177 citations · 789 across the 17 of their papers we have counts for
17 papers
Precise Stock Price Prediction for Optimized Portfolio Design Using an LSTM Model
Jaydip Sen, Sidra Mehtab, Abhishek Dutta +1
Accurate prediction of future prices of stocks is a difficult task to perform. Even more challenging is to design an optimized portfolio of stocks with the identification of proper…
Hierarchical Risk Parity and Minimum Variance Portfolio Design on NIFTY 50 Stocks
Jaydip Sen, Sidra Mehtab, Abhishek Dutta +1
Portfolio design and optimization have been always an area of research that has attracted a lot of attention from researchers from the finance domain. Designing an optimum portfoli…
Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model
Jaydip Sen, Saikat Mondal, Sidra Mehtab
Portfolio optimization has been a broad and intense area of interest for quantitative and statistical finance researchers and financial analysts. It is a challenging task to design…
Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model
Jaydip Sen, Saikat Mondal, Sidra Mehtab
Predictive model design for accurately predicting future stock prices has always been considered an interesting and challenging research problem. The task becomes complex due to th…
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…
Optimum Risk Portfolio and Eigen Portfolio: A Comparative Analysis Using Selected Stocks from the Indian Stock Market
Jaydip Sen, Sidra Mehtab
Designing an optimum portfolio that allocates weights to its constituent stocks in a way that achieves the best trade-off between the return and the risk is a challenging research…
Design and Analysis of Robust Deep Learning Models for Stock Price Prediction
Jaydip Sen, Sidra Mehtab
Building predictive models for robust and accurate prediction of stock prices and stock price movement is a challenging research problem to solve. The well-known efficient market h…
Volatility Modeling of Stocks from Selected Sectors of the Indian Economy Using GARCH
Jaydip Sen, Sidra Mehtab, Abhishek Dutta
Volatility clustering is an important characteristic that has a significant effect on the behavior of stock markets. However, designing robust models for accurate prediction of fut…
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…
Robust Analysis of Stock Price Time Series Using CNN and LSTM-Based Deep Learning Models
Sidra Mehtab, Jaydip Sen, Subhasis Dasgupta
Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility…
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…
Machine Learning Applications in Misuse and Anomaly Detection
Jaydip Sen, Sidra Mehtab
Machine learning and data mining algorithms play important roles in designing intrusion detection systems. Based on their approaches toward the detection of attacks in a network, i…
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…