Tamal Chaudhuri

Calcutta Business School

Bishnupur

South 24 Parganas

Kolkata, West Bengal 743503

India

  • Calcutta Business School

SCHOLARLY PAPERS

14

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19

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41

Scholarly Papers (14)

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1.

A Robust Predictive Model for Stock Price Forecasting

Proceedings of the 5th International Conference on Business Analytics and Intelligence (ICBAI 2017), Indian Institute of Management, Bangalore, INDIA, December 11-13, 2017
Number of pages: 12 Posted: 13 Nov 2017
Jaydip Sen and Tamal Chaudhuri
Praxis Business School and Calcutta Business School
Downloads 1,831 (15,597)
Citation 3

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Stock Price Prediction, Multivariate Regression, Logistic Regression, Decision Tree, Artificial Neural Networks, Support Vector Machine, Random Forest, RMSE, Correlation Coefficient

2.

A Predictive Analysis of the Indian FMCG Sector Using Time Series Decomposition-Based Approach

Number of pages: 25 Posted: 26 Jun 2017
Jaydip Sen and Tamal Chaudhuri
Praxis Business School and Calcutta Business School
Downloads 801 (51,971)
Citation 9

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Time Series Decomposition, Trend, Seasonal, Random, Holt Winters Forecasting model, Auto Regression (AR), Moving Average (MA), Auto Regressive Integrated Moving Average (ARIMA), Partial Auto Correlation Function (PACF), Auto Correlation Function (ACF)

3.

A Time Series Analysis-Based Forecasting Framework for the Indian Healthcare Sector

Journal of Insurance and Financial Management, Volume 3, No. 1, Forthcoming
Number of pages: 23 Posted: 26 Apr 2017
Jaydip Sen and Tamal Chaudhuri
Praxis Business School and Calcutta Business School
Downloads 352 (142,458)
Citation 3

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Time Series, Decomposition, Trend, Seasonal, Random, Holt Winters Forecasting, Auto Regression (AR), Moving Average (MA), Auto Regressive Integrated Moving Average (ARIMA), Partial Auto Correlation Function (PACF), Auto Correlation Function (ACF)

4.

Decomposition of Time Series Data of Stock Markets and its Implications for Prediction – An Application for the Indian Auto Sector

Proceedings of the 2nd National Conference on Advances in Business Research and Practices (ABRMP 2016), January 8-9, 2016, Kolkata, INDIA.
Number of pages: 14 Posted: 11 Apr 2016 Last Revised: 27 Apr 2016
Jaydip Sen and Tamal Chaudhuri
Praxis Business School and Calcutta Business School
Downloads 307 (164,791)
Citation 3

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Decomposition, Trend, Seasonal, Random, Holt Winters Forecasting model, Neural Network, Back Propagation Network, ARIMA, VAR, Bayesian Vector Autoregressive (BVAR) model

5.

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

Number of pages: 16 Posted: 10 Mar 2017
Indranil Ghosh and Tamal Chaudhuri
Calcutta Business School and Calcutta Business School
Downloads 136 (347,906)
Citation 2

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6.

A Framework for Predictive Analysis of Stock Market Indices – A Study of the Indian Auto Sector

Calcutta Business School (CBS) Journal of Management Practices, Volume 2, Number 2, December 2016 Edition, pp 1-19.
Number of pages: 19 Posted: 11 Apr 2016
Jaydip Sen and Tamal Chaudhuri
Praxis Business School and Calcutta Business School
Downloads 123 (375,263)
Citation 1

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Time Series, Decomposition, Trend, Seasonal, Random, Holt Winters Forecasting model, Neural Network, Back Propagation Network, ARIMA, VAR, Bayesian Vector Autoregressive (BVAR) model

7.

Application of Multi-Criteria Decision Making Models in Regulatory Evaluation of Commercial Banks in India and its Consistency with Public Perception

Number of pages: 22 Posted: 08 Jan 2015
Tamal Chaudhuri and Indranil Ghosh
Calcutta Business School and Calcutta Business School
Downloads 114 (396,576)

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8.

Estimating Changing Significance of Determinants of FII Flows to India Over Different Time Periods in a Vector Autoregressive Framework Using Daily Data

Number of pages: 18 Posted: 12 May 2014
Tamal Chaudhuri, Dr. Mukhopadhyay and Payal Maskara
Calcutta Business School, Calcutta Business School and Calcutta Business School
Downloads 106 (417,833)

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FII, returns, exchange rate, bullish, bearish, implied volatility, VAR, ADF test

9.

An Alternative Framework for Time Series Decomposition and Forecasting and its Relevance for Portfolio Choice – A Comparative Study of the Indian Consumer Durable and Small Cap Sectors

Journal of Economics Library, Vol 3, No 2, June 2016, Forthcoming
Number of pages: 30 Posted: 21 May 2016
Jaydip Sen and Tamal Chaudhuri
Praxis Business School and Calcutta Business School
Downloads 82 (493,294)
Citation 3

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Time Series, Decomposition, Trend, Seasonal, Random, Holt Winters Forecasting model, ARIMA, R Programming Language, BSE Consumer Durables Index, BSE Small Cap Index

10.

Decomposition of Time Series Data to Check Consistency between Fund Style and Actual Fund Composition of Mutual Funds

Proceedings of the 4th International Conference on Business Analytics and Intelligence (ICBAI 2016), December 19-21, 2016, Bangalore, INDIA
Number of pages: 15 Posted: 25 Oct 2016
Jaydip Sen and Tamal Chaudhuri
Praxis Business School and Calcutta Business School
Downloads 67 (552,609)

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Mutual Fund, Time Series Decomposition, Trend, Seasonal, Random, R Programming Language

11.

An Investigation of the Structural Characteristics of the Indian IT Sector and the Capital Goods Sector – An Application of the R Programming in Time Series Decomposition and Forecasting

Journal of Insurance and Financial Management 1(4), 68-132, June 2016.
Number of pages: 59 Posted: 04 Jun 2016 Last Revised: 15 Jun 2016
Jaydip Sen and Tamal Chaudhuri
Praxis Business School and Calcutta Business School
Downloads 51 (630,092)
Citation 3

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Time Series, Decomposition, Trend, Seasonal, Random, R Programming Language, Association Tests, Cross Correlation, Linear Models, Correlation, Regression

12.

Application of Machine Learning Tools in Predictive Modeling of Pairs Trade in Indian Stock Market

The IUP Journal of Applied Finance, Vol. 23, No. 1, January 2017, pp. 5-25
Posted: 28 Apr 2018
Indranil Ghosh, Tamal Chaudhuri and Priyam Singh
Calcutta Business School, Calcutta Business School and HDFC Ltd.

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13.

Application of Unsupervised Feature Selection, Machine Learning and Evolutionary Algorithm in Predicting Stock Returns: A Study of Indian Firms

The IUP Journal of Financial Risk Management, Vol. XIII, No. 3, pp. 20-46, September 2016
Posted: 12 May 2017
Tamal Chaudhuri, Indranil Ghosh and Shahira Eram
Calcutta Business School, Calcutta Business School and Calcutta Business School

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14.

A Multi-Criteria Decision Making Model-Based Approach for Evaluation of the Performance of Commercial Banks in India

The IUP Journal of Bank Management, Vol. XIII, No. 3, August 2014, pp. 23-33
Posted: 03 Jul 2015
Tamal Chaudhuri and Indranil Ghosh
Calcutta Business School and Calcutta Business School

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