Dr Sanjoy Chhatri

About

I am Dr. Sanjoy Chhatri, from Tripura, India. with a PhD in Mathematics from the National Institute of Technology Agartala, India, in real financial portfolio optimization problems. My research focused on advancing multi-objective portfolio optimization in financial markets by leveraging newly defined and generalized uncertainty distributions. My work aims to enhance decision-making under uncertainty, offering more robust and adaptive strategies for portfolio selection. This research bridges the gap between theoretical finance and practical investment strategies, providing innovative tools for risk assessment and return optimization in complex financial environments.

Employment

• Bir Bikram Memorial College Guest Lecturer
  2025 - Present

Education

• National Institute of Technology Agartala Ph.D.
  2019 - 2025
• B.Sc (Honours) B.Sc Honours
  2012 - 2015

Projects & Funding

Projects & funding information is unavailable.

Publications (8)

• A Study on Possibilistic Statistical Measures of a Generalized Intuitionistic Triangular Fuzzy Number and Their Algebraic Properties
  National Academy Science Letters 2026 DOI: 10.1007/s40009-026-02075-0
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• Portfolio Adjusting Model with Newly Listed Stocks Using Uncertainty Theory
  International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 2026 DOI: 10.1142/s0218488526500042
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• Generalized mean semi-absolute deviation model of portfolio selection based on uncertainty theory
  Fuzzy Optimization and Decision Making 2025 DOI: 10.1007/s10700-025-09452-2
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• A study on the sensitivity analysis of the parameter of the generalized mean-variance-skewness model for portfolio selection problem
  Boletim da Sociedade Paranaense de Matemática 2025 DOI: 10.5269/bspm.65722
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• A New Mean-Variance-Skewness Model for Portfolio Optimization Using Three-Part Zigzag Uncertain Variable
  Proceedings of the National Academy of Sciences, India Section A: Physical Sciences 2024 DOI: 10.1007/s40010-024-00905-8
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• A generalized mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
  Filomat 2024 DOI: 10.2298/fil2432517c
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• Portfolio adjusting model using uncertainty theory: an application to real finance market
  2023 IEEE Silchar Subsection Conference (SILCON) 2023 DOI: 10.1109/silcon59133.2023.10404553
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• A multi-objective portfolio selection problem with parameters as interval type fuzzy set.
  International Journal of Operational Research 2022 DOI: 10.1504/ijor.2022.10051487
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