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Research Work on Financial Technology

Selected Publications and Projects

Journal Papers
Journal Paper
A Systematic Review on Graph Neural Network-based Methods for Stock Market Forecasting

Abstract: Systematic review of graph-based approaches for stock market forecasting, covering classification, regression, and recommendation tasks. Reviews frameworks, features, datasets, models, and evaluation metrics. Analyzes results and highlights future research directions.

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Journal Paper
An Approach Towards Stock Market Prediction and Portfolio Optimization in Indian Financial Sectors

Abstract: Proposes DR2TNet, a dynamic relation-aware network capturing intra- and intersector stock associations and temporal patterns. Utilizes a dynamically updated financial knowledge graph. Demonstrates superior returns over baseline models.

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Journal Paper
A Hybrid Relational Approach Towards Stock Price Prediction and Profitability

Abstract: Introduces a hybrid relational model using peer market data and Random Forest Feature Permutation for stock price prediction in the US, India, and Korea. Combines temporal convolution and linear models, outperforming baselines in profitability.

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Conference Papers
Conference Paper
Deep Learning Techniques for Stock Market Forecasting: Recent Trends and Challenges

Abstract: Examines deep learning models for stock forecasting, including ANN, CNN, Seq2Seq, GANs, GNNs, and Transformers. Analyzes datasets, evaluation metrics, and outcomes. Highlights GNNs and Transformers for dynamic financial time series.

Conference Paper
A Deep Learning Approach Towards Indian Stock Market Movement Prediction

Abstract: Proposes SM2PNet, integrating inter-firm correlations and temporal dependencies to predict NSE stock movements. Shows improved accuracy over other deep learning methods.