177 citations · 789 across the 17 of their papers we have counts for
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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…
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…