most citedExamining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds

1 citations · 1 across the 3 of their papers we have counts for

collaborators

5 papers

cs.IR2020

Automatic Extraction of Agriculture Terms from Domain Text: A Survey of Tools and Techniques

Niladri Chatterjee, Neha Kaushik

Agriculture is a key component in any country's development. Domain-specific knowledge resources serve to gain insight into the domain. Existing knowledge resources such as AGROVOC…

q-fin.ST20201 cited

Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds

Kartikay Gupta, Niladri Chatterjee

The lead-lag relationship plays a vital role in financial markets. It is the phenomenon where a certain price-series lags behind and partially replicates the movement of leading ti…

cs.CL2020

Rough Set based Aggregate Rank Measure & its Application to Supervised Multi Document Summarization

Nidhika Yadav, Niladri Chatterjee

Most problems in Machine Learning cater to classification and the objects of universe are classified to a relevant class. Ranking of classified objects of universe per decision cla…

q-fin.ST2019

Selecting stock pairs for pairs trading while incorporating lead-lag relationship

Kartikay Gupta, Niladri Chatterjee

Pairs Trading is carried out in the financial market to earn huge profits from known equilibrium relation between pairs of stock. In financial markets, seldom it is seen that stock…

q-fin.GN2019

Top performing stocks recommendation strategy for portfolio

Kartikay Gupta, Niladri Chatterjee

Stock return forecasting is of utmost importance in the business world. This has been the favourite topic of research for many academicians since decades. Recently, regularization…