Indian Stock Market
Research on the Indian stock market focuses on developing accurate predictive models for stock prices and portfolio optimization, aiming to improve investment strategies and risk management. Current research heavily utilizes machine learning techniques, including recurrent neural networks (RNNs), LSTMs, and transformer-based models, often incorporating sentiment analysis from social media and exploring network structures within the market to enhance prediction accuracy. These advancements offer valuable insights into market dynamics and sector-specific profitability, informing both academic understanding of financial markets and practical applications in portfolio management and trading.
Papers
Autoencoder based Hybrid Multi-Task Predictor Network for Daily Open-High-Low-Close Prices Prediction of Indian Stocks
Debasrita Chakraborty, Susmita Ghosh, Ashish Ghosh
Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange
Gour Sundar Mitra Thakur, Rupak Bhattacharyya, Seema Sarkar
Machine Learning Models in Stock Market Prediction
Gurjeet Singh
Hierarchical Risk Parity and Minimum Variance Portfolio Design on NIFTY 50 Stocks
Jaydip Sen, Sidra Mehtab, Abhishek Dutta, Saikat Mondal
Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model
Jaydip Sen, Saikat Mondal, Sidra Mehtab