Statistics and Probability, Artificial Intelligence, Management Science and Operations Research, Economics, Econometrics and Finance
3
Scopus Publications
Scopus Publications
Portfolio Optimization Using Genetic Algorithm S. Sowmya, Rhimjhim Daftary, Soumya Banerjee, Abhishikta Basak Mathematics and Computer Science for Real World Applications, 2025 This research explores the application of a Genetic Algorithm (GA) for portfolio optimization within the context of the Nifty50, a diversified index representing prominent companies in the Indian stock market. Traditional portfolio optimization methods often face challenges in capturing complex relationships and dynamic market conditions. This study employs monthly data spanning from April 2018 to March 2023 to develop an investment portfolio strategy. Initially, companies with positive average returns and negative skewness are identified. Among these, stocks with low volatility and high sensitivity to market changes are selected using a 4-Quadrant Map. Using Genetic Algorithm, an optimum portfolio is developed to minimize risk while maximizing returns. The study aims to assist investors in making prudent investment decisions by providing guidance on stock selection and optimal investment allocation.
Dempster–Shafer and LSTM based analysis and forecasting of total ozone data Rashmi Rekha Devi, Soumya Banerjee, Surajit Chattopadhyay Remote Sensing Letters, 2023 Total ozone time series in a metropolis in India were examined in the current study. The data explored are obtained through Brewer spectrophotometer, which counts photons with a photomultiplier to calculate UV irradiance in the spectrum and measures total ozone when the relative route of photons through the ozone layer (air mass) is 3.5 or less. The total ozone time series’ uncertainty was thoroughly examined using the Dempster–Shafer method, and the association was also depicted using three-dimensional graphs. Finally, the Adam Optimisation Algorithm and the Rectified Linear Unit were used to demonstrate the prediction capability of the single layer Long Short-Term Memory model.
