Anubha Goel

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2026 J jnl
Topological clustering of agents in information contagions: Application to financial markets.
Expert Syst. Appl.
Anubha Goel, Henri Hansen, Juho Kanniainen
2025 J jnl
Learning hidden cascades via classification.
CoRR
Derrick Gilchrist Edward Manoharan, Anubha Goel, Alexandros Iosifidis, Henri Hansen, Juho Kanniainen
2024 J jnl
Sparse Portfolio Selection via Topological Data Analysis based Clustering.
CoRR
Anubha Goel, Damir Filipovic, Puneet Pasricha
2024 J jnl
Time-Series Foundation Model for Value-at-Risk.
CoRR
Anubha Goel, Puneet Pasricha, Juho Kanniainen
2023 J jnl
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.
Prajvi Udar, Anubha Goel, R. S. Gupta
2023 J jnl
Quantum Effect Dependent Modelling of Short Channel Junctionless Double Gate Stack(SC-JL-DG) MOSFET for High Frequency Analog Applications.
Microelectron. J.
Prajvi Udar, Anubha Goel, R. S. Gupta
2023 J jnl
Sparse Index Tracking via Topological Learning.
CoRR
Anubha Goel, Puneet Pasricha, Juho Kanniainen
2021 J jnl
Deviation measure in second-order stochastic dominance with an application to enhanced indexing.
Int. Trans. Oper. Res.
Anubha Goel, Amita Sharma
2021 J jnl
Robust Omega ratio optimization using regular vines.
Optim. Lett.
Anubha Goel, Aparna Mehra
2020 J jnl
Topological data analysis in investment decisions.
Expert Syst. Appl.
Anubha Goel, Puneet Pasricha, Aparna Mehra
2019 J jnl
Pricing vulnerable power exchange options in an intensity based framework.
J. Comput. Appl. Math.
Puneet Pasricha, Anubha Goel
2019 J jnl
Robust optimization of mixed CVaR STARR ratio using copulas.
J. Comput. Appl. Math.
Anubha Goel, Amita Sharma, Aparna Mehra
2018 J jnl
Index tracking and enhanced indexing using mixed conditional value-at-risk.
J. Comput. Appl. Math.
Anubha Goel, Amita Sharma, Aparna Mehra