50 citations · 92 across the 14 of their papers we have counts for
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q-fin.ST2016★ 50 cited
Artificial Neural Network and Time Series Modeling Based Approach to Forecasting the Exchange Rate in a Multivariate Framework
Tamal Datta Chaudhuri, Indranil Ghosh
Any discussion on exchange rate movements and forecasting should include explanatory variables from both the current account and the capital account of the balance of payments. In…
cs.CE2016★ 13 cited
Using Clustering Method to Understand Indian Stock Market Volatility
Tamal Datta Chaudhuri, Indranil Ghosh
In this paper we use Clustering Method to understand whether stock market volatility can be predicted at all, and if so, when it can be predicted. The exercise has been performed f…
cs.NE2016★ 22 cited
Forecasting Volatility in Indian Stock Market using Artificial Neural Network with Multiple Inputs and Outputs
Tamal Datta Chaudhuri, Indranil Ghosh
Volatility in stock markets has been extensively studied in the applied finance literature. In this paper, Artificial Neural Network models based on various back propagation algori…