Search Results for author: Arup Dasgupta

Found 2 papers, 0 papers with code

A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market

no code implementations23 Oct 2023 Jaydip Sen, Arup Dasgupta, Partha Pratim Sengupta, Sayantani Roy Choudhury

The top stocks of each cluster are identified based on their free-float market capitalization from the report of the NSE published on July 1, 2022 (NSE Website).

Portfolio Optimization

A Portfolio Rebalancing Approach for the Indian Stock Market

no code implementations15 Oct 2023 Jaydip Sen, Arup Dasgupta, Subhasis Dasgupta, Sayantani Roychoudhury

The portfolios are designed based on the training data from January 4, 2021 to June 30, 2022.

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