@mitwpu.edu.in
Assistant professor |School of Business|
Dr Vishwanath Karad MITWPU Pune,Pune
Doctorate in Management from Banaras Hindu nuiversity
Finance, General Economics, Econometrics and Finance, Business, Management and Accounting, Statistics, Probability and Uncertainty
Scopus Publications
Scholar Citations
Scholar h-index
Scholar i10-index
Palash Bairagi, Shrey Arora, and Anindita Chakraborty
IEEE
Forecasting metal prices in volatile financial markets is a challenging task due to the non-linear and stochastic nature of price movements. This research integrates deep learning techniques with time series models to predict metal prices, focusing on the MCX Index. A novel Generative Adversarial Network (GAN) framework, coupled with a Convolutional Neural Network (CNN) as a discriminator and Gated Recurrent Units (GRU) as a generator, is proposed. Historical NSE metal spot price data, specifically gold and silver, were used for model training and evaluation. The empirical results demonstrated that the proposed GAN-based architecture outperformed other deep learning models, including LSTM and Bi-LSTM, in terms of forecasting accuracy. The study provides valuable insights into the application of deep generative models for financial forecasting, addressing key challenges associated with modeling non-stationary and noisy financial data.
Samarjit Roy, Debadrita Panda, Byung-Gyu Kim, Palash Bairagi, Tamal Mondal, Sirshendu Arosh, Suprabhat Sinha, Debashis De, Yingwei Wang, Karolj Skala,et al.
Springer Nature Singapore