177 citations · 1.8k across the 97 of their papers we have counts for
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Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks
Abhiraj Sen, Jaydip Sen
Designing an optimum portfolio for allocating suitable weights to its constituent assets so that the return and risk associated with the portfolio are optimized is a computationall…
Portfolio Optimization: A Comparative Study
Jaydip Sen, Subhasis Dasgupta
Portfolio optimization has been an area that has attracted considerable attention from the financial research community. Designing a profitable portfolio is a challenging task invo…
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…
Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market
Jaydip Sen, Arpit Awad, Aaditya Raj +4
The stock market offers a platform where people buy and sell shares of publicly listed companies. Generally, stock prices are quite volatile; hence predicting them is a daunting ta…
Robust Portfolio Design and Stock Price Prediction Using an Optimized LSTM Model
Jaydip Sen, Saikat Mondal, Gourab Nath
Accurate prediction of future prices of stocks is a difficult task to perform. Even more challenging is to design an optimized portfolio with weights allocated to the stocks in a w…