6 citations · 21 across the 14 of their papers we have counts for
10 papers · 1 filter
Integration of Fractional Order Black-Scholes Merton with Neural Network
Sarit Maitra, Vivek Mishra, Goutam Kr. Kundu +1
This study enhances option pricing by presenting unique pricing model fractional order Black-Scholes-Merton (FOBSM) which is based on the Black-Scholes-Merton (BSM) model. The main…
Backorder Prediction in Inventory Management: Classification Techniques and Cost Considerations
Sarit Maitra, Sukanya Kundu
This article introduces an advanced analytical approach for predicting backorders in inventory management. Backorder refers to an order that cannot be immediately fulfilled due to…
Ensemble Differential Evolution with Simulation-Based Hybridization and Self-Adaptation for Inventory Management Under Uncertainty
Sarit Maitra, Vivek Mishra, Sukanya Kundu
This study proposes an Ensemble Differential Evolution with Simula-tion-Based Hybridization and Self-Adaptation (EDESH-SA) approach for inven-tory management (IM) under uncertainty…
Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns
Sarit Maitra, Vivek Mishra, Sukanya Kundu +1
This work adopts a novel approach to determine the risk and return of crude oil stocks by employing Arbitrage Pricing Theory (APT) and Quantile Regression (QR).The APT identifies t…
Multiple Independent DE Optimizations to Tackle Uncertainty and Variability in Demand in Inventory Management
Sarit Maitra, Sukanya Kundu, Vivek Mishra
To determine the effectiveness of metaheuristic Differential Evolution optimization strategy for inventory management (IM) in the context of stochastic demand, this empirical study…
Advancements in Optimization: Adaptive Differential Evolution with Diversification Strategy
Sarit Maitra
This study presents a population-based evolutionary optimization algorithm (Adaptive Differential Evolution with Diversification Strategies or ADEDS). The algorithm developed using…
A Novel Approach with Monte-Carlo Simulation and Hybrid Optimization Approach for Inventory Management with Stochastic Demand
Sarit Maitra, Vivek Mishra, Sukanya Kundu
This study addresses the difficulties associated with inventory management of products with stochastic demand. The objective is to find the optimal combination of order quantity an…
Sampling - Variational Auto Encoder - Ensemble: In the Quest of Explainable Artificial Intelligence
Sarit Maitra, Vivek Mishra, Pratima Verma +2
Explainable Artificial Intelligence (XAI) models have recently attracted a great deal of interest from a variety of application sectors. Despite significant developments in this ar…
Time-Series Forecasting: Unleashing Long-Term Dependencies with Fractionally Differenced Data
Sarit Maitra, Vivek Mishra, Srashti Dwivedi +2
This study introduces a novel forecasting strategy that leverages the power of fractional differencing (FD) to capture both short- and long-term dependencies in time series data. U…
Lie Symmetry Analysis and Some New Exact Solutions to the KP-BBM Equation
Arindam Ghosh, Sarit Maitra
This paper is aimed to study the KP-BBM equation, which was proposed by Abdul Majid Wazwaz in 2005. To check its integrability Painleve test has been performed. Lie Symmetry analys…