![Open Access](https://i-scholar.in/lib/pkp/templates/images/icons/fulltextgreen.png)
![Restricted Access](https://i-scholar.in/lib/pkp/templates/images/icons/fulltextred.png)
![Open Access](https://i-scholar.in/lib/pkp/templates/images/icons/fulltextgreen.png)
![Open Access](https://i-scholar.in/lib/pkp/templates/images/icons/fulltext_open_medium.gif)
![Restricted Access](https://i-scholar.in/lib/pkp/templates/images/icons/fulltextred.png)
![Restricted Access](https://i-scholar.in/lib/pkp/templates/images/icons/fulltext_restricted_medium.gif)
Experimental Study on Stock Market to Analyse the Impact of the Latest Demonetization in India
Subscribe/Renew Journal
The stock market is too dynamic in nature. Many researchers are working for prediction of stock market. The main aim of this paper is to perform experimental study on stock market using proposed prediction model during the current issue of demonetization. The proposed model is working for short term prediction due to dynamism in stock price fluctuation. To perform experimental study, the stock data and related news are considered as a data set. The model comparative study and the method used for model development were discussed in previous paper [15]. This study shows the analytical results for stock market specific selected stock movement prediction during the latest decision of currency demonetization in India. This paper discusses about the accuracy and efficiency of the model during this period and up to which extent the accuracy will be achieved.
Keywords
- Random Walk Hypothesis, Cootner, Paul H. (1964). The random character of stock market prices. MIT Press.
- E.F. Fama, "Efficient Capital Markets: A Review of Theory and Empirical Work," The Journal of Finance, vol. 25, 1970, pp. 383-41
- Technical-Analysis, The Trader's Glossary of Technical Terms and Topics. 2005
- W. Huang, Y. Nakamori, and S. Wang, "Forecasting stock market movement direction with support vector machine," Computers & Operations Research, vol. 32, 2005, pp. 2513-2522
- Ingo Steinwart and Andreas Christmann. Support Vector Machines. Springer-Verlag, New York, 2008. ISBN 978-0-387-77241-7
- Barberis, Nicholas, and Richard Thaler, 2003. “A survey of behavioural finance.” Journal of Financial Economics
- Hong, T. and Han, I. 2004, ‘Integrated approach of cognitive maps and neural networks using qualitative information on the World Wide Web: KBN Miner’, Expert Systems, vol. 21 no.5, pp. 243-252.
- Maheu, J. M. & McCurdy, T. H. 2004, ‘News Arrival, Jump Dynamics and Volatility Components for Individual Stock returns’, Journal of Fiannace, vol 2, pp. 755.
- Ingvaldsen J., Gulla V, Lægreid T., Sandal P., Financial News Mining: Monitoring Continuous Streams of Text, Proc. IEEE/WIC/ACM International Conference on Web Intelligence, 2006.
- A. Mahajan, L. Dey, and S.M. Haque, "Mining Financial News for Major Events and Their Impacts on the Market," 2008 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology, Ieee, 2008, pp. 423-426
- R.P. Schumaker and H. Chen, "Textual analysis of stock market prediction using breaking financial news:The AZFin Text system," ACM Transactions on Information Systems, vol. 27, 2009, pp. 1-19.
- Marijana Zekic, MS, “Neural Network Applications in Stock Market Predictions - A Methodology Analysis”
- Gustaf Forslund & David Åkesson,” Predicting share price by using Multiple Linear Regression” A Bachelor Thesis in Mathematical Statistics, May 21st, 2013
- Z. Ismail, A. Yahya and A. Shabri,” Forecasting Gold Prices Using Multiple Linear Regression Method”, American Journal of Applied Sciences 6 (8): 1509-1514, 2009 ISSN 1546-9239
- Ms. Hiral Patel and Dr. Satyen Parikh (2012),“Automated News based ULIP Fund Switching Model”, presented and published with International Conference GCEMP 2012, Awarded as Best Technical Paper.
- Ms. Hiral Patel and Dr. Satyen Parikh (2012), “A Comparative Study on Financial Stock Market Prediction Models”, Published By: The International Journal of Engineering And Science (IJES) ||Volume|| 1 ||Issue|| 2 ||Pages|| 188-191 ||2012|| ISSN: 2319 – 1813 ISBN: 2319 – 1805 , Indexed in ANED (American National Engineering Database)
- Ms. Hiral Patel and Dr. Satyen Parikh (2014), “A Proposed prediction model for forecasting the financial market value according different factors” , International Journal of Computer Technology & Application (IJCTA) ISSN 2229-6093 Volume 5 Issue 1 Jan-Feb 2014. Impact Factor – 2.015 IC Value 5.17
- Ms. Hiral Patel and Dr. Satyen Parikh (2014), “A Technical and Fundamental Parameters analysis for Financial Market Prediction Using Semantic Analysis”
- Ms. Hiral Patel and Dr. Satyen Parikh (2015), “Dynamic IS based Asset Allocation on Crude Trend Analysis – exploring a Hedging Concept”, Presented and Publishing in GCEMP-15, GFJMR.
- Ms. Hiral Patel and Dr. Satyen Parikh (2016), “Comparative analysis of different statistical and neural network based forecasting tools for prediction of stock data” Presented At ICTCS – 2016, Publication (ACM Conference) ,http://dl.acm.org/citation.cfm?id=2905055.2905186
- Ms. Hiral Patel and Dr. Satyen Parikh (2016), “Comparative Analytical Study for News Text Classification Techniques Applied for Stock Market Price Extrapolation” SmartCom 2016 Proceedings by Springer CCIS
- Ms. Hiral Patel and Dr. Satyen Parikh (2016), “Prediction Model for Stock Market using News based different Classification, Regression and Statistical Techniques (PMSMN)” ICTBIG 2016 IEEE Publication, 18 & 19 Oct 2016 Indore.
- Joshi, K., N, B. H., & Rao, J. (2016). Stock Trend Prediction Using News Sentiment Analysis. International Journal of Computer Science and Information Technology, 8(3), 67-76. doi:10.5121/ijcsit.2016.8306.
![](https://i-scholar.in/public/site/images/abstractview.png)
Abstract Views: 303
![](https://i-scholar.in/public/site/images/pdfview.png)
PDF Views: 1