modelling of Short Channel Junctionless Double Gate Stack(SC-JL-DG) MOSFET for High Frequency Analog Applications. Microelectron. J. 134 (2023)
Anubha Goel, Puneet Pasricha, Juho Kanniainen
Sparse Index Tracking via Topological Learning. CoRR (2023)
Prajvi Udar, Anubha Goel, R. S. Gupta
Nanoscale Temperature Dependent Quantum-Effect Analytical Model of Short- Channel, Junction-Less, Double-Gate Stack (SC-JL-DG) MOSFET for Analog Applications at Higher Frequencies. Microelectron. J. 141 (2023)
Anubha Goel, Aparna Mehra
Robust Omega ratio optimization using regular vines. Optim. Lett. 15 (6) (2021)
Anubha Goel, Amita Sharma
Deviation measure in second-order stochastic dominance with an application to enhanced indexing. Int. Trans. Oper. Res. 28 (4) (2021)
Anubha Goel, Puneet Pasricha, Aparna Mehra
Topological data analysis in investment decisions. Expert Syst. Appl. 147 (2020)
Anubha Goel, Amita Sharma, Aparna Mehra
Robust optimization of mixed CVaR STARR ratio using copulas. J. Comput. Appl. Math. 347 (2019)
Puneet Pasricha, Anubha Goel
Pricing vulnerable power exchange options in an intensity based framework. J. Comput. Appl. Math. 355 (2019)
Anubha Goel, Amita Sharma, Aparna Mehra
Index tracking and enhanced indexing using mixed conditional value-at-risk. J. Comput. Appl. Math. 335 (2018)