{"id":"https://openalex.org/W3190912843","doi":"https://doi.org/10.1108/ijoes-11-2020-0184","title":"Dynamic prediction of Indian stock market: an artificial neural network approach","display_name":"Dynamic prediction of Indian stock market: an artificial neural network approach","publication_year":2021,"publication_date":"2021-08-09","ids":{"openalex":"https://openalex.org/W3190912843","doi":"https://doi.org/10.1108/ijoes-11-2020-0184","mag":"3190912843"},"language":"en","primary_location":{"id":"doi:10.1108/ijoes-11-2020-0184","doi":"https://doi.org/10.1108/ijoes-11-2020-0184","is_oa":false,"landing_page_url":"https://doi.org/10.1108/ijoes-11-2020-0184","pdf_url":null,"source":{"id":"https://openalex.org/S4210237825","display_name":"International Journal of Ethics and Systems","issn_l":"0828-8666","issn":["0828-8666","1758-7174","2514-9369","2514-9377"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["abdc-c","norway-1","poland-20","russia-white-list-2"],"host_organization":"https://openalex.org/P4310319811","host_organization_name":"Emerald Publishing Limited","host_organization_lineage":["https://openalex.org/P4310319811"],"host_organization_lineage_names":["Emerald Publishing Limited"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Ethics and Systems","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5034578197","display_name":"Himanshu Goel","orcid":"https://orcid.org/0000-0002-9523-0719","observed_orcids":["https://orcid.org/0000-0002-9523-0719"]},"institutions":[{"id":"https://openalex.org/I4405284272","display_name":"Jagan Institute of Management Studies","ror":"https://ror.org/038n4h378","country_code":"IN","type":"education","lineage":["https://openalex.org/I4405284272"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Himanshu Goel","raw_affiliation_strings":["Department of Finance, Jagan Institute of Management Studies, Delhi, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, Jagan Institute of Management Studies, Delhi, India","institution_ids":["https://openalex.org/I4405284272"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5074426908","display_name":"Narinder Pal Singh","orcid":"https://orcid.org/0000-0001-7166-411X","observed_orcids":["https://orcid.org/0000-0001-7166-411X"]},"institutions":[{"id":"https://openalex.org/I4405284272","display_name":"Jagan Institute of Management Studies","ror":"https://ror.org/038n4h378","country_code":"IN","type":"education","lineage":["https://openalex.org/I4405284272"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Narinder Pal Singh","raw_affiliation_strings":["Department of Management, Jagan Institute of Management Studies, Delhi, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Management, Jagan Institute of Management Studies, Delhi, India","institution_ids":["https://openalex.org/I4405284272"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I4405284272"],"apc_list":null,"apc_paid":null,"fwci":2.7662,"has_fulltext":false,"cited_by_count":34,"citation_normalized_percentile":{"value":0.90451993,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":92,"max":99},"biblio":{"volume":"38","issue":"1","first_page":"35","last_page":"46"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":1.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11918","display_name":"Forecasting Techniques and Applications","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10320","display_name":"Neural Networks and Applications","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-market-forecasting","display_name":"stock market prediction","score":0.8859999775886536},{"id":"https://openalex.org/keywords/closing-price-prediction","display_name":"closing price forecasting","score":0.8169999718666077},{"id":"https://openalex.org/keywords/neural-network","display_name":"artificial neural networks","score":0.8230000138282776},{"id":"https://openalex.org/keywords/macroeconomic-indicators","display_name":"macroeconomic indicators","score":0.9710000157356262},{"id":"https://openalex.org/keywords/indian-stock-market","display_name":"Indian stock market","score":0.8999999761581421}],"concepts":[{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6762120127677917},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.6544393301010132},{"id":"https://openalex.org/C50644808","wikidata":"https://www.wikidata.org/wiki/Q192776","display_name":"Artificial neural network","level":2,"score":0.6006299257278442},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5657308101654053},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.5466039180755615},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.4396425783634186},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3661538362503052},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.35806146264076233},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2876257598400116},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.16082483530044556},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.07775965332984924},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1108/ijoes-11-2020-0184","doi":"https://doi.org/10.1108/ijoes-11-2020-0184","is_oa":false,"landing_page_url":"https://doi.org/10.1108/ijoes-11-2020-0184","pdf_url":null,"source":{"id":"https://openalex.org/S4210237825","display_name":"International