177 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
Showing 2016Show all
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cs.OH2016★ 6 cited
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…
q-fin.ST2016★ 34 cited
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…