it is possible to convert your java file to not excatly a exe file but a similar one .bat file.which works the same as exe.
first u have to convert your java file to jar file .
thn after making a jar file
open a notepad n just write the code
-cp [ur jar file name].jar;. [your java file name]
after writing the code save it as a .bat extension into the same folder
example == Demo.bat
i hope if this had help you then mark your post as solved.