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Stitching the threads of change: Malayalam actor Indrans as the multifaceted tailor
While many figures in Malayalam cinema have entered the industry through elite artistic networks, a parallel history is shaped by individuals whose artistic journeys emerge from domains of labour that have remained under-recognized within dominant cinematic narratives. Among them is the National Award-winning actor Indrans, whose humble beginnings as a costume designer and tailor constitute a framework for his foray into the film industry and a key component of his distinctive identity. Drawing on a reflective in-person interview with the actor, this conversation explores how Indrans consistently affirms and mobilizes his tailoring background, not as a past remaining in the periphery but as a vital source of embodied knowledge, aesthetic sensitivity and cultural authorship. The conversation foregrounds the continuities between material craft and screen performance, revealing how his artisanal expertise informs his minimalist acting style and creation of characters. Through evaluating his labour within broader shifts in the monetary systems of costume designing and holding an acting career in Malayalam cinema, the conversation situates Indrans as a unique prism, a befitting case in point for revisiting class, skill versus talent and performative authorship from the Kerala context, India, whose four decades of positioning in the Malayalam film industry become a repertoire of data, as an individual who possesses extensive experience and knowledge in the industry, and has witnessed the shifts for nearly half a century. An account of his journey invites a re-examination of the hierarchical structure of cinematic labour, where backstage artisanal work substantially impacts and optimizes on-screen performance. 2025 Intellect Ltd. -
STOCHASTIC BEHAVIOUR OF AN ELECTRONIC SYSTEM SUBJECT TO MACHINE AND OPERATOR FAILURE
A stochastic model is developed by assuming the human (operator) redundancy in cold standby. For constructing this model, one unit is taken as electronic system which consists of hardware and software components and another unit is operator (human being). The system can be failed due to hardware failure, software failure and human failure. The failed hardware component goes under repair immediately and software goes for upgradation. The operator is subjected to failure during the manual operation. There are two separate service facilities in which one repairs/upgrades the hardware/software component of the electronic system and other gives the treatment to operator. The failure rates of components and operator are considered as constant. The repair rates of hardware/software components and human treatment rate follow arbitrary distributions with different pdfs. The state transition diagram and transition probabilities of the model are constructed by using the concepts of semi-Markov process (SMP) and regenerative point technique (RPT). These same concepts have been used for deriving the expressions (in steady state) for reliability measures or indices. The behavior of some important measures has been shown graphically by taking the particular values of the parameters. 2024, Gnedenko Forum. All rights reserved. -
Stochastic frontier analysis to measure technical efficiency: Evidence from skilled and unskilled agricultural labour in india
This paper comprises the stochastic frontier model which has been applied to measure the technical efficiency of skilled and unskilled labour. By considering the certain input variables listed in the cost of cultivation suggested by the Commission of Agricultural Costs and Prices (CACP) for Indian states during the main cropping season. Result of the study shows that the evaluated average technical efficiency estimates have been found between 71 to 84 % for both type of labour. Factors i.e. use of seeds (77 % efficient), fertilizers (29 % inefficient), manure (3 % efficient), land, human (9 % efficient), attached (10 % efficient) and casual (103 % efficient) labor, animal labor (is between 1 to 4 % efficient), hired machine (33 % inefficient), owned machine (7 % efficient), insecticides (20 % efficient), irrigational cost (31 % efficient), fixed cost (36 % inefficient) and operational cost (197 % inefficient) have a significant at 1, 5 and 10 % level of significance1. 2020 DAV College. All rights reserved. -
Stock Market Efficiency and COVID-19 with Multiple Structural Breaks: Evidence from India
The objective of the study is to investigate the influence of the coronavirus pandemic (endogenous crisis) on the stock market efficiency of India during the multiple break periods. The empirical analysis is performed using conditional heteroscedasticity and a small sample robust wild bootstrap automatic variance ratio test and automatic portmanteau test on a daily stock return data of two benchmark indices, that is, NIFTY and SENSEX. The empirical results demonstrate that the stock return of two indices deviates from market efficiency during some periods of the analysis, notably during the nationwide lockdown and peak periods of coronavirus cases in India. These findings indicate that changing stock market behaviour becomes more speculative and earns abnormal profits. To the best of the authors knowledge, this study provides the first evidence of investigating the variations in the stock market efficiency of India in response to this endogenous crisis. 2022 International Management Institute, New Delhi. -
