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Fractal investigation and maximal overlap discrete wavelet transformation (MODWT)-based machine learning framework for forecasting exchange rates

Ghosh, Indranil; Chaudhuri, Tamal D. - In: Studies in microeconomics 5 (2017) 2, pp. 105-131

Persistent link: https://www.econbiz.de/10012023833

Stock market portfolio construction : a four-stage model based on Fractal analysis

Ghosh, Indranil; Chaudhuri, Tamal D. - In: South Asian journal of management : SAJM 25 (2018) 4, pp. 117-149

Persistent link: https://www.econbiz.de/10012011628

A granular machine learning framework for forecasting high-frequency financial market variables during the recent black swan event

Ghosh, Indranil; Jana, Rabin K. - In: Technological forecasting & social change : an … 194 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014475527

Modeling bivariate dependency in insurance data via Copula : a brief study

Ghosh, Indranil; Watts, Dalton; Chakraborty, Subrata - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-20

Copulas are a quite flexible and useful tool for modeling the dependence structure between two or more variables or components of bivariate and multivariate vectors, in particular, to predict losses in insurance and finance. In this article, we use the VineCopula package in R to study the...

Persistent link: https://www.econbiz.de/10013375167

An explainable AI-enabled granular ensemble machine learning framework to demystify fertilizer price movements

Jana, Rabin K.; Ghosh, Indranil; Kumar, P. N. Ram - In: Journal of the Operational Research Society 75 (2024) 8, pp. 1569-1586

Persistent link: https://www.econbiz.de/10015052581

Co-movement and dynamic correlation of financial and energy markets : an integrated framework of nonlinear dynamics, wavelet analysis and DCC-GARCH

Ghosh, Indranil; Sanyal, Manas Kumar; Jana, R. K. - In: Computational economics 57 (2021) 2, pp. 503-527

Persistent link: https://www.econbiz.de/10012486945