Search Results for author: Saikat Mondal

Found 5 papers, 0 papers with code

Robust Portfolio Design and Stock Price Prediction Using an Optimized LSTM Model

no code implementations2 Mar 2022 Jaydip Sen, Saikat Mondal, Gourab Nath

Six months after the construction of the portfolios, i. e., on Jul 1, 2021, the actual returns and the LSTM-predicted returns for the portfolios are computed.

Stock Price Prediction

Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model

no code implementations6 Feb 2022 Jaydip Sen, Saikat Mondal, Sidra Mehtab

Optimum risk and eigen portfolios for each sector are designed based on ten critical stocks from the sector.

Portfolio Optimization

Hierarchical Risk Parity and Minimum Variance Portfolio Design on NIFTY 50 Stocks

no code implementations6 Feb 2022 Jaydip Sen, Sidra Mehtab, Abhishek Dutta, Saikat Mondal

Portfolio design and optimization have been always an area of research that has attracted a lot of attention from researchers from the finance domain.

Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model

no code implementations9 Nov 2021 Jaydip Sen, Saikat Mondal, Sidra Mehtab

This paper presents an optimized predictive model built on long-and-short-term memory (LSTM) architecture for automatically extracting past stock prices from the web over a specified time interval and predicting their future prices for a specified forecast horizon, and forecasts the future stock prices.

regression

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