177 citations · 1.8k across the 97 of their papers we have counts for
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cs.OH2016★ 6 cited
An Alternative Framework for Time Series Decomposition and Forecasting and its Relevance for Portfolio Choice: A Comparative Study of the Indian Consumer Durable and Small Cap Sectors
Jaydip Sen, Tamal Datta Chaudhuri
One of the challenging research problems in the domain of time series analysis and forecasting is making efficient and robust prediction of stock market prices. With rapid developm…
cs.OH2016★ 5 cited
A Framework for Predictive Analysis of Stock Market Indices : A Study of the Indian Auto Sector
Jaydip Sen, Tamal Datta Chaudhuri
Analysis and prediction of stock market time series data has attracted considerable interest from the research community over the last decade. Rapid development and evolution of so…
q-fin.ST2016★ 34 cited
Decomposition of Time Series Data of Stock Markets and its Implications for Prediction: An Application for the Indian Auto Sector
Jaydip Sen, Tamal Datta Chaudhuri
With the rapid development and evolution of sophisticated algorithms for statistical analysis of time series data, the research community has started spending considerable effort i…