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Discrete wavelet transform-based prediction of stock index : a study on national stock exchange fifty index

Jothimani, Dhanya; Shankar, Ravi; Yadav, Surendra S. - In: Journal of financial management and analysis : … 28 (2015) 2, pp. 35-49

Persistent link: https://www.econbiz.de/10011535334

Discrete Wavelet Transform-Based Prediction of Stock Index : A Study on National Stock Exchange Fifty Index

Jothimani, Dhanya - 2016

Financial Times Series such as stock price and exchange rates are, often, non-linear and non-stationary. Use of decomposition models has been found to improve the accuracy of predictive models. The paper proposes a hybrid approach integrating the advantages of both decomposition model (namely,...

Persistent link: https://www.econbiz.de/10012993885

Forecasting Indian Stock Market Index Using Singular Spectrum Analysis : A Comparison with ARIMA and Artificial Neural Network

Shukla, Suwarna - 2017

In this paper we focus on analyzing the predictive accuracy of three different types of forecasting techniques, Autoregressive Integrated Moving Average (ARIMA), Artificial Neural Network (ANN), and Singular Spectral Analysis (SSA), used for predicting chaotic time series data. These techniques...

Persistent link: https://www.econbiz.de/10012947889

Forecasting the direction of daily changes in the India VIX index using machine learning

Prasad, Akhilesh; Bakhshi, Priti - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-26

Movements in the India VIX are an important gauge of how the market’s risk perception shifts from day to day. This … research attempts to forecast movements one day ahead of the India VIX using logistic regression and 11 ensemble learning …-to-day movements of the India VIX because of their inherently optimised structure. This finding is very useful for anticipating risk in …

Persistent link: https://www.econbiz.de/10014284423

Role of the global volatility indices in predicting the volatility index of the Indian economy

Prasad, Akhilesh; Bakhshi, Priti - In: Risks : open access journal 10 (2022) 12, pp. 1-18

the implied volatility index of India, denoted by the symbol 'India VIX'. Historical daily data from 18 September, 2009 …, to 2 December, 2021, was acquired, and the target labels were created from changes in the India VIX. A set of classifiers … variables according to their importance. This study revealed that India's VIX was impacted most by the previous day's changes in …

Persistent link: https://www.econbiz.de/10014230843

Role of technical indicators in predicting stock indices : evidence from India

Angle, Priya; Mayakuntla, Tarun; Naguri, Sravani; … - In: Economics & finance notes 11 (2022) 2, pp. 181-190

Persistent link: https://www.econbiz.de/10013484540

A Fusion Model Integrating ANFIS and Artificial Immune Algorithm for Forecasting Indian Stock Market

Gunasekaran, M. - 2013

value of National Stock Exchange (NSE) of India. In order to make an efficient forecasting model, ANFIS is employed to …

Persistent link: https://www.econbiz.de/10013075035

Application of Machine Learning Tools in Predictive Modeling of Pairs Trade in Indian Stock Market

Ghosh, Indranil - 2018

The paper applies machine learning tools in pairs trading. Three different algorithms, namely, Support Vector Machine (SVM), Random Forest (RF) and Adaptive Neuro Fuzzy Inference System (ANFIS), have been used for predictive modeling of the value of the ratio of share prices of pairs of...

Persistent link: https://www.econbiz.de/10012922089

Application of machine learning tools in predictive modeling of pairs trade in Indian stock market

Chandhuri, Tamal Datta; Ghosh, Indranil; Singh, Priyam - In: The IUP journal of applied finance : IJAF 23 (2017) 1, pp. 5-25

Persistent link: https://www.econbiz.de/10011635751

Application of Ensemble Machine Learning in the Predictive Data Analytics of Indian Stock Market

Sigo, Marxia Oli; Selvam, Murugesan; Venkateswar, Sankaran - 2020

[enter The world of today is high frequency data driven and characterized by the application and use of information technology for better business development and decision making. The price movements of stock markets are mainly influenced by micro and macro economic variables, legal framework...

Persistent link: https://www.econbiz.de/10014094825

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