Dr. Akhter Mohiuddin Rather

Dr. Akhter Mohiuddin Rather

Associate Professor

Area: Analytics

Dr Akhter Mohiuddin Rather obtained Ph.D. in Computer Science (specialization in Machine learning & Data Sciences) from University of Hyderabad in 2016. His research during the period of Ph.D was funded by Institute for Development & Research in Banking Technology (established by Reserve Bank of India). His research interest include: Artificial neural networks and Deep learning based models in the area of regression based problems as well as in image classification. At present Dr. Akhter works as an Associate Professor in Department of Analytics, Great Lakes Institute of Management, Gurgaon. He has over 5 years of teaching experience in the past at Woxsen school of Business Hyderabad and Vignana Jyothi Institute of Management Hyderabad. Dr Akhter is a reviewer of some prestigious journals, such as European Journal of Operational Research (Elsevier), Neurocomputing (Elsevier), Applied Soft Computing (Elsevier), Journal of Forecasting (Wiley) etc. In 2019, Dr. Akhter Mohiuddin was nominated for award of “Best young scientist below 40 years” by GISR India.
 

Journal Articles

  • A.M. Rather, V.N. Sastry, A. Agarwal, Stock Market Prediction and Portfolio selection Models: A Survey, OPSEARCH, 2017, Springer.
  • A.M. Rather, A. Agarwal, V.N. Sastry, Recurrent neural network and hybrid model for prediction of stock returns, Expert Systems with Applications, 2015, Elsevier.
  • A.M. Rather, A Hybrid Intelligent Method of Predicting Stock Returns, Advances in Artificial Neural Systems, 2014, Hindawi.
  • Portfolio Selection using Mean-Risk Model and Mean-Risk Diversification Model, International Journal of Operational Research, 2010, Inderscience.

Book Chapter

  • A.M. Rather, Integration of Vector Autoregression & Artificial Neural Networks: A Robust Model for Prediction of Non-stationary Data, Smart Intelligent Computing and Applications, 2019 Springer.

Conference Proceedings

  • A.M. Rather, Computational Intelligence based Hybrid Approach for Forecasting Currency Exchange Rate, International Conference on Recent Trends in Information Systems, 2015, IEEE.

  • A.M. Rather Portfolio Selection using Maximum Entropy Gain Loss Spread Model: A GA based Approach, Second International Workshop on Mathematical Modelling and Scientific Computing, 2014, IEEE.

  • A.M. Rather, Optimization of Predicted Portfolio Using Various Autoregressive Neural Networks, International conference on Communication systems and Network technologies, 2012, IEEE.

  • A.M. Rather, A Prediction based Approach for Stock Returns Using Autoregressive Neural Networks, World Congress on Information & Communication Technologies, 2011 IEEE.

 

Associations

  • IIT Stuart School of Business
  • BABSON
  • BAUER
  • University of Bordeaux
  • HKUST
  • UMKC
Back to Top