{"id":"https://openalex.org/W3173093066","doi":"https://doi.org/10.1109/access.2021.3088999","title":"Novel Stock Crisis Prediction Technique\u2014A Study on Indian Stock Market","display_name":"Novel Stock Crisis Prediction Technique\u2014A Study on Indian Stock Market","publication_year":2021,"publication_date":"2021-01-01","ids":{"openalex":"https://openalex.org/W3173093066","doi":"https://doi.org/10.1109/access.2021.3088999","mag":"3173093066"},"language":"en","primary_location":{"id":"doi:10.1109/access.2021.3088999","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2021.3088999","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/9312710/09453777.pdf","source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://ieeexplore.ieee.org/ielx7/6287639/9312710/09453777.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5056869665","display_name":"Nagaraj Naik","orcid":"https://orcid.org/0000-0001-7031-9787"},"institutions":[{"id":"https://openalex.org/I11880225","display_name":"National Institute of Technology Karnataka","ror":"https://ror.org/01hz4v948","country_code":"IN","type":"education","lineage":["https://openalex.org/I11880225"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Nagaraj Naik","raw_affiliation_strings":["National Institute of Technology Karnataka, Mangalore, India"],"raw_orcid":"https://orcid.org/0000-0001-7031-9787","affiliations":[{"raw_affiliation_string":"National Institute of Technology Karnataka, Mangalore, India","institution_ids":["https://openalex.org/I11880225"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5032581304","display_name":"Biju R. Mohan","orcid":"https://orcid.org/0000-0002-3928-8924"},"institutions":[{"id":"https://openalex.org/I11880225","display_name":"National Institute of Technology Karnataka","ror":"https://ror.org/01hz4v948","country_code":"IN","type":"education","lineage":["https://openalex.org/I11880225"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Biju R. Mohan","raw_affiliation_strings":["National Institute of Technology Karnataka, Mangalore, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"National Institute of Technology Karnataka, Mangalore, India","institution_ids":["https://openalex.org/I11880225"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":["https://openalex.org/I11880225"],"apc_list":{"value":1850,"currency":"USD","value_usd":1850},"apc_paid":{"value":1850,"currency":"USD","value_usd":1850},"fwci":6.9919,"has_fulltext":true,"cited_by_count":62,"citation_normalized_percentile":{"value":0.97238671,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":97,"max":100},"biblio":{"volume":"9","issue":null,"first_page":"86230","last_page":"86242"},"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/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9983000159263611,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/financial-crisis","display_name":"Financial crisis","score":0.6066632270812988},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.599247395992279},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5815888047218323},{"id":"https://openalex.org/keywords/mean-squared-error","display_name":"Mean squared error","score":0.5436959862709045},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.5230154395103455},{"id":"https://openalex.org/keywords/stock-market-index","display_name":"Stock market index","score":0.5220305919647217},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.46525129675865173},{"id":"https://openalex.org/keywords/outlier","display_name":"Outlier","score":0.45463791489601135},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3496953845024109},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.2925879955291748},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.2895374596118927},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.23637160658836365},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.09547573328018188}],"concepts":[{"id":"https://openalex.org/C2778300220","wikidata":"https://www.wikidata.org/wiki/Q114380","display_name":"Financial crisis","level":2,"score":0.6066632270812988},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.599247395992279},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5815888047218323},{"id":"https://openalex.org/C139945424","wikidata":"https://www.wikidata.org/wiki/Q1940696","display_name":"Mean squared error","level":2,"score":0.5436959862709045},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.5230154395103455},{"id":"https://openalex.org/C88389905","wikidata":"https://www.wikidata.org/wiki/Q223371","display_name":"Stock market index","level":4,"score":0.5220305919647217},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.46525129675865173},{"id":"https://openalex.org/C79337645","wikidata":"https://www.wikidata.org/wiki/Q779824","display_name":"Outlier","level":2,"score":0.45463791489601135},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3496953845024109},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.2925879955291748},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.2895374596118927},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.23637160658836365},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.09547573328018188},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1109/access.2021.3088999","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2021.3088999","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/9312710/09453777.pdf","source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:17bb0a884d364aa4b57a6e38a7df7dbd","is_oa":true,"landing_page_url":"https://doaj.org/article/17bb0a884d364aa4b57a6e38a7df7dbd","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"IEEE Access, Vol 9, Pp 86230-86242 (2021)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1109/access.2021.3088999","is_oa":true,"landing_page_url":"https://doi.org/10.1109/access.2021.3088999","pdf_url":"https://ieeexplore.ieee.org/ielx7/6287639/9312710/09453777.pdf","source":{"id":"https://openalex.org/S2485537415","display_name":"IEEE