43 citations · 134 across the 8 of their papers we have counts for
8 papers
Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market
Jaydip Sen, Abhishek Dutta
Portfolio optimization is a challenging problem that has attracted considerable attention and effort from researchers. The optimization of stock portfolios is a particularly hard p…
A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks
Jaydip Sen, Abhishek Dutta
Portfolio optimization has been an area of research that has attracted a lot of attention from researchers and financial analysts. Designing an optimum portfolio is a complex task…
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…
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…
Machine Learning in Finance-Emerging Trends and Challenges
Jaydip Sen, Rajdeep Sen, Abhishek Dutta
The paradigm of machine learning and artificial intelligence has pervaded our everyday life in such a way that it is no longer an area for esoteric academics and scientists putting…
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…