Search Results for author: Abhishek Dutta

Found 15 papers, 2 papers with code

Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market

no code implementations8 Oct 2022 Jaydip Sen, Abhishek Dutta

The evaluation of the portfolios is done based on their cumulative returns over the test period from Jan 1, 2021, to Dec 31, 2021.

Portfolio Optimization

A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks

no code implementations3 Oct 2022 Jaydip Sen, Abhishek Dutta

The portfolios are built following the two approaches to historical stock prices from Jan 1, 2016, to Dec 31, 2020.

Portfolio Optimization

Hierarchical Risk Parity and Minimum Variance Portfolio Design on NIFTY 50 Stocks

no code implementations6 Feb 2022 Jaydip Sen, Sidra Mehtab, Abhishek Dutta, Saikat Mondal

Portfolio design and optimization have been always an area of research that has attracted a lot of attention from researchers from the finance domain.

Stock Portfolio Optimization Using a Deep Learning LSTM Model

no code implementations8 Nov 2021 Jaydip Sen, Abhishek Dutta, Sidra Mehtab

The predicted and the actual returns of each portfolio are found to be high, indicating the high precision of the LSTM model.

Portfolio Optimization Time Series +1

Machine Learning in Finance-Emerging Trends and Challenges

no code implementations8 Oct 2021 Jaydip Sen, Rajdeep Sen, Abhishek Dutta

The paradigm of machine learning and artificial intelligence has pervaded our everyday life in such a way that it is no longer an area for esoteric academics and scientists putting their effort to solve a challenging research problem.

BIG-bench Machine Learning

Volatility Modeling of Stocks from Selected Sectors of the Indian Economy Using GARCH

no code implementations28 May 2021 Jaydip Sen, Sidra Mehtab, Abhishek Dutta

Volatility clustering is an important characteristic that has a significant effect on the behavior of stock markets.

Clustering

Profitability Analysis in Stock Investment Using an LSTM-Based Deep Learning Model

no code implementations6 Apr 2021 Jaydip Sen, Abhishek Dutta, Sidra Mehtab

Even more challenging is to build a system for constructing an optimum portfolio of stocks based on the forecasted future stock prices.

Stock Price Prediction Using Machine Learning and LSTM-Based Deep Learning Models

4 code implementations20 Sep 2020 Sidra Mehtab, Jaydip Sen, Abhishek Dutta

In this work, we propose an approach of hybrid modeling for stock price prediction building different machine learning and deep learning-based models.

BIG-bench Machine Learning regression +2

The VIA Annotation Software for Images, Audio and Video

1 code implementation24 Apr 2019 Abhishek Dutta, Andrew Zisserman

In this paper, we introduce a simple and standalone manual annotation tool for images, audio and video: the VGG Image Annotator (VIA).

Ear-to-ear Capture of Facial Intrinsics

no code implementations8 Sep 2016 Alassane Seck, William A. P. Smith, Arnaud Dessein, Bernard Tiddeman, Hannah Dee, Abhishek Dutta

We present a practical approach to capturing ear-to-ear face models comprising both 3D meshes and intrinsic textures (i. e. diffuse and specular albedo).

Face Model

Predicting Performance of a Face Recognition System Based on Image Quality

no code implementations24 Oct 2015 Abhishek Dutta

A practical limitation of such a data driven generative model is the limited nature of training data set.

Face Recognition

Predicting Face Recognition Performance Using Image Quality

no code implementations24 Oct 2015 Abhishek Dutta, Raymond Veldhuis, Luuk Spreeuwers

This paper proposes a data driven model to predict the performance of a face recognition system based on image quality features.

Face Recognition

Can Facial Uniqueness be Inferred from Impostor Scores?

no code implementations23 Oct 2013 Abhishek Dutta, Raymond Veldhuis, Luuk Spreeuwers

In Biometrics, facial uniqueness is commonly inferred from impostor similarity scores.

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