70 citations · 172 across the 9 of their papers we have counts for
12 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…
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…