Dr . Arti Singh

vidwan id: 303587

Assistant Professor, Mathematics, Bennett University, Greater Noida

orcid 0000-0002-0774-6396 scopus 57193256622 researcher GSJ-3548-2022 google_scholar v39jJSQAAAAJ

Expertise

  • Interdisciplinary Applications Mathematics
    • View All

Publications

Total Articles 3
Books 0
Proceedings 0

Publications 1992-2022

Scopus

Citations 5
h-index 1

CrossRef

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Citations 3
h-index 1

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Honours and Awards

No awards available.

Professional Recognition

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Bio

Financial Mathematics,Statistical techniques, Operations research, MATLAB, GAMS

Personal Details

  • Female
  • Bennett University, Greater Noida
  • B50- Street No. 5, gali no. 5, Naveen Shahdara - 110032
PhD
Other Institute 2017
Assistant Professor 2017 – Present
Bennett University, Greater Noida

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Organisations (87+)

Dr Ashima Yadav

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Dr Bhabani Sonowal

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Ms Bhumika Nanda

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Ms Anubhuti Saxena

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Scholarly Work

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Scholarly Publications

Optimal portfolio trading subject to stochastic dominance constraints under second-order autoregressive price dynamics

 serial
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH · 2020 Volume: 27, Issue: 3, Pages: 1771-1803.
Authors: Arti Singh
DOI 10.1111/itor.12435
4 citations
2 citations

Mean–variance optimal trading problem subject to stochastic dominance constraints with second order autoregressive price dynamics

 serial
Mathematical Methods of Operations Research · 2017 Volume: 86, Issue: 1, Pages: 29-69.
Authors: Arti Singh
DOI 10.1007/s00186-017-0582-4
1 citation
1 citation

Optimal portfolio execution under cointegrated vector autoregressive systems

 Article
2017 Volume: 66, Issue: 11, Pages: 1931-1951.
Authors: Arti Singh
DOI 10.1080/02331934.2017.1287911