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A hybrid approach to forecasting futures prices with simultaneous consideration of optimality in ensemble feature selection and advanced artificial intelligence

Ghosh, Indranil; Chaudhuri, Tamal D.; Alfaro-Cortés, … - In: Technological forecasting & social change : an … 181 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013417269

Bivariate Kumaraswamy models via modified FGM copulas : properties and applications

Ghosh, Indranil - In: Journal of risk and financial management : JRFM 10 (2017) 4, pp. 1-13

A copula is a useful tool for constructing bivariate and/or multivariate distributions. In this article, we consider a new modified class of FGM (Farlie–Gumbel–Morgenstern) bivariate copula for constructing several different bivariate Kumaraswamy type copulas and discuss their structural...

Persistent link: https://www.econbiz.de/10011854865

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

Referenda and the provision of a binary public good

Deb, Rajat; Ghosh, Indranil; Seo, Tae-kun - In: Journal of mathematical finance 8 (2018) 4, pp. 668-689

Persistent link: https://www.econbiz.de/10012016543

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

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

Understanding and Forecasting Stock Market Volatility Through Wavelet Decomposition, Statistical Learning and Econometric Methods

Ghosh, Indranil - 2017

Volatility in stock markets evokes varying responses from market participants. While some perceive it as opportunity to make money, others perceive it as a threat and start unwinding their positions. In today's globalized environment, increased volatility reflects not only the domestic...

Persistent link: https://www.econbiz.de/10012961341

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

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

Tobin's q and firm performance : MCDM and clustering-based approach for Indian companies

Kumari, Roma; Chaudhuri, Tamal D.; Ghosh, Indranil - In: International journal of business information systems : … 45 (2024) 4, pp. 564-590

Persistent link: https://www.econbiz.de/10015061816