Stock Market Linkages in Emerging Asia-Pacific Markets
Stock Market Linkages in Emerging Asia-Pacific Markets -
Stock market linkages in emerging Asia-Pacific markets
This study examines the stock market integration among major stock markets of emerging Asia-Pacific economies, viz. India, Malaysia, Hong Kong, Singapore, South Korea, Taiwan, Japan, China, and Indonesia. The Johansen and Juselius multivariate cointegration test, Granger causality/Block exogeneity Wald test based on the vector error correction model (VECM) approach, and variance decomposition analysis were used to investigate the dynamic linkages between markets. Cointegration test confirmed a well-defined long-run equilibrium relationship among the major stock markets, implying that there exists a common force, such as arbitrage activity, which brings these stock markets together in the long run. The results of Granger causality/Block exogeneity Wald test based on VECM and variance decomposition analysis revealed the stock market interdependencies and dynamic interactions among the selected emerging Asia-Pacific economies. This result implies that investors can gain feasible benefits from international portfolio diversification in the short run. On the whole, the study results suggest that although long-term diversification benefits from exposure to these markets might be limited, short-run benefits might exist due to substantial transitory fluctuations. The Author(s) 2013. -
Stock market prediction employing ensemble methods: the Nifty50 index
Accurately forecasting stock fluctuations can yield high investment returns while minimizing risk. However, market volatility makes these projections unlikely. As a result, stock market data analysis is significant for research. Analysts and researchers have developed various stock price prediction systems to help investors make informed judgments. Extensive studies show that machine learning can anticipate markets by examining stock data. This article proposed and evaluated different ensemble learning techniques such as max voting, bagging, boosting, and stacking to forecast the Nifty50 index efficiently. In addition, an embedded feature selection is performed to choose an optimal set of fundamental indicators as input to the model, and extensive hyperparameter tuning is applied using grid search to each base regressor to enhance performance. Our findings suggest the bagging and stacking ensemble models with random forest (RF) feature selection offer lower error rates. The bagging and stacking regressor model 2 outperformed all other models with the lowest root mean square error (RMSE) of 0.0084 and 0.0085, respectively, showing a better fit of ensemble regressors. Finally, the findings show that machine learning algorithms can help fundamental analyses make stock investment decisions. 2024, Institute of Advanced Engineering and Science. All rights reserved. -
Stock Market Prediction Techniques Using Artificial Intelligence: A Systematic Review
This paper systematically reviews the literature related to stock price prediction systems. The reviewers collected 6222 research works from 12 databases. The reviewers reviewed the full-text of 10 studies in preliminary search and 70 studies selected based on PRISMA. This paper uses the PRISMA-based Python framework systematic-reviewpy to conduct this systematic review and browser-automationpy to automate downloading of full-texts. The programming code with comprehensive documentation, citation data, input variables, and reviews spreadsheets is provided, making this review replicable, open-source, and free from human errors in selecting studies. The reviewed literature is categorized based on type of prediction systems to demonstrate the evolution of techniques and research gaps. The reviewed literature is 7 % statistical, 9% machine learning, 23% deep learning, 20% hybrid, 25% combination of machine learning and deep learning, and 14% studies explore multiple categories of techniques. This review provides detailed information on prediction techniques, competitor techniques, performance metrics, input variables, data timing, and research gap to enable researchers to create prediction systems per technique category. The review showed that stock trading data is most used and collected from Yahoo! Finance. Studies showed that sentiment data improved stock prediction, and most papers used tweets from Twitter. Most of the reviewed studies showed significant improvements in predictions to previous systems. 2023, The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd. -
Stock market prediction using artificial neural networks in python /
Patent Number: 202231052415, Applicant: Dr. Rashel Sarkar.
