Journals
Jothimani, D. & Yadav, S. S. (2019) Stock Trading Decisions Using Ensemble-based Forecasting Models: A Study of the Indian Stock Market. Journal of Banking and Financial Technology. DOI: 10.1007/s42786-019-00009-7. Available at: SharedIt.
Jothimani, D., Shankar, R., & Yadav, S.S. (2017). A PCA-DEA framework for stock selection in Indian stock market. Journal of Modelling in Management, 12(3), 386-403. Available at: https://doi.org/10.1108/JM2-09-2015-0073.
Jothimani, D., Shankar, R., & Yadav, S.S. (2015). Discrete wavelet transform-based prediction of stock index: A study on National Stock Exchange fifty index. Journal of Financial Management and Analysis, 28(2), 35-49. Available at: http://arxiv.org/abs/1605.07278.
Jothimani, D., Bhadani, A.K, & Shankar, R. (2015). Towards understanding the cynicism of Social Networking Sites: An Operations Management perspective. Procedia - Social and Behavioral Sciences, 189, 117-132. Available at: http://www.sciencedirect.com/science/article/pii/S1877042815019990.
Jothimani, D, & Sarmah, S.P. (2014). Supply chain performance measurement of third party logistics. Benchmarking: An International Journal, 21(6), 944-963. Available at: http://www.emeraldinsight.com/doi/full/10.1108/BIJ-09-2012-0064.
Book Chapters
Jothimani, D., & Basar, A. (2019). Stock index forecasting using time series decomposition-based and machine learning models, In: Bramer M., Petridis M. (Eds.), Artificial Intelligence XXXVI SGAI 2019. Lecture Notes in Computer Science, vol 11927 (pp. 283-292). Cham, Switzerland, Springer. Available at: https://link.springer.com/chapter/10.1007/978-3-030-34885-4_22.
Jothimani, D., Shankar, R., & Yadav, S.S. (2018). Portfolio selection in Indian stock market using relative financial indicator approach, In Sushil, Singh, TP & Kulkarani, AJ (Eds.), Flexibility in Resource Management (pp. 185-201), Available at: https://link.springer.com/chapter/10.1007%2F978-981-10-4888-3_12.
Jothimani, D., Shankar, R., & Yadav, S.S. (2016). A hybrid EMD-ANN model for stock price prediction, In Panigrahi BK, Suganthan PN, Das S & Satapathy SC (Eds.), Swarm, Evolutionary, and Memetic Computing: SEMCCO 2015, Revised selected papers (pp. 60-70), Cham, Switzerland, Springer International Publishing. Available at: http://link.springer.com/chapter/10.1007%2F978-3-319-48959-9_6.
Bhadani, A.K., & Jothimani, D. (2016). Big data: Challenges, opportunities and realities, In Singh MK & Kumar, DG (Eds.), Effective Big Data Management and Opportunities for Implementation (pp. 1-24), Pennsylvania, USA, IGI Global. Available at: https://www.igi-global.com/chapter/big-data/157681 .
Jothimani, D., Shankar, R., & Yadav, S.S. (2016). Modelling hierarchical relationships among enablers of supply chain coordination in flexible Environment, In Sushil, Bhal KT, & Singh SP. (Eds.), Managing Flexibility: People, Process, Technology and Business (pp. 171-186), Heidelberg, Germany, Springer. Available at: http://link.springer.com/chapter/10.1007%2F978-81-322-2380-1_13 .
Conferences Proceedings/Presentations
Yildirim, S., Jothimani, D., Kavaklioglu, C., & Basar, A., Deep learning approaches for sentiment analysis on financial microblog dataset, 2019 IEEE International Conference on Big Data, Los Angeles, CA, USA, 2019, pp. 5581-5584. Available at: https://ieeexplore.ieee.org/document/9006056 .
Jahanshahi, H., Jothimani, D., Başar, A., & Cevik, M. Does chronology matter in JIT defect prediction? A partial replication study. In Proceedings of the Fifteenth International Conference on Predictive Models and Data Analytics in Software Engineering (PROMISE'19). ACM. New York, NY, USA, 90-99. Available at: https://doi.org/10.1145/3345629.3351449 .
Jothimani, D., & Bener, AB. Risk Parity models for Portfolio Optimization: A Study of the Toronto Stock Exchange, The International Conference on Deep Learning and Machine Learning in Emerging Applications (DEEP-ML 2019), Istanbul, Turkey, August 26-28, 2019. Available at: https://ieeexplore.ieee.org/document/8876902
Yildirim, S., Jothimani, D., Kavaklioglu, C., & Bener, AB., Building Domain-Specific Lexicons: An Application to Financial News, The International Conference on Deep Learning and Machine Learning in Emerging Applications (DEEP-ML 2019), Istanbul, Turkey, August 26-28, 2019. Available at: https://ieeexplore.ieee.org/document/8876897 .
