3 papers
q-fin.ST2023
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…
cs.NE2023
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…
cs.LG2023
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…