177 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
12 papers
Stock Volatility Prediction using Time Series and Deep Learning Approach
Ananda Chatterjee, Hrisav Bhowmick, Jaydip Sen
Volatility clustering is a crucial property that has a substantial impact on stock market patterns. Nonetheless, developing robust models for accurately predicting future stock pri…
Stock Portfolio Optimization Using a Deep Learning LSTM Model
Jaydip Sen, Abhishek Dutta, Sidra Mehtab
Predicting future stock prices and their movement patterns is a complex problem. Hence, building a portfolio of capital assets using the predicted prices to achieve the optimizatio…
Stock Price Prediction Using Time Series, Econometric, Machine Learning, and Deep Learning Models
Ananda Chatterjee, Hrisav Bhowmick, Jaydip Sen
For a long-time, researchers have been developing a reliable and accurate predictive model for stock price prediction. According to the literature, if predictive models are correct…
Profitability Analysis in Stock Investment Using an LSTM-Based Deep Learning Model
Jaydip Sen, Abhishek Dutta, Sidra Mehtab
Designing robust systems for precise prediction of future prices of stocks has always been considered a very challenging research problem. Even more challenging is to build a syste…
Accurate Stock Price Forecasting Using Robust and Optimized Deep Learning Models
Jaydip Sen, Sidra Mehtab
Designing robust frameworks for precise prediction of future prices of stocks has always been considered a very challenging research problem. The advocates of the classical efficie…
Stock Price Prediction Using CNN and LSTM-Based Deep Learning Models
Sidra Mehtab, Jaydip Sen
Designing robust and accurate predictive models for stock price prediction has been an active area of research for a long time. While on one side, the supporters of the efficient m…
Stock Price Prediction Using Machine Learning and LSTM-Based Deep Learning Models
Sidra Mehtab, Jaydip Sen, Abhishek Dutta
Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stoc…
A Time Series Analysis-Based Stock Price Prediction Using Machine Learning and Deep Learning Models
Sidra Mehtab, Jaydip Sen
Prediction of future movement of stock prices has always been a challenging task for the researchers. While the advocates of the efficient market hypothesis (EMH) believe that it i…
Stock Price Prediction Using Convolutional Neural Networks on a Multivariate Timeseries
Sidra Mehtab, Jaydip Sen
Prediction of future movement of stock prices has been a subject matter of many research work. In this work, we propose a hybrid approach for stock price prediction using machine l…
A Robust Predictive Model for Stock Price Prediction Using Deep Learning and Natural Language Processing
Sidra Mehtab, Jaydip Sen
Prediction of future movement of stock prices has been a subject matter of many research work. There is a gamut of literature of technical analysis of stock prices where the object…
An Alternative Framework for Time Series Decomposition and Forecasting and its Relevance for Portfolio Choice: A Comparative Study of the Indian Consumer Durable and Small Cap Sectors
Jaydip Sen, Tamal Datta Chaudhuri
One of the challenging research problems in the domain of time series analysis and forecasting is making efficient and robust prediction of stock market prices. With rapid developm…
Decomposition of Time Series Data of Stock Markets and its Implications for Prediction: An Application for the Indian Auto Sector
Jaydip Sen, Tamal Datta Chaudhuri
With the rapid development and evolution of sophisticated algorithms for statistical analysis of time series data, the research community has started spending considerable effort i…