Jothimani, D., & Yadav, S. S. Non-classical decomposition based models for forecasting stock index and trading decisions, 6th Paris Financial Management Conference (PFMC 2018), Paris, France, December 17-19, 2018.
Jothimani, D., Kavaklioglu, C., & Basar, A. Financial Networks: A study of Toronto stock Exchange, 2018 IEEE International Conference on Big Data, Seattle, WA, US, 2018, pp. 4684-4691. Available at: https://ieeexplore.ieee.org/document/8621969.
Yildirim, S., Jothimani, D., Kavaklioglu, C., & Basar, A. Classification of "Hot News" for financial forecast using NLP techniques, 2018 IEEE International Conference on Big Data, Seattle, WA, US, 2018, pp. 4719-4721. Available at: https://ieeexplore.ieee.org/document/8621903.
Jothimani, D., & Yadav, S.S. Enhancing stock index forecasting with ensemble-based techniques, Proceedings of International Conference on Time Series and Forecasting (ITISE) 2018, Granda, Spain, September 19-21, 2018, I.S.B.N: 978-84-17293-57-4. Available at: http://itise.ugr.es/ITISE2018_Papers_Vol_3.pdf.
Jothimani, D., Shankar, R., & Yadav, S.S. A DSS for stock trading decisions in Indian stock market, 17th Global Conference on Flexible Systems Management (GLOGIFT 17), Delhi School of Management, New Delhi, India, December 11-13, 2017.
Jothimani, D., Shankar, R., & Yadav, S.S. Portfolio construction using Gerber statistics based risk model, 2017 INFORMS Annual Meeting, Houston, Texas, USA, October 22-25, 2017.
Jothimani, D., Shankar, R., & Yadav, S.S. Trading decisions using EMD-based stock index forecasting models, 12th INFORMS Workshop on Data Mining and Analytics, Houston, Texas, USA, October 21, 2017.
Jothimani, D., Shankar, R., & Yadav, S.S. A comparative study of ensemble based forecasting models for prediction of stock index, MWAIS 2017 Proceedings, Paper 17. Available at: http://aisel.aisnet.org/mwais2017/17/.
Jothimani, D., Shankar, R., & Yadav, S.S. Robust Mean-Variance framework for Indian stock market, 10th International Conference of Indian Subcontinent Decision Sciences Institute (ISDSI), Nasik, India, December 28-30, 2016.
Jothimani, D., Shankar, R., & Yadav, S.S. Robust portfolio optimization in Indian stock market, 16th Global Conference on Flexible Systems Management (GLOGIFT 16), University of Technology, Sydney, Australia, December 4-6, 2016.
Jothimani, D., Shankar, R., & Yadav, S.S. Stock trading decisions using ensemble-based forecasting models, 2016 Annual Meeting of Decision Sciences Institute Proceedings, Austin, Texas, USA, November 19-22, 2016. Available at: https://dsi-dev.org/wp-content/uploads/2017/11/p1163157.pdf.
Jothimani, D., Shankar, R., & Yadav, S.S. Asset selection in Indian stock market using PCA-DEA framework, 2016 INFORMS Annual Meeting, Nashville, Tennessee, USA, November 13-16, 2016. Available at: http://www.abstractsonline.com/pp8/#!/4182/session/1642.
Jothimani, D., Shankar, R., & Yadav, S.S. A comparative analysis of non-classical decomposition models for stock trading decisions, 11th INFORMS Workshop on Data Mining and Decision Analytics, Nashville, Tennessee, USA, November 12, 2016. Available at: http://meetings2.informs.org/annual2016/pdfs/INFORMS_Data_Mining_Cover.pdf.
Jothimani, D., Shankar, R., & Yadav, S.S. Prediction of Nifty index using ensemble forecasting models, International Conference on Financial Markets and Corporate Finance (ICFMCF 2016), IIT Madras, Tamil Nadu, India, August 12-16, 2016
Jothimani, D., Shankar, R., & Yadav, S.S. A comparative study of ensemble based forecasting models for prediction of stock index, MWAIS 2016 Proceedings, Paper 5. Available at: http://aisel.aisnet.org/mwais2016/5/ .
Jothimani, D., Shankar, R., & Yadav, S.S. An integrated DWT-SVR approach for stock price prediction, 9th International Conference of Indian Subcontinent Sciences Institute (ISDSI), Goa, India, January 2-4, 2016
Jothimani, D., Shankar, R., & Yadav, S.S. A hybrid EMD-ANN model for stock price prediction, The 6th International Conference on Swarm, Evolutionary and Memetic Computing (SEMCCO), Hyderabad, India, December 18-20, 2015.
Jothimani, D., Shankar, R., & Yadav, S.S. A hybrid empirical mode decomposition and SVR approach for stock index prediction, 2nd Conference on Business Analytics in Finance and Industry (BAFI 15), Universidad de los Andes, Santiago, Chile, December 14-16, 2015 Available at: http://www.sistemasdeingenieria.cl/BAFI2015/ProceedingsBAFI.pdf .
Jothimani, D., Shankar, R., & Yadav, S.S. Modeling uncertainties in mean-variance framework using robust optimization, 2015 INFORMS Annual Meeting, Philadelphia, Pennsylvania, USA, November 1-4, 2015.
Jothimani, D., Shankar, R., & Yadav, S.S. Forecasting of stock index using empirical mode decomposition and artificial neural networks, Baydogan MG, Huang S & Oztekin A, (Eds.), Proceedings of the 2015 INFORMS Workshop on Data Mining and Analytics, Philadelphia, Pennsylvania, USA, October 31, 2015. Available at: https://pdfs.semanticscholar.org/783d/818475ac87b6834f605cbbf5357fdcc52b31.pdf .
Jothimani, D., Shankar, R., & Yadav, S.S. Relative performance indicator approach for portfolio selection: A case of Indian stock market, 15th Global Conference on Flexible Systems Management (GLOGIFT 15), Symbiosis International University, Pune, India, October 23-25, 2015.
Jothimani, D., Shankar, R., & Yadav, S.S. A DEA framework for portfolio selection in Indian stock market, Open House 2015, IIT Delhi, New Delhi, April 18, 2015.
Jothimani, D., Shankar, R., & Yadav, S.S. Stock selection in Indian stock market using data envelopment analysis, 8th ISDSI International Conference 2015, Pune, India, Jan 2-4, 2015.
Jothimani, D., Bhadani, A.K., & Shankar, R. Towards understanding the cynicism of social networking sites: An operations management perspective, 18th Annual International Conference of the Society of Operations Management , IIT Roorkee, Uttarakhand, December 12-14, 2014.
Bhadani, A., Jothimani, D., Shankar, R., & Rao, D.V. Applying unsupervised algorithm to understand the non-voice mobile service preferences among young Indians, 2014 INFORMS Workshop on Data Mining and Analytics, San Francisco, November 8, 2014. Available at: https://informs.emeetingsonline.com/emeetings/formbuilder/clustersessiondtl.asp?csnno=22025&mmnno=261&ppnno=81708.
Jothimani, D., Shankar, R., & Yadav, S.S. Stock selection in Indian stock market: An analysis using DEA, 14th Global Conference on Flexible Systems Management (GLOGIFT 14) organized jointly with 7th International Conference on Contemporary Business, Curtin University, Singapore, October 15-17, 2014.
Jothimani, D., Shankar, R., & Yadav, S.S. Sustainability analytics: Ornamental design or real need, An International Workshop on Global Sustainable Business Practices in Freight Logistics and Related Issues, IIT Delhi, India, August 19, 2014.
Jothimani, D., Shankar, R., & Yadav, S.S. A Big data analytical framework for portfolio optimization, Workshop on Internet and Big Data Finance (WIBF 14) in conjunction with International Conference on Frontiers of Finance, City University of Hong Kong, Hong Kong, June 6-7, 2014. Available at: http://epic.is.cityu.edu.hk/WIBF14/docs/WIBF14-Papers/wibf14_submission_14.pdf .
Bhadani, A., Jothimani, D., Shankar, R., & Rao, D.V. Frequent pattern mining for mobile value added services in Indian context, International conference on Web Engineering & Application, Bhubaneswar, Odisha, India, December 18-21, 2013.
Jothimani, D., Shankar, R., & Yadav, S.S. Modeling of supply chain coordination enablers in flexible environment, 13th Global Conference on Flexible Systems Management (GLOGIFT 13), IIT Delhi, New Delhi, December 13-15, 2013.
Bhadani, A., Kumar, A., Jothimani, D., & Pandey, R. Modeling the operations of telecom service adoption inhibitors using ISM and MICMAC analysis, 16th Annual International Conference of the Society of Operations Management , IIT Delhi, New Delhi, December 21-23, 2012.
Theses
Jothimani, D. (2017) Portfolio optimization in Indian stock market: A study using Financial Analytics. Doctor of Philosophy dissertation, Indian Institute of Technology Delhi, India. Available at: eprint-IITD .
Jothimani, D. (2012) Effective utilization of business intelligence in third party logistics. Master of Technology thesis, Indian Institute of Technology Kharagpur, India.
Jothimani, D. (2010) Optimization of laser welding parameters using response surface methodology and artificial neural network. Bachelor of Technology thesis, National Institute of Technology Tiruchirappalli, India.