Intuitionistic fuzzy sets introduced by Atanassov are generalization of fuzzy sets as they also handle the nondeterminacy which is caused by degree of hesitation of decision maker. The present study proposes a computational method of forecasting for fuzzy time series. In the proposed method the notion of intuitionistic fuzzy set is used in fuzzy time series forecasting with simplified computati...

It has been observed that from the month of Nov, 2020 BSE Sensex is back in its mood and going made an all time high. Now market a jubilant mood. During COVID-19 period behaved like roller costa every good bad news about Pandemic equivalently affected too, if not absolute terms at least direction. The initial days Covid-19 pandemic created huge losses to investors financial market. Almost econo...

In this paper, the researcher studies growth of cryptocurrency trading in different countries and also investigates speculative properties three significant cryptocurrencies Bitcoin (BTC), Binance Coin (BNB) Ethereum (ETH), their conditional correlation with six indices stock market namely; IXIC, Standard & Poor’s 500, NYSE Composite, DJI, Nifty 50 BSE Sensex from period April 2, 2018, to M...

NVESTORS, world over, are currently demanding more shareholder value than just high returns. Maximising shareholders value has always been the ultimate aim of every company. Investors are very keen in assessing the corporate financial performance that correlate with shareholders wealth particularly the market price of a share. Traditional performance measures like return on investment, earnings...

This paper aims to examine and compare the effect of black swan events on performance companies with strong Environmental, Social, (Corporate) Governance (ESG) backgrounds that other companies. Compared established firms, ESG are perceived be stable will help them outperform volatile during times crisis. research focuses SENSEX for conventional market index BSE GREEENEX S&P CARBONEX indices. We...

The paper focuses on the task of predicting future values of stock market index. Two indices namely CNX Nifty and S&P Bombay Stock Exchange (BSE) Sensex from Indian stock markets are selected for experimental evaluation. Experiments are based on 10 years of historical data of these two indices. The predictions are made for 1–10, 15 and 30 days in advance. The paper proposes two stage fusion app...

Abstract. – Recently, we have developed a method based on discrete wavelets to characterize the correlation and scaling properties of non-stationary time series. This approach is local in nature and it makes use of wavelets from the Daubechies family for detrending purpose. The natural built-in variable windows in wavelet transform makes this procedure well suited for the non-stationary data. W...

The financial sector in India has undergone radical reforms, particularly in the stock market segment, since early 1990s. Testing duration in stock markets concerns the ability to predict the turning points of bull and bear cycles. This article study some point process models to fit the data from Indian stock market cycles. We have considered the BSE 30 (SENSEX) data from January, 1991 to Augus...