no code implementations • 2 Mar 2022 • Jaydip Sen, Sidra Mehtab, Abhishek Dutta, Saikat Mondal
Optimum portfolios are designed on the selected seven sectors.
no code implementations • 2 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.
no code implementations • 6 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.
no code implementations • 6 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.
no code implementations • 9 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.