70 citations · 172 across the 9 of their papers we have counts for
8 papers · 1 filter
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…