Deep Learning-based Integrated Framework for stock price movement prediction

Y Zhao, G Yang - Applied Soft Computing, 2023 - Elsevier
Stock market prediction is a very important problem in the economics field. With the
development of machine learning, more and more algorithms are applied in the stock market …

The fluctuation correlation between investor sentiment and stock index using VMD-LSTM: Evidence from China stock market

Z Gao, J Zhang - The North American Journal of Economics and Finance, 2023 - Elsevier
The impact of the investor sentiment on China's capital market price volatility is concerned
under the perspective of the behavioral finance. Firstly, in terms of the existing methods of …

Detection and forecasting of extreme events in stock price triggered by fundamental, technical, and external factors

A Rai, SR Luwang, M Nurujjaman, C Hens… - Chaos, Solitons & …, 2023 - Elsevier
The sporadic large fluctuations seen in the stock market are due to different factors. These
large fluctuations are termed extreme events (EE). We have identified fundamental …

High-frequency stock market order transitions during the US–China trade war 2018: A discrete-time Markov chain analysis

S Rabindrajit Luwang, A Rai, M Nurujjaman… - … Journal of Nonlinear …, 2024 - pubs.aip.org
Statistical analysis of high-frequency stock market order transaction data is conducted to
understand order transition dynamics. We employ a first-order time-homogeneous discrete …

[PDF][PDF] Sentimen negatif netizen dalam kolom komentar detik. com terhadap pemberitaan kasus Ferdy Sambo

M Wildan - LITERA, 2023 - researchgate.net
Penelitian ini bertujuan untuk mendeskripsikan sentimen negatif netizen pada kolom
komentar detik. com sebagai respon atas pemberitaan mengenai rekayasa kasus …

Complex network analysis of cryptocurrency market during crashes

K Mukhia, A Rai, SR Luwang, M Nurujjaman… - arXiv preprint arXiv …, 2024 - arxiv.org
This paper identifies the cryptocurrency market crashes and analyses its dynamics using the
complex network. We identify three distinct crashes during 2017-20, and the analysis is …

Identifying Extreme Events in the Stock Market: A Topological Data Analysis

A Rai, BN Sharma, SR Luwang, M Nurujjaman… - arXiv preprint arXiv …, 2024 - arxiv.org
This paper employs Topological Data Analysis (TDA) to detect extreme events (EEs) in the
stock market at a continental level. Previous approaches, which analyzed stock indices …

Explanatory Change Detection in Financial Markets by Graph-Based Entropy and Inter-Domain Linkage

Y Nishikawa, T Yoshino, T Sugie, Y Nakata, K Itou… - Entropy, 2022 - mdpi.com
In this study, we analyzed structural changes in financial markets under COVID-19 to
support investors' investment decisions. Because an explanation of these changes is …

COVID-19: The newest black swan crisis and its effect toward banking stocks

NA Khabibah, FM Waharini - Jurnal Riset Akuntansi dan …, 2022 - ejournal.upi.edu
The outbreak of Covid-19 has changed the condition of stock markets around the world,
including Indonesia. The bad news regarding this latest pandemic is forming negative …

Macroeconomic Factors and SENSEX Performance in India: Unveiling the Post-Liberalization Era (1980-2020)

MI Bonelli - Indian Journal of Research in Capital Markets …, 2023 - papers.ssrn.com
Background: India, as one of the major developing economies globally, has experienced
significant economic growth following the Liberalization Reforms of 1991. However, the …