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Intraday Price Discovery in Indian Stock Index Futures Market : New Evidence from Neural Network Approach

Inani, Sarveshwar - 2016

This research aims to revisit the price discovery relationship between spot and futures prices of Indian equity index S&P CNX Nifty, using neural network approach. This study uses minute-by-minute prices of 167 trading days ranging from January, 2015 to August, 2015 to gain fresh insights on...

Persistent link: https://www.econbiz.de/10013001717

Does artificial neural network forecast better for excessively volatile currency pairs?

Inani, Sarveshwar Kumar; Tripathi, Manas; Kumar, Saurabh - In: The journal of prediction markets 10 (2016) 2, pp. 47-61

Persistent link: https://www.econbiz.de/10011904939

Exchange rate forecasting using ensemble modeling for better policy implications

Tripathi, Manas; Kumar, Saurabh; Inani, Sarveshwar Kumar - In: Journal of time series econometrics 13 (2021) 1, pp. 43-71

Persistent link: https://www.econbiz.de/10012437825

predictive power of an ensemble model for cryptocurrency forecasting

Tripathi, Manas; Tripathi, Bhavya - In: The journal of prediction markets 16 (2022) 1, pp. 79-94

Persistent link: https://www.econbiz.de/10014289724