Faculty Details
Rabin K. Jana
Designation
Associate Professor
Postdoc (National University of Singapore), Postdoc (George Mason University, Fairfax, Virginia, USA), Ph.D. (IIT Kharagpur)
Operations & Qty Tech/ Finance & Accounts
Contact Information
rkjana@iimraipur.ac.in
Dr. Jana has presented his research in various international conferences, including 2019 Academy of International Business US Midwest Conference in Chicago, USA; 2018 International Atlantic Economic Conference, London, UK; 2018 MTMI International Conference in Bangkok, Thailand; 2016 DSI Conference in Austin, Texas, USA; 2014 DSI Conference in Tampa, Florida, USA; 2007 Global Digital Business Association Annual Conference in Fairfax, Virginia, USA; 2007 Association for Global Business and James Madison University Conference, Washington, D.C., USA. So far, he has won four best paper awards from international conferences held in India and the USA. Dr. Jana has successfully completed the “Global Colloquium on Participant-Centered Learning” program from the Harvard Business School, Boston, USA from July 21 to 26, 2019.
Teaching at IIM Raipur: QM-I (PGP, Statistics), QM-II (PGP/ePGP, Operations Research), Artificial Intelligence in Business (PGP, Elective), Multicriteria Decision Making in Business (PGP/PGPMWE, Elective), Multivariate Data Analysis & Predictive Analytics Using R (Fellow Program), and Decision Making Under Uncertainty (Fellow Program).
Assistant Professor, Indian Institute of Management Raipur, Dec 2016 – Nov 2021.
Associate Professor, Department of Business Management, Indian Institute of Social Welfare & Business Management, Kolkata, India, Apr 2012 - Dec 2016.
Assistant Professor, Department of Business Management, Indian Institute of Social Welfare & Business Management, Kolkata, India, Jul 2008 - Mar 2012.
Lecturer, BITS Pilani, Rajasthan, India, Aug 2005 - Dec 2005.
2015(Jul 11-12): Best Paper Award, International Conference on Advances in Management & Decision Sciences, Gautam Buddha University, India
2010: Recipient of DST Young Scientist Research Project
2008(Jul 31 - Aug 01): Best Paper Award, International Conference on Global Issues in Business & Technology, National Institute of Financial Management, Faridabad, India
2007(Nov 15-18): Best Paper Award, Association of Global Business Conference, Washington DC, USA
2007: Postdoctoral Research Fellowship, National University of Singapore
2006: Postdoctoral Research Fellowship, George Mason University, USA
2001: JRF (CSIR), Government of India
2000: Institute Research Fellowship, IIT Kharagpur
Journal Publications
>> Ghosh, I., Jana, R.K., Abedin, M.(2023). An ensemble machine learning framework for Airbnb rental price modeling without using amenity-driven features. [International Journal of Contemporary Hospitality Management], ,
>> I Ghosh, RK Jana(2023). A Granular machine learning framework for forecasting high-frequency financial market variables during the recent black swan event. [Technological Forecasting and Social Change], 194,
>> RK Jana, I Ghosh(2023). Time-varying relationship between geopolitical uncertainty and agricultural investment. [Finance Research Letters], ,
>> I Ghosh, RK Jana, P Pramanik(2022). New business capacity of developed, developing, and least developing economies: Inspection through the lens of state-of-the-art fuzzy clustering and PSO-GBR frameworks. [Benchmarking: An International Journal], ,
>> Jana, R.K., Ghosh, I., & Wallin, M.W.(2022). Taming energy and electronic waste generation in Bitcoin mining: Insights from Facebook Prophet and Deep Neural Network. [Technological Forecasting and Social Change], 178(DOI: https://doi.org/10.1016/j.techfore.2022.121584),
>> P Pramanik, RK Jana(2022). Identifying research trends of machine learning in business: A topic modeling approach. [Measuring Business Excellence], ,
