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Improving the accuracy: volatility modeling and forecasting using high-frequency data and the variational component

Kumar, Manish - In: Journal of industrial engineering and management : JIEM 3 (2010) 1, pp. 199-220

In this study, we predict the daily volatility of the S&P CNX NIFTY market index of India using the basic "heterogeneous autoregressive" (HAR) and its variant. In doing so, we estimated several HAR and Log form of HAR models using different regressor. The different regressors were obtained by...

Persistent link: https://www.econbiz.de/10011899155

Further analysis of efficient portfolios with the USER data

Guerard, John Baynard; Krauklis, Eli; Kumar, Manish - In: The journal of investing 21 (2012) 1, pp. 81-88

Persistent link: https://www.econbiz.de/10009671679

Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN and ARIMA-random forest hybrid models

Kumar, Manish; Thenmozhi, M. - In: International journal of banking, accounting and finance 5 (2013/2014) 3, pp. 284-308

Persistent link: https://www.econbiz.de/10011474500

A MILP formulation for generalized geometric programming using piecewise-linear approximations

Tseng, Chung-Li; Zhan, Yiduo; Zheng, Qipeng P.; Kumar, … - In: European journal of operational research : EJOR 245 (2015) 2, pp. 360-370

Persistent link: https://www.econbiz.de/10011309016

Stochastic demand side management in smart grid system

Kumar, Manish; Samuel, Cherian - In: International journal of networking and virtual … 20 (2019) 4, pp. 319-339

Persistent link: https://www.econbiz.de/10012106656

The mechanism and influence of herding effect in investment decision making : case of enculturated actors

Raut, Rajdeep Kumar; Kumar, Manish - In: International journal of Indian culture and business … 19 (2019) 4, pp. 418-433

Persistent link: https://www.econbiz.de/10012209280