Jyotirmayee Behera

Employment

Employment history is unavailable.

Education

• SRM Institute of Science and Technology Ph.D.
  ? - 2025
• SRM Institute of Science and Technology M.Sc.
  ? - 2020
• Fakir Mohan University B.Sc. (Hons.)
  ? - 2018

Projects & Funding

Projects & funding information is unavailable.

Publications (9)

• Optimizing mean conditional value-at-risk portfolios through deep neural network stock prediction
  Jyotirmayee Behera, Pankaj Kumar
  Engineering Applications of Artificial Intelligence 2025 DOI: 10.1016/j.engappai.2025.112198
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• Enhanced Interval Quadratic Fractional Programming for Maximizing Sharpe Ratio in Portfolio Optimization
  Mridul Patel, Jyotirmayee Behera, Pankaj Kumar
  International Journal of Applied and Computational Mathematics 2025 DOI: 10.1007/s40819-025-01947-1
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• Efficient solution for multi-period interval-valued mean-VaR portfolio optimization problem using gH-derivative
  Jyotirmayee Behera, Pankaj Kumar
  International Journal of General Systems 2025 DOI: 10.1080/03081079.2025.2509260
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• An approach to portfolio optimization with time series forecasting algorithms and machine learning techniques
  Jyotirmayee Behera, Pankaj Kumar
  Applied Soft Computing 2025 DOI: 10.1016/j.asoc.2025.112741
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• Implementation of machine learning in $$\ell _{\infty }$$-based sparse Sharpe ratio portfolio optimization: a case study on Indian stock market
  Jyotirmayee Behera, Pankaj Kumar
  Operational Research 2024 DOI: 10.1007/s12351-024-00867-0
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• Parametric approach for multi-objective enhanced interval linear fractional programming problem
  Mridul Patel, Jyotirmayee Behera, Pankaj Kumar
  Engineering Optimization 2023 DOI: 10.1080/0305215x.2023.2195645
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• Prediction based mean-value-at-risk portfolio optimization using machine learning regression algorithms for multi-national stock markets
  Jyotirmayee Behera, Ajit Kumar Pasayat, Harekrushna Behera +1 more
  Engineering Applications of Artificial Intelligence 2023 DOI: 10.1016/j.engappai.2023.105843
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• COVID-19 Vaccination Effect on Stock Market and Death Rate in India
  Jyotirmayee Behera, Ajit Kumar Pasayat, Harekrushna Behera
  Asia-Pacific Financial Markets 2022 DOI: 10.1007/s10690-022-09364-w
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• Solving mean-VaR portfolio selection model with interval-typed random parameter using interval analysis
  Pankaj Kumar, Jyotirmayee Behera, Ajay Kumar Bhurjee
  OPSEARCH 2022 DOI: 10.1007/s12597-021-00531-7
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