When the issue of forecasting time series is mentioned, the reader, listener, or observer instantly considers forecasting stock prices. This should help individuals determine when to sell and when to purchase more. On occasion, we encounter resources that explain how this is possible. Throughout Deep Learning with Python, Chollet cautions against using time series prediction algorithms to estimate market values. You should not attempt to predict how the stock market will behave in the future based on past performance. Due to the design of the martingale system, the present price of a share of stock is the most accurate indicator of its future price (in terms of the error associated with estimation). -
Stock market prediction using artificial neural networks in python /
Patent Number: 202231052415, Applicant: Dr. Rashel Sarkar.
When the issue of forecasting time series is mentioned, the reader, listener, or observer instantly considers forecasting stock prices. This should help individuals determine when to sell and when to purchase more. On occasion, we encounter resources that explain how this is possible. Throughout Deep Learning with Python, Chollet cautions against using time series prediction algorithms to estimate market values. You should not attempt to predict how the stock market will behave in the future based on past performance. Due to the design of the martingale system, the present price of a share of stock is the most accurate indicator of its future price (in terms of the error associated with estimation). -
Stock market prediction using artificial neural networks in python /
Patent Number: 202231052415, Applicant: Dr. Rashel Sarkar.
When the issue of forecasting time series is mentioned, the reader, listener, or observer instantly considers forecasting stock prices. This should help individuals determine when to sell and when to purchase more. On occasion, we encounter resources that explain how this is possible. Throughout Deep Learning with Python, Chollet cautions against using time series prediction algorithms to estimate market values. You should not attempt to predict how the stock market will behave in the future based on past performance. Due to the design of the martingale system, the present price of a share of stock is the most accurate indicator of its future price (in terms of the error associated with estimation). -
Stock market prediction using DQN with DQNReg loss function
There have been many developments in predicting stock market prices using reinforcement learning. Recently, Google released a paper that designed a new loss function, specifically for meta-learning reinforcement learning. In this paper, implementation is done using this loss function to the reinforcement learning model, whose objective is to predict the stock price based on certain parameters. The reinforcement learning used is an encoderdecoder framework that is useful for extracting features from long sequence prices. The DQNReg loss function is implemented in the encoder-decoder model as it could provide strong adaptation performance in a variety of settings. The model can buy and sell the index, and the reward is the portfolio return after the days trading has concluded. To maximize yield the model must optimize reward function. The DQNReg loss implemented DQN network and the Huber loss DQN network is compared with the Sharpe ratio considered for return. 2024 selection and editorial matter, Arvind Dagur, Karan Singh, Pawan Singh Mehra & Dhirendra Kumar Shukla; individual chapters, the contributors. -
Stock market prediction using DQN with DQNReg loss function
There have been many developments in predicting stock market prices usingreinforcement learning. Recently, Google released a paper that designed a new loss function,specifically for meta-learning reinforcement learning. In this paper, implementation is doneusing this loss function to the reinforcement learning model, whose objective is to predict thestock price based on certain parameters. The reinforcement learning used is an encoderdecoderframework that is useful for extracting features from long sequence prices. TheDQNReg loss function is implemented in the encoder-decoder model as it could providestrong adaptation performance in a variety of settings. The model can buy and sell the index, and the reward is the portfolio return after the days trading has concluded. To maximizeyield the model must optimize reward function. The DQNReg loss implemented DQN network and the Huber loss DQN network is compared with the Sharpe ratio considered for return. 2024 The Author(s). -
Stock market prediction using subtractive clustering for a neuro fuzzy hybrid approach
Stock market prediction is the challenging area for the investors to yield profits in the financial markets. The investors need to understand the financial markets which are more volatile and affected by many external factors. This paper proposes a subtractive clustering based adaptive neuro fuzzy approach for predicting apple stock data prices. The research data used in this study is from 3rd Jan 2005 to 30th Jan 2015. Four technical indicators are proposed in this study. They are Simple moving average for 1week, simple moving average for 2weeks, 14days Disparity and Larry Williams R%. These variables are used as inputs to the neuro fuzzy system to predict the daily apple stock prices. Also, this study compares the proposed work with the ANFIS training method and subtractive clustering method etc. The performance of all these models is analyzed. The measures like training error, testing error, number of rules and number of parameters are calculated and compared for analysis. From the simulation results, the average performance of subtractive clustering based neuro fuzzy approach was found considerably better than the other networks. 2017, Springer Science+Business Media, LLC. -
Stock market prediction using subtractive clustering for a neuro fuzzy hybrid approach /
Cluster Computing (The Journal Of Networks, Software Tools And Applications), Vol.22, pp.13159–13166. -
Stock market sensitivity to macroeconomic factors: Evidence from China and India
The purpose of this study is to analyse the impact of Chinese macroeconomic factors on Shanghai Stock Exchange (SSE) Composite returns and Indian macroeconomic factors on Nifty returns based on monthly data from January 1998 to December 2018. This study adopts quantile regression approach. The QR allows examining the conditional dependence of specific quantile of SSE and Nifty returns with respect to the conditioning factors. The authors present results for two sample periods that are pre-recession and recession period from 1998 to 2008 and the post-recession period from 2009 to 2018. This paper also documents quite interesting and useful results for the entire period. From the results, It is concluded that Chinese consumer price index significantly affects the SSE returns only for lower quantiles. However, Indian consumer price index has a significant and positive impact on the Nifty returns for the upper quantiles. Further, Chinese interest rates and Indian interest rates have no impact on the SSE and Nifty returns respectively across the different quantiles. Moreover, the Chinese exchange rate influence the SSE returns at the extreme dataset. However, the Indian exchange rate is insignificant. It is important to note that the dependence structure of China shows a negligible change during the post-recession period. Conversely, the dependence structure has changed significantly for India post-recession. The implication of this paper would guide stock market participants. 2020 AESS Publications. All Rights Reserved. -
Stock Market Trend Analysis on Indian Financial News Headlines with Natural Language Processing
Predicting the stock movement in the real-time scenario has been the most challenging and sophisticated in business. This business is affected by several factors from physical to psychological as well as rational to irrational. So far only few aspects have been taken into account while breaking down the conclusion. Implementing sentiment analysis, a subfield of Natural Language Processing (NLP), from the news, social media or financial document, investors decide whether they should invest for the company. The results have shown a significant and a feasible method for predicting the stock market trend with higher accuracy. The current research has mainly focus on finding the sentiment score from the news headlines and finding the hidden trend from it. Further the trading signals are generated based on the prevailing trend and trends are executed by the automated trading system. Using this algorithm, traders can reduce the manual intervention in the buy and sell decisions related to the stock market. 2021 IEEE. -
Stock Performance Prediction of HRM Firms: A Machine Learning Approach Utilizing Info Edge and Quess Corp
HR firms help drive economic growth by facilitating the acquisition and retention of top talent, fostering innovation and optimizing operational efficiency. The stock prices of these firms serve as a nuanced representation of their standing in the market. However, predicting stock prices proves to be a complex task due to the dynamic nature of the market. This paper delves into finding the most effective approach for forecasting stock prices within the HR sector, employing a diverse range of machine learning techniques. The investigation encompasses utilizing statistical methods like Simple Moving Average, RSI, Stochastic Indicators, and VIX India data alongside 'Machine learning approaches such as Linear Regression, K-Nearest Neighbors, Random Forest, Support Vector Machine, Gradient Boosting, and Neural Network.' To augment the analysis, a comprehensive study is conducted, integrating both top-performing and bottom-performing HRM firms (Info Edge Ltd and Quess Corporation) based on market capitalization. The outcomes derived from this study aim to lay the groundwork for future research endeavors in the realm of stock predictions specific to the HRM industry. 2024 IEEE. -
Stock price forecasting using ANN method
Ability to predict stock price direction accurately is essential for investors to maximize their wealth. Neural networks, as a highly effective data mining method, have been used in many different complex pattern recognition problems including stock market prediction. But the ongoing way of using neural networks for a dynamic and volatile behavior