Access","issn_l":"2169-3536","issn":["2169-3536"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Access","raw_type":"journal-article"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320325375","display_name":"National Institute of Technology Karnataka, Surathkal","ror":"https://ror.org/01hz4v948"}],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W3173093066.pdf","grobid_xml":"https://content.openalex.org/works/W3173093066.grobid-xml"},"referenced_works_count":62,"referenced_works":["https://openalex.org/W307457296","https://openalex.org/W1965805826","https://openalex.org/W1965806369","https://openalex.org/W1971982571","https://openalex.org/W1975920660","https://openalex.org/W1980836123","https://openalex.org/W1986078433","https://openalex.org/W1995382443","https://openalex.org/W2005346797","https://openalex.org/W2012079387","https://openalex.org/W2021938316","https://openalex.org/W2025053102","https://openalex.org/W2040760444","https://openalex.org/W2054299727","https://openalex.org/W2066995518","https://openalex.org/W2097459257","https://openalex.org/W2116640959","https://openalex.org/W2131773668","https://openalex.org/W2138293190","https://openalex.org/W2160579250","https://openalex.org/W2171468534","https://openalex.org/W2176819521","https://openalex.org/W2510329970","https://openalex.org/W2587963950","https://openalex.org/W2728943311","https://openalex.org/W2749526638","https://openalex.org/W2765776117","https://openalex.org/W2773797127","https://openalex.org/W2799635155","https://openalex.org/W2802435027","https://openalex.org/W2811103148","https://openalex.org/W2885942967","https://openalex.org/W2902087482","https://openalex.org/W2936404407","https://openalex.org/W2973508239","https://openalex.org/W3041417391","https://openalex.org/W3044752149","https://openalex.org/W3085993491","https://openalex.org/W3088775243","https://openalex.org/W3092607367","https://openalex.org/W3118507295","https://openalex.org/W3119207413","https://openalex.org/W3119916308","https://openalex.org/W3120041704","https://openalex.org/W3121364726","https://openalex.org/W3121577183","https://openalex.org/W3122528088","https://openalex.org/W3122575960","https://openalex.org/W3123653015","https://openalex.org/W3125488943","https://openalex.org/W3127074155","https://openalex.org/W3151910759","https://openalex.org/W3159345036","https://openalex.org/W4231546411","https://openalex.org/W4245003758","https://openalex.org/W4399647672","https://openalex.org/W6781280297","https://openalex.org/W6788390088","https://openalex.org/W6788960830","https://openalex.org/W6793528645","https://openalex.org/W6794822682","https://openalex.org/W6869608176"],"related_works":["https://openalex.org/W2990652064","https://openalex.org/W3134659362","https://openalex.org/W3123122373","https://openalex.org/W4386639254","https://openalex.org/W2360554747","https://openalex.org/W3208509893","https://openalex.org/W2611464132","https://openalex.org/W2363401122","https://openalex.org/W2386753225","https://openalex.org/W2049127694"],"abstract_inverted_index":{"A":[0],"stock":[1,8,30,64,123,140,145,198],"market":[2],"crash":[3],"is":[4,20,53,93,98,108,127,144,166,227],"a":[5,21,54,63,120,238],"drop":[6],"in":[7,28,122,139],"prices":[9],"more":[10,26,228],"than":[11,190],"10%":[12],"across":[13],"the":[14,29,70,79,84,94,102,112,136,164,197,203,209,212,214,223,234],"major":[15],"indices.":[16],"Stock":[17,32],"crisis":[18,65,137,146,224],"prediction":[19,52,66,147],"difficult":[22],"task":[23,56],"due":[24,36],"to":[25,37,82,100,118,134,206,221,230],"volatility":[27],"market.":[31],"price":[33],"sell-offs":[34],"are":[35],"various":[38],"reasons":[39],"such":[40],"as":[41],"company":[42],"earnings,":[43],"geopolitical":[44],"tension,":[45],"financial":[46,86],"crisis,":[47],"and":[48,59,154,178,232],"pandemic":[49],"situations.":[50],"Crisis":[51],"challenging":[55],"for":[57,195],"researchers":[58,215],"investors.":[60],"We":[61],"proposed":[62,78],"model":[67,165],"based":[68,148,168,184,192],"on":[69,149,169],"Hybrid":[71],"Feature":[72],"Selection":[73],"(HFS)":[74],"technique.":[75],"First,":[76],"we":[77,109,128],"HFS":[80,183,191],"algorithm":[81],"removes":[83],"irrelevant":[85],"parameters":[87],"features":[88],"of":[89,163],"stock.":[90,105],"The":[91,106,125,142,161,200],"second":[92],"Naive":[95],"Bayes":[96],"method":[97,117,186,194,236],"considered":[99,202],"classify":[101],"strong":[103],"fundamental":[104],"third":[107],"have":[110,129],"used":[111,130],"Relative":[113],"Strength":[114],"Index":[115],"(RSI)":[116],"find":[119],"bubble":[121],"price.":[124],"fourth":[126],"moving":[131],"average":[132],"statistics":[133],"identify":[135],"point":[138],"prices.":[141],"fifth":[143],"Extreme":[150],"Gradient":[151],"Boosting":[152],"(XGBoost)":[153],"Deep":[155],"Neural":[156],"Network":[157],"(DNN)":[158],"regression":[159],"method.":[160],"performance":[162],"evaluated":[167],"Mean":[170,174,180],"Squared":[171],"Error":[172,176],"(MSE),":[173],"Absolute":[175],"(MAE),":[177],"Root":[179],"Square":[181],"Error(RMSE).":[182],"XGBoost":[185,235],"was":[187],"performed":[188],"better":[189],"DNN":[193],"predicting":[196],"crisis.":[199],"experiments":[201],"Indian":[204],"datasets":[205],"carry":[207],"out":[208],"task.":[210],"In":[211],"future,":[213],"can":[216],"explore":[217],"other":[218],"technical":[219],"indicators":[220],"predict":[222],"point.":[225],"There":[226],"scope":[229],"improve":[231],"fine-tune":[233],"with":[237],"different":[239],"optimizer.":[240]},"counts_by_year":[{"year":2026,"cited_by_count":6},{"year":2025,"cited_by_count":17},{"year":2024,"cited_by_count":16},{"year":2023,"cited_by_count":18},{"year":2022,"cited_by_count":5}],"updated_date":"2026-06-26T08:34:08.712188","created_date":"2021-06-22T00:00:00"}