Journal of Ethics and Systems","issn_l":"0828-8666","issn":["0828-8666","1758-7174","2514-9369","2514-9377"],"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":["abdc-c","norway-1","poland-20","russia-white-list-2"],"host_organization":"https://openalex.org/P4310319811","host_organization_name":"Emerald Publishing Limited","host_organization_lineage":["https://openalex.org/P4310319811"],"host_organization_lineage_names":["Emerald Publishing Limited"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Ethics and Systems","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eme:ijoes0:ijoes-11-2020-0184","doi":null,"is_oa":false,"landing_page_url":"https://www.emerald.com/insight/content/doi/10.1108/IJOES-11-2020-0184.html?utm_source=repec&utm_medium=feed&utm_campaign=repec","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:RePEc:eme:ijoesp:ijoes-11-2020-0184","doi":null,"is_oa":false,"landing_page_url":"https://www.emerald.com/insight/content/doi/10.1108/IJOES-11-2020-0184/full/html?utm_source=repec&utm_medium=feed&utm_campaign=repec","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":28,"referenced_works":["https://openalex.org/W177218","https://openalex.org/W1969852690","https://openalex.org/W2013255028","https://openalex.org/W2017812666","https://openalex.org/W2030005958","https://openalex.org/W2038844583","https://openalex.org/W2117014758","https://openalex.org/W2154515808","https://openalex.org/W2300260098","https://openalex.org/W2324586260","https://openalex.org/W2331820705","https://openalex.org/W2500548007","https://openalex.org/W2540013903","https://openalex.org/W2596420026","https://openalex.org/W2614689898","https://openalex.org/W2785325215","https://openalex.org/W2795144335","https://openalex.org/W2806777472","https://openalex.org/W2905054969","https://openalex.org/W2910042538","https://openalex.org/W2913736909","https://openalex.org/W2938308298","https://openalex.org/W2955078954","https://openalex.org/W2996932139","https://openalex.org/W3016414288","https://openalex.org/W3032822516","https://openalex.org/W3088738441","https://openalex.org/W3125462345"],"related_works":["https://openalex.org/W4389505778","https://openalex.org/W1996984227","https://openalex.org/W7054544649","https://openalex.org/W7098398375","https://openalex.org/W4396909218","https://openalex.org/W3194426173","https://openalex.org/W2942240963","https://openalex.org/W174071414","https://openalex.org/W2883381449","https://openalex.org/W6948947082"],"abstract_inverted_index":{"Purpose":[0],"Artificial":[1],"neural":[2],"network":[3],"(ANN)":[4],"is":[5,80,105,116],"a":[6,47],"powerful":[7],"technique":[8],"to":[9,24,63,82,168],"forecast":[10,64,169],"the":[11,17,26,40,65,77,88,94,98,106,111,117,128,133,157,170],"time":[12],"series":[13],"data":[14],"such":[15,138],"as":[16,139],"stock":[18,28,49,172],"market.":[19],"Therefore,":[20],"this":[21,153],"study":[22,53,129,154],"aims":[23],"predict":[25],"Indian":[27,171],"market":[29,50,173],"closing":[30,91],"price":[31],"using":[32,174],"ANNs.":[33],"Design/methodology/approach":[34],"The":[35,52,72,125,150],"input":[36],"variables":[37,45],"identified":[38],"from":[39],"literature":[41],"are":[42,161],"some":[43],"macroeconomic":[44,175],"and":[46,110,146],"global":[48],"factor.":[51],"uses":[54],"an":[55],"ANN":[56,78,167],"with":[57],"Scaled":[58],"Conjugate":[59],"Gradient":[60],"Algorithm":[61],"(SCG)":[62],"Bombay":[66],"Stock":[67],"Exchange":[68],"(BSE)":[69],"Sensex.":[70,122],"Findings":[71],"empirical":[73],"findings":[74,126],"reveal":[75],"that":[76,97,159,165],"model":[79],"able":[81],"achieve":[83],"93%":[84],"accuracy":[85],"in":[86,120,156],"predicting":[87,121],"BSE":[89],"Sensex":[90],"prices.":[92],"Moreover,":[93],"results":[95],"indicate":[96],"Morgan":[99],"Stanley":[100],"Capital":[101],"International":[102],"world":[103],"index":[104,112],"most":[107],"important":[108,119],"variable":[109],"of":[113,127,135,152],"industrial":[114],"production":[115],"least":[118],"Research":[123],"limitations/implications":[124],"have":[130],"implications":[131],"for":[132],"investors":[134,145],"all":[136],"categories":[137],"foreign":[140],"institutional":[141,144],"investors,":[142],"domestic":[143],"investment":[147],"houses.":[148],"Originality/value":[149],"novelty":[151],"lies":[155],"fact":[158],"there":[160],"hardly":[162],"any":[163],"studies":[164],"use":[166],"indicators.":[176]},"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":12},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":8},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":2}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2021-08-16T00:00:00"}