>> RK Jana, AK Tiwari, S. Hammoudeh, C Albulescu(2022). Financial modeling, risk management of energy and environmental instruments and derivatives: Past, present, and future. [Annals of Operations Research], ,
>> RK Jana, I Ghosh(2022). A residual driven ensemble machine learning approach for forecasting natural gas prices: Analyses for pre-and during-COVID-19 phases. [Annals of Operations Research], (DOI: 10.1007/s10479-021-04492-4), 1 - 22
>> RK Jana, I Ghosh, F Jawadi, GS Uddin, RM Sousa(2022). COVID-19 news and the US equity market interactions: An inspection through econometric and machine learning lens. [Annals of Operations Research], ,
>> RK Jana, I Ghosh, V Goyal(2022). Spillover nexus of financial stress during Black Swan events. [Finance Research Letters], ,
>> S Guha, RK Jana, MK Sanyal(2022). Artificial neural network approaches for disaster management: A literature review. [International Journal of Disaster Risk Reduction], 81,
>> Jana, R. K., Sharma, D. K., & Mehta, P.(2021). A probabilistic fuzzy goal programming model for managing the supply of emergency relief materials. [Annals of Operations Research], (DOI: 10.1007/s10479-021-04267-x.),
>> R. K. Jana, I. Ghosh, & D. Das(2021). A differential evolution-based regression framework for forecasting Bitcoin price. [Annals of Operations Research], Forthcoming(DOI: 10.1007/s10479-021-04000-8),
>> RK Jana, DK Sharma, P Mehta(2021). Managing the supply of emergency relief materials through a differential evolution approach. [Annals of Operations Research], (Forthcoming),
>> RK Jana, I Ghosh, D Das, A Dutta(2021). Determinants of electronic waste generation in Bitcoin network: Evidence from the machine learning approach. [Technological Forecasting and Social Change], Forthcoming,
>> Dutta, A., Das, D., Jana, R. K., & Vo, X. V.(2020). COVID-19 and Oil Market Crash: Revisiting the Safe Haven Property of Gold and Bitcoin. [Resources Policy], 69(DOI: https://doi.org/10.1016/j.resourpol.2020.101816),
>> Dutta, A., Jana, R. K. & Das, D.(2020). Do green investments react to oil price shocks? Implications for sustainable development. [Journal of Cleaner Production], 266(DOI: https://doi.org/10.1016/j.jclepro.2020.121956),
>> Ghosh, I., Sanyal, M. K. & Jana, R. K.(2020). Co-movement and dynamic correlation of financial and energy markets: An integrated framework of nonlinear dynamics, wavelet analysis and DCC-GARCH. [Computational Economics], 57(https://doi.org/10.1007/s10614-019-09965-0), 503 - 527
>> Jana, R. K., & Mitra, S. K.(2020). Maximizing pleasure in day tours: Utility theory approach. [International Journal of Tourism Research], (DOI: 10.1002/jtr.2424),
>> Jana, R. K, Ghosh, Indranil, & Sanyal, M. K.(2020). A granular deep learning framework for predicting energy consumption. [Applied Soft Computing], Forthcoming(https://doi.org/10.1016/j.asoc.2020.106091),
>> Das, D., Le Roux, C. L., Jana, R. K., & Dutta, A.(2019). Does Bitcoin hedge crude oil implied volatility and structural shocks? A comparison with gold, commodity and the US Dollar. [Finance Research Letters], 36(DOI: https://doi.org/10.1016/j.frl.2019.101335),
>> Ghosh, I., Jana, R.K., & Sanyal, M.K.(2019). Analysis of temporal pattern, causal interaction and predictive modeling of financial markets using nonlinear dynamics, econometric models and machine learning algorithms. [Applied Soft Computing], Forthcoming,
>> Jana, R. K., Chandra, C. P. & Tiwari, A. K.(2019). Humanitarian aid delivery decisions in the early recovery phase of disaster using a discrete choice multi-attribute value method. [Annals of Operations Research], 283(1), 1211 - 1225
>> Jana, R. K., Tiwari, A. K., & Hammoudeh, S.(2019). The inefficiency of Litecoin: A dynamic analysis. [Journal of Quantitative Economics], 17(2), 447 - 457
>> Kumar, M., Prashar, S., & Jana, R. K.(2019). Does International Tourism Spur International Trade and Output? Evidence from Wavelet Analysis. [Tourism Economics], 25(1), 22 - 33
>> Mitra, S.K., Chattopadhyay, M., & Jana, R.K.(2019). Spillover analysis of tourist movements within Europe. [Annals of Tourism Research], 79(C),
>> Singh, R., Das, D., Jana, R. K., & Tiwari, A. K.(2019). A wavelet analysis for exploring the relationship between economic policy uncertainty and tourist footfalls in the USA. [Current Issues in Tourism], 22(15), 1789 - 1796
>> Tiwari, A. K., Jana, R. K., & Roubaud, D.(2019). The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis. [Finance Research Letters], 31, 278 - 284
>> AK Tiwari, RK Jana, D Das, D Roubaud(2018). Informational efficiency of Bitcoin – An extension. [Economics Letters], 163, 106 - 109
>> Das, D., Bhowmik, P., & Jana, R. K.(2018). A multiscale analysis of stock return co-movements and spillovers: Recent evidence from Pacific developed markets. [Physica A: Statistical Mechanics and its Applications], 502, 379 - 393
>> Duggirala, A., Jana, R. K., Shesu, R. V., & Bhattacharjee, P.(2018). Design optimization of deep groove ball bearings using crowding distance particle swarm optimization. [Sadhana], 43(1), 9
>> Ghosh, I., Sanyal, M. K., & Jana, R. K.(2018). Fractal inspection and machine learning based predictive modelling framework for financial markets. [Arabian Journal for Science and Engineering], 43(8), 4273 - 4287
>> Jana, R. K., Mitra, S. K., & Sharma, D. K.(2018). Software vendors travel management using an elitist nonhomogeneous genetic algorithm. [International Journal of Production Economics], 202, 123 - 131
>> Mitra, S. K., Bhatia, V., Jana, R. K., Charan, P., & Chattopadhyay, M.(2018). Changing value detrended cross correlation coefficient over time: Between crude oil and crop prices. [Physica A: Statistical Mechanics and its Applications], 506, 671 - 678
>> Jana, R.K., Sharma, D. K., & Chakraborty, B.(2016). A hybrid probabilistic fuzzy goal programming approach for agriculture decision-making.. [International Journal of Production Economics], 173, 134 - 141
>> Sharma, D. K., Jana, R.K., & Sharma, H. P.(2013). A hybrid decision support system for equity portfolio management. [Journal of Money, Investment and Banking], 28, 82 - 93
>> Sharma, H.P., Sharma, D.K., & Jana, R.K.(2013). Inventory management decisions – A fuzzy non-linear goal programming approach. [International Research Journal of Finance and Economics], 110, 171 - 180
>> Jana, R.K., & Sharma, D.K.(2010). Genetic algorithm based fuzzy goal programming for class of chance constrained programming problems. [International Journal of Computer Mathematics], 87(4), 733 - 742
>> Sharma, H.P., Sharma, D.K., & Jana, R.K.(2010). A varying domain fuzzy goal programming approach to mutual fund portfolio selection. [International Journal of Finance], 22(2), 6394 - 6154
>> Dinesh K Sharma, RK Jana(2009). Fuzzy goal programming based genetic algorithm approach to nutrient management for rice crop planning.. [International Journal of Production Economics], 121(1), 224 - 232
>> Sharma, D. K., & Jana, R.K.(2009). A hybrid genetic algorithm model for transshipment management decisions.. [International Journal of Production Economics], 122(2), 703 - 713
>> Sharma, H. P., Jana, R. K., & Sharma, D. K.(2009). Security analysis and portfolio management system using multiobjective chance constrained programming. [International Journal of Finance], 21(3), 6142 - 6156
>> Sharma, H., Sharma, D., & Jana, R. K.(2009). Credit union portfolio management—An additive fuzzy goal programming approach. [International Research Journal of Finance and Economics], 30(1), 18 - 29
>> Sharma, D. K., Jana, R.K., Gaur, A.(2007). Fuzzy goal programming for agricultural land allocation problems. [Yugoslav Journal of Operations Research], 17(1), 31 - 42
>> Jana, R. K. Biswal, M.P.(2006). Genetic based fuzzy goal programming for multiple objective chance constrained programming problems with continuous random variables. [International Journal of Computer Mathematics], 83(2), 171 - 179
>> Jana, R. K. Biswal, M. P.(2004). Stochastic simulation-based genetic algorithm for chance constraint programming problems with discrete random variables. [International Journal of Computer Mathematics], 81(12), 1455 - 1463
>> Jana, R. K. Biswal, M.P.(2004). Stochastic simulation-based genetic algorithm for chance constraint programming problems with continuous random variables. [International Journal of Computer Mathematics], 81(9), 1069 - 1076
>> D Das, A Dutta, RK Jana, I Ghosh. The asymmetric impact of oil price uncertainty on emerging market financial stress: A quantile regression approach. [International Journal of Finance and Economics], ,
Chapter in Book
>> Ghosh, I., Sanyal, M.K., Jana, R.K.(2018). An integrated approach incorporating nonlinear dynamics and machine learning for predictive analytics and delving causal interaction. Advances in Intelligent Systems and Computing, Vol. 695, 285-300 (Springer)..
>> Mohamty, D.K., Jana, R.K., Biswal, M.P.(2018). Genetic algorithm for multi-choice integer linear programming problems. Soft Computing for Problem Solving, 809-819 (Springer).
>> Chaudhuri, B., Jana, R. K., Dan, P. K.(2017). A hybrid genetic algorithm for cell formation problems using operational time. Advances in Intelligent Systems and Computing, Vol. 515(1), 127-134 (Springer).
>> Ghosh, I., Sanyal, M. K., Jana, R. K(2017). Analysis of causal interactions and predictive modelling of financial markets using econometric methods, maximal overlap discrete wavelet transformation and machine learning: A study in Asian context. Pattern Recognition and Machine Intelligence, Vol. 10597, 664-672 (Springer).
>> Jana, R.K., Gajpal, Y., Chakraborty, B.(2017). A stochastic simulation based genetic algorithm for a production repair model. Lecture Notes in Management Science, 66-72..
>> Jana, R.K., Sanyal, M. K., Chakrabarti, S.(2017). Multi-objective IT professionals’ utilization problems using fuzzy goal programming. Advances in Intelligent Systems and Computing Vol. 516(2), 199-208 (Springer).
>> Jana, R.K., Sanyal, M.K., Chakrabarti, S.(2017). Binary fuzzy goal programming for effective utilization of IT professionals. Advances in Intelligent Systems and Computing, Vol. 458, 395-405 (Springer).
>> Jana, R.K., Chakrabarti, S.(2016). A goal programming approach to human resource planning for software projects. Emerging Challenges for HR: VUCA Perspective, 151-158 (Emerald).
Member, Indian Science Congress Association
Member, Decision Sciences Institute, USA
Member, Indian Statistical Institute, Kolkata
Program Director, “3rd Professional Development Training under TEQIP-III”, Conducted by IIM Raipur during Nov 25 – 29, 2019.
Program Director, “3rd Professional Development Training under TEQIP-III”, Conducted by IIM Raipur during Jun 17 – 21, 2019.
Program Director, “2nd Professional Development Training under TEQIP-III”, Conducted by IIM Raipur during Jan 29 – Feb 02, 2018.
Program Director, “Capacity Building, Training & Mentoring of SC-ST Entrepreneurs”, in collaboration with Confederation of Indian Industries (CII), IIM Raipur, Mar 25-26, 2017.
National Level training program on “Mathematical Modeling and Computational Techniques in Science and Engineering”, Mar 14-18, 2016, Organized by Department of Mathematics, NIT Raipur, Chhattisgarh – 492010
Resource person for various MDPs and PDTs organized at IIM Raipur