A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks
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- Jaydip Sen & Abhishek Dutta & Sidra Mehtab, 2021. "Stock Portfolio Optimization Using a Deep Learning LSTM Model," Papers 2111.04709, arXiv.org.
- Sidra Mehtab & Jaydip Sen, 2020. "Stock Price Prediction Using CNN and LSTM-Based Deep Learning Models," Papers 2010.13891, arXiv.org.
- Marco Corazza & Giacomo di Tollo & Giovanni Fasano & Raffaele Pesenti, 2021. "A novel hybrid PSO-based metaheuristic for costly portfolio selection problems," Annals of Operations Research, Springer, vol. 304(1), pages 109-137, September.
- Sidra Mehtab & Jaydip Sen, 2019. "A Robust Predictive Model for Stock Price Prediction Using Deep Learning and Natural Language Processing," Papers 1912.07700, arXiv.org.
- Jiayu Qiu & Bin Wang & Changjun Zhou, 2020. "Forecasting stock prices with long-short term memory neural network based on attention mechanism," PLOS ONE, Public Library of Science, vol. 15(1), pages 1-15, January.
- Jaydip Sen & Sidra Mehtab & Abhishek Dutta, 2021. "Volatility Modeling of Stocks from Selected Sectors of the Indian Economy Using GARCH," Papers 2105.13898, arXiv.org.
- Sidra Mehtab & Jaydip Sen & Abhishek Dutta, 2020. "Stock Price Prediction Using Machine Learning and LSTM-Based Deep Learning Models," Papers 2009.10819, arXiv.org.
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Cited by:
- Jaydip Sen, 2022. "Designing Efficient Pair-Trading Strategies Using Cointegration for the Indian Stock Market," Papers 2211.07080, arXiv.org.
- Jaydip Sen & Ashwin Kumar R S & Geetha Joseph & Kaushik Muthukrishnan & Koushik Tulasi & Praveen Varukolu, 2022. "Precise Stock Price Prediction for Robust Portfolio Design from Selected Sectors of the Indian Stock Market," Papers 2201.05570, arXiv.org.
- Jaydip Sen & Subhasis Dasgupta, 2023. "Portfolio Optimization: A Comparative Study," Papers 2307.05048, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2022-10-31 (Financial Markets)
- NEP-RMG-2022-10-31 (Risk Management)
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