Dr. Pankaj Kumar | Machine learning | Best Researcher Award
Assistant Professor, National Institute of Technology, Hamirpur
Dr. Pankaj Kumar is a researcher specializing in operations research, optimization methods in finance, interval optimization, machine learning and crop area planning. He earned a Ph.D. in Optimization Methods in Finance from the Indian Institute of Technology Kharagpur with his thesis on interval optimization methods for portfolio selection, and holds earlier advanced degrees in operations research and mathematics. Dr. Pankaj Kumar has served in research and teaching roles—most recently as Assistant Professor—focusing on modelling of portfolio optimization, multi-objective programming, time-series forecasting, and risk measures such as mean-VaR. His professional experience includes supervising research students, contributing to international and national collaborative projects, participating in workshops and conferences, and Dr. Pankaj Kumar’s scholarly output includes more than thirty peer-reviewed papers published in high-impact journals indexed by SCIE, Scopus, and Web of Science, and his work has attracted more than 360 citations with an h-index of 10, reflecting consistent academic influence. His research skills include mathematical modelling, statistical methods, algorithm design, programming in C and R, use of optimisation tools and applying machine learning regression techniques in finance contexts. Among his awards and honors are travel grants, junior/senior research fellowships, editorial board membership, and recognition for teaching and research excellence at his institution. In conclusion, Dr. Pankaj Kumar is positioned to further impact the fields of financial optimization and decision science through high-quality publications, interdisciplinary collaborations, and mentoring, likely to increase his citation profile, visibility, and leadership in both academic and applied settings.
Profile: GOOGLE SCHOLAR | SCOPUS | ORCID
Featured Publications
Behera, J., & Kumar, P. (2025). An approach to portfolio optimization with time series forecasting algorithms and machine learning techniques. Applied Soft Computing, 170, 112741.
Sahu, B. R. B., & Kumar, P. (2025). Portfolio rebalancing model utilizing support vector machine for optimal asset allocation. Arabian Journal for Science and Engineering, 50(14), 10939–10965.
Sahu, B. R. B., Bhurjee, A. K., & Kumar, P. (2024). Efficient solutions for vector optimization problem on an extended interval vector space and its application to portfolio optimization. Expert Systems with Applications, 249, 123653.
Behera, J., & Kumar, P. (2024). Implementation of machine learning-based sparse Sharpe ratio portfolio optimization: A case study on Indian stock market. Operational Research, 24(4), 62.
Patel, M., Behera, J., & Kumar, P. (2024). Parametric approach for multi-objective enhanced interval linear fractional programming problem. Engineering Optimization, 56(5), 740–765.