REGIME-AWARE DOMINANT FACTOR IDENTIFICATION FOR  NIFTY PRICE FLUCTUATIONS USING ADAPTIVE NEURO METAHEURISTIC ATTRIBUTION LEARNING

V. Mohanaselvam,Dr. N. Subalakshmi

REGIME-AWARE DOMINANT FACTOR IDENTIFICATION FOR NIFTY PRICE FLUCTUATIONS USING ADAPTIVE NEURO METAHEURISTIC ATTRIBUTION LEARNING

Authors

V. Mohanaselvam,Dr. N. Subalakshmi

Keywords:

Regime-aware learning; NIFTY 50 index; price fluctuation analysis; dominant factor identification; deep learning; attribution learning; metaheuristic optimization; market regimes; macroeconomic indicators; financial sentiment analysis

Abstract

Understanding the factors that drive stock market price fluctuations is as critical as achievingaccurate price prediction, particularly in emerging markets such as India. The NIFTY 50 index exhibits strong sensitivity to macroeconomic conditions

References

D. K. Mishra, S. R. Nayak, P. Mohanty, and A. Tripathy, “Regime-dependent deep neural modeling for stock market price dynamics,” Expert Systems with Applications, vol. 233, pp. 120742, 2024.

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Published

2024-08-05

How to Cite

V. Mohanaselvam,Dr. N. Subalakshmi. (2024). REGIME-AWARE DOMINANT FACTOR IDENTIFICATION FOR NIFTY PRICE FLUCTUATIONS USING ADAPTIVE NEURO METAHEURISTIC ATTRIBUTION LEARNING. Journal of Computational Analysis and Applications (JoCAAA), 33(08), 7619–7633. Retrieved from https://eudoxuspress.com/index.php/pub/article/view/4809