Details about Jaydip Sen

Access statistics for papers by Jaydip Sen.

Last updated 2024-03-08. Update your information in the RePEc Author Service.

Short-id: pse579

Working Papers

2023

1. A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market
   Papers, arXiv.org View citations (1)
2. A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market
   Papers, arXiv.org
3. A Portfolio Rebalancing Approach for the Indian Stock Market
   Papers, arXiv.org
4. Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks
   Papers, arXiv.org
5. Portfolio Optimization: A Comparative Study
   Papers, arXiv.org View citations (1)

2022

6. A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks
   Papers, arXiv.org View citations (3)
7. Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market
   Papers, arXiv.org View citations (2)
8. Designing Efficient Pair-Trading Strategies Using Cointegration for the Indian Stock Market
   Papers, arXiv.org View citations (2)
9. Hierarchical Risk Parity and Minimum Variance Portfolio Design on NIFTY 50 Stocks
   Papers, arXiv.org
10. Portfolio Optimization on NIFTY Thematic Sector Stocks Using an LSTM Model
    Papers, arXiv.org
11. Precise Stock Price Prediction for Optimized Portfolio Design Using an LSTM Model
    Papers, arXiv.org
12. Precise Stock Price Prediction for Robust Portfolio Design from Selected Sectors of the Indian Stock Market
    Papers, arXiv.org
13. Robust Portfolio Design and Stock Price Prediction Using an Optimized LSTM Model
    Papers, arXiv.org
14. Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market
    Papers, arXiv.org
15. Stock Volatility Prediction using Time Series and Deep Learning Approach
    Papers, arXiv.org View citations (2)

2021

16. A Time Series Analysis-Based Stock Price Prediction Using Machine Learning and Deep Learning Models
    Papers, arXiv.org View citations (12)
17. Accurate Stock Price Forecasting Using Robust and Optimized Deep Learning Models
    Papers, arXiv.org View citations (5)
18. Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model
    Papers, arXiv.org View citations (3)
19. Design and Analysis of Robust Deep Learning Models for Stock Price Prediction
    Papers, arXiv.org View citations (10)
20. Machine Learning in Finance-Emerging Trends and Challenges
    Papers, arXiv.org View citations (1)
21. Optimum Risk Portfolio and Eigen Portfolio: A Comparative Analysis Using Selected Stocks from the Indian Stock Market
    Papers, arXiv.org View citations (2)
22. Profitability Analysis in Stock Investment Using an LSTM-Based Deep Learning Model
    Papers, arXiv.org View citations (6)
23. Robust Analysis of Stock Price Time Series Using CNN and LSTM-Based Deep Learning Models
    Papers, arXiv.org
24. Stock Portfolio Optimization Using a Deep Learning LSTM Model
    Papers, arXiv.org View citations (9)
25. Stock Price Prediction Using Time Series, Econometric, Machine Learning, and Deep Learning Models
    Papers, arXiv.org View citations (9)
26. Volatility Modeling of Stocks from Selected Sectors of the Indian Economy Using GARCH
    Papers, arXiv.org View citations (13)

2020

27. Stock Price Prediction Using CNN and LSTM-Based Deep Learning Models
    Papers, arXiv.org View citations (23)
28. Stock Price Prediction Using Convolutional Neural Networks on a Multivariate Timeseries
    Papers, arXiv.org View citations (4)
29. Stock Price Prediction Using Machine Learning and LSTM-Based Deep Learning Models
    Papers, arXiv.org View citations (14)

2019

30. A Robust Predictive Model for Stock Price Prediction Using Deep Learning and Natural Language Processing
    Papers, arXiv.org View citations (24)

2017

31. A Time Series Analysis-Based Forecasting Framework for the Indian Healthcare Sector
    Papers, arXiv.org View citations (13)
32. An Investigation of the Structural Characteristics of the Indian IT Sector and the Capital Goods Sector: An Application of the R Programming in Time Series Decomposition and Forecasting
    Papers, arXiv.org
33. Decomposition of Time Series Data to Check Consistency between Fund Style and Actual Fund Composition of Mutual Funds
    Papers, arXiv.org

2016

34. Decomposition of Time Series Data of Stock Markets and its Implications for Prediction: An Application for the Indian Auto Sector
    Papers, arXiv.org View citations (13)

Journal Articles

2022

1. A forecasting framework for the Indian healthcare sector index
   International Journal of Business Forecasting and Marketing Intelligence, 2022, 7, (4), 311-350 View citations (3)

2018

2. Stock composition of mutual funds and fund style: a time series decomposition approach towards testing for consistency
   International Journal of Business Forecasting and Marketing Intelligence, 2018, 4, (3), 235-292 View citations (8)
3. Understanding the sectors of Indian economy for portfolio choice
   International Journal of Business Forecasting and Marketing Intelligence, 2018, 4, (2), 178-222 View citations (20)

2017

4. A Predictive Analysis of the Indian FMCG Sector using Time Series Decomposition - Based Approach
   Journal of Economics Library, 2017, 4, (2), 206-226 View citations (15)

2016

5. An Alternative Framework for Time Series Decomposition and Forecastingand its Relevance for Portfolio Choice – A Comparative Study of the Indian Consumer Durable and Small Cap Sectors
   Journal of Economics Library, 2016, 3, (2), 303-326 View citations (20)