Macroeconomic shocks, market uncertainty and speculative bubbles: a decomposition-based predictive model of Indian stock markets - Ghosh, Indranil; Chaudhuri, Tamal Datta; Sarkar, Sunita; Mukhopadhyay, Somnath; Roy, Anol (China finance review international, 2025)
Keywords: Artificial intelligence; COVID-19; Crude oil prices; Disease transmission; Dow Jones averages; Feature selection; Forecasting; Foreign exchange rates; International finance; Investor behavior; Machine learning; Macroeconomics; Mid cap investments; Neural networks; Optimization; Pandemics; Securities markets; Small cap investments; Social networks; Stock prices; Time series; Volatility; India; Indian stock prices; Ensemble empirical mode decomposition; Fuzzy-C-means clustering; Multiverse optimization; Macroeconomic shocks; Volatility