Divyanee Garg

About

I am Divyanee Garg. I completed my Master's in Mathematics from the Indian Institute of Technology (IIT) Roorkee. I'm doing a PhD at the Indian Institute of Technology (IIT) Delhi in the Department of Mathematics under Prof. Aparna Mehra. I have been selected for the prestigious Prime Minister's Research Fellowship (PMRF) award in my Ph.D. program. My broad topic of research is Portfolio Optimization. I am a hardworking, passionate, and enthusiastic person in my work.

Employment

• Indian Institute of Technology Delhi Research Scholar
  2022 - Present

Education

• Indian Institute of Technology Roorkee MSc
  2020 - 2022

Projects & Funding

Projects & funding information is unavailable.

Publications (4)

• Data-driven approach to robust portfolio optimization using deep neural networks
  Journal of the Operational Research Society 2026 DOI: 10.1080/01605682.2026.2697954
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• Portfolio optimization with expectile value at risk and conditional value at risk: deviation measure and robust allocation
  Computational and Applied Mathematics 2026 DOI: 10.1007/s40314-025-03446-x
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• Enhanced indexing using cumulative prospect theory utility function with expectile risk
  Omega 2026 DOI: 10.1016/j.omega.2025.103444
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• Enhanced Indexing Using Cumulative Prospect Theory Utility Function with Expectile Risk
  Ssrn 2024 DOI: 10.2139/ssrn.5004072
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