2 papers
q-fin.GN2018
A Big data analytical framework for portfolio optimization
Dhanya Jothimani, Ravi Shankar, Surendra S. Yadav
With the advent of Web 2.0, various types of data are being produced every day. This has led to the revolution of big data. Huge amount of structured and unstructured data are prod…
q-fin.ST2016
Discrete Wavelet Transform-Based Prediction of Stock Index: A Study on National Stock Exchange Fifty Index
Dhanya Jothimani, Ravi Shankar, Surendra S. Yadav
Financial Times Series such as stock price and exchange rates are, often, non-linear and non-stationary. Use of decomposition models has been found to improve the accuracy of predi…