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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 system for constructing an optimum portfolio of stocks based on…

统计金融 · 定量金融 2021-08-31 Jaydip Sen , Abhishek Dutta , Sidra Mehtab

Predictive model design for accurately predicting future stock prices has always been considered an interesting and challenging research problem. The task becomes complex due to the volatile and stochastic nature of the stock prices in the…

机器学习 · 计算机科学 2021-11-10 Jaydip Sen , Saikat Mondal , 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 optimization between its return and risk is an even more difficult…

投资组合管理 · 定量金融 2021-12-24 Jaydip Sen , Abhishek Dutta , Sidra Mehtab

One of the most enticing research areas is the stock market, and projecting stock prices may help investors profit by making the best decisions at the correct time. Deep learning strategies have emerged as a critical technique in the field…

人工智能 · 计算机科学 2024-07-26 Karan Pardeshi , Sukhpal Singh Gill , Ahmed M. Abdelmoniem

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

统计金融 · 定量金融 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

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 weights of allocation to achieve the optimized values of…

投资组合管理 · 定量金融 2022-03-04 Jaydip Sen , Sidra Mehtab , Abhishek Dutta , Saikat Mondal

The application of deep learning models for stock price forecasting in emerging markets remains underexplored despite their potential to capture complex temporal dependencies. This study develops and evaluates a Long Short-Term Memory…

交易与市场微观结构 · 定量金融 2025-09-19 Ahad Yaqoob , Syed M. Abdullah

Prediction models are crucial in the stock market as they aid in forecasting future prices and trends, enabling investors to make informed decisions and manage risks more effectively. In the Indian stock market, where volatility is often…

计算工程、金融与科学 · 计算机科学 2025-03-24 Omkar Oak , Rukmini Nazre , Rujuta Budke , Yogita Mahatekar

Prediction of stock prices has been an important area of research for a long time. While supporters of the efficient market hypothesis believe that it is impossible to predict stock prices accurately, there are formal propositions…

统计金融 · 定量金融 2021-08-31 Sidra Mehtab , Jaydip Sen , Abhishek Dutta

Investors and stock market analysts face major challenges in predicting stock returns and making wise investment decisions. The predictability of equity stock returns can boost investor confidence, but it remains a difficult task. To…

统计金融 · 定量金融 2025-07-04 Adebola K. Ojo , Ifechukwude Jude Okafor

Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems. In this paper, we…

机器学习 · 计算机科学 2021-06-14 Akash Doshi , Alexander Issa , Puneet Sachdeva , Sina Rafati , Somnath Rakshit

Portfolio optimization has been a broad and intense area of interest for quantitative and statistical finance researchers and financial analysts. It is a challenging task to design a portfolio of stocks to arrive at the optimized values of…

投资组合管理 · 定量金融 2022-02-08 Jaydip Sen , Saikat Mondal , Sidra Mehtab

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 way that optimizes its return and the risk. This paper…

投资组合管理 · 定量金融 2022-04-06 Jaydip Sen , Saikat Mondal , Gourab Nath

Designing robust and accurate predictive models for stock price prediction has been an active area of research for a long time. While on one side, the supporters of the efficient market hypothesis claim that it is impossible to forecast…

计算金融 · 定量金融 2021-08-31 Sidra Mehtab , Jaydip Sen

Prediction of stock price and stock price movement patterns has always been a critical area of research. While the well-known efficient market hypothesis rules out any possibility of accurate prediction of stock prices, there are formal…

统计金融 · 定量金融 2021-01-05 Sidra Mehtab , Jaydip Sen , Subhasis Dasgupta

The evaluation of the financial markets to predict their behaviour have been attempted using a number of approaches, to make smart and profitable investment decisions. Owing to the highly non-linear trends and inter-dependencies, it is…

统计金融 · 定量金融 2022-08-02 Shaswat Mohanty , Anirudh Vijay , Nandagopan Gopakumar

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

交易与市场微观结构 · 定量金融 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

Forecasting stock market prices remains a complex challenge for traders, analysts, and engineers due to the multitude of factors that influence price movements. Recent advancements in artificial intelligence (AI) and natural language…

统计金融 · 定量金融 2024-11-12 Kaushal Attaluri , Mukesh Tripathi , Srinithi Reddy , Shivendra

Designing robust frameworks for precise prediction of future prices of stocks has always been considered a very challenging research problem. The advocates of the classical efficient market hypothesis affirm that it is impossible to…

统计金融 · 定量金融 2021-08-31 Jaydip Sen , Sidra Mehtab

Designing robust and accurate prediction models has been a viable research area since a long time. While proponents of a well-functioning market predictors believe that it is difficult to accurately predict market prices but many scholars…

统计金融 · 定量金融 2022-05-16 Vishal Kuber , Divakar Yadav , Arun Kr Yadav
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