Ministry of Education
Vidvan Image

Prof N. Selvaraju

vidwan id: 156131
Male

Professor, Department of Mathematics
Indian Institute of Technology Guwahati

Orchid Icon 0000-0002-7184-4193 Google Scholar Icon 57218506164 Researcher Icon AAG-5920-2019

Expertise

  • Statistics and Probability

Publications

Total Articles 33
Books 0
Proceedings 0

Publications

No publication activity to display at the moment.

Scopus

Citations 228
h-index 7

CrossRef

CrossRef Icon
Citations 84
h-index 4
Google Scholar

Loading Scholar statistics...

Professional Recognition

No Data Found

There is currently nothing to display here.

Community & Membership

No Data Found

There is currently nothing to display here.

No Data Found

There is currently nothing to display here.

Bio

Stochastic Modelling, Queueing Theory, Financial Mathematics, Financial Time Series

Personal Details

  • Male
  • Professor , Indian Institute of Technology Guwahati
  • Indian Institute of Technology Guwahati
Ph.D.
Other Institute 2001
M.Sc.
Other Institute 1996
B.Sc.
Other Institute 1994
Professor Mar 2016 – Present
Indian Institute of Technology Guwahati | Department of Mathematics
Associate Professor Aug 2010 – Mar 2016
Indian Institute of Technology Guwahati
Assistant Professor Jun 2004 – Aug 2010
Indian Institute of Technology Guwahati
Senior Lecturer May 2003 – Jun 2004
Indian Institute of Technology Guwahati
Post-Doctoral Fellow Sep 2001 – Apr 2003
University of Minnesota

Related Profiles

Experts (1216+)

View All
Boyella

Mr Boyella Sreenivasa Reddy

Assistant Professor

Aman

Mr Aman Kumar

Assistant Professor

Manish Kumar

Dr Manish Kumar Vishwakarma

Assistant Professor

Monika

Dr Monika DL

Assistant Professor

Usha

Usha S

Assistant Professor

Prashant

Dr Prashant Athmakoori

Assistant Professor

Krishna

Dr Krishna Chandra Mishra

Assistant Professor

Sudipta

Ms Sudipta Chakrabarty

Assistant Professor

Eena

Dr Eena Bahan

Assistant Professor

Sunita

Ms Sunita Loohach

Assistant Professor

Organisations (474+)

View All
Sandeep Reddy

Dr Sandeep Reddy Basireddy

Assistant Professor

Bodhisattva

Dr Bodhisattva Sengupta

Associate Professor

Trinayan

Mr Trinayan Borgohain

Senior Library and Information Assistant

Budhaditya

Dr Budhaditya Hazra

Associate Professor

Bulu

Prof Bulu Pradhan

Professor

Laishram Boeing

Prof Laishram Boeing Singh

Professor

Bishnupada

Prof Bishnupada Mandal

Professor

Bosanta R

Prof Bosanta R Boruah

Professor

Amit

Dr Amit Awekar

Associate Professor

Ayon

Dr Ayon Borthakur

Associate Professor

Co-Authors (1)

Selvaraju

Dr Selvaraju Narayanasamy

Indian Institute of Technology Guwahati

Scholarly Work

No Data Found

There is currently nothing to display here.

No Data Found

There is currently nothing to display here.

No Data Found

There is currently nothing to display here.

Scholarly Publications

An Integrated Framework for Volatility Prediction: Leveraging Decomposition Techniques with Realized GARCH Models

Open Access
Article
Computational Economics. Year: 2025.
Authors: Bera K.;Raj P.;Selvaraju N.
DOI 10.1007/s10614-025-10930-3

Deep Reinforcement Learning for Investor-Specific Portfolio Optimization: A Volatility-Guided Asset Selection Approach

Open Access
conference paper
Year: 2025.
Authors: Arishi Orra, Aryan Bhambu, Himanshu Choudhary, Manoj Thakur, Selvaraju Natarajan
DOI 10.48550/arXiv.2505.03760

Deep learning based decomposition methods for financial volatility forecasting

Open Access
conference proceedings
Year: 2025.
Authors: Aryan Bhambu, Koushik Bera, Prakash Raj, N. Selvaraju

Systematic and Investment Risk Impact on Life Insurance Portfolios Under Regime-Switching Stochastic Interest Rate Model

Open Access
other
Year: 2024.
Authors: Sarfraz, M.;Dharmaraja, S.;Natarajan, S.
DOI 10.2139/ssrn.5006532

A Heteroscedastic Neural Network Framework for Volatility Prediction

Open Access
book-chapter
Year: 2024. Pages: 60-67 .
Authors: Department of Mathematics Indian Institute of Technology Guwahati;Koushik Bera;Department of Mathematics Indian Institute of Technology Guwahati;Aryan Bhambu;Prakash Raj;Department of Mathematics Indian Institute of Technology Guwahati
DOI 10.37285/bsp.oaisem2025.09

Diffusion approximation of an infinite-server queue under Markovian environment with rapid switching

Open Access
Article
Year: 2023. Volume: 195 .
Authors: Sen A.;Selvaraju N.
DOI 10.1016/j.spl.2023.109778

A contagion process with self-exciting jumps in credit risk applications

Open Access
Article
Year: 2023. Volume: 95 , Issue: 1 , Pages: 79-98 .
Authors: Pasricha P.;Selvamuthu D.;Natarajan S.
DOI 10.1080/17442508.2022.2041641

Convexity, two-fund separation and asset ranking in a mean-LPM portfolio selection framework

Open Access
Article
OR Spectrum. Year: 2022. Volume: 44 , Issue: 1 , Pages: 225-248 .
Authors: Mondal D.;Selvaraju N.
DOI 10.1007/s00291-021-00657-6
1