most citedStock Price Prediction Using Time Series, Econometric, Machine Learning, and Deep Learning Models

59 citations

5 papers

q-fin.CP2022★ 9 cited

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…

q-fin.PM2021★ 43 cited

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…

q-fin.ST2021★ 59 cited

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…

q-fin.ST2021★ 14 cited

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…

q-fin.ST2021★ 43 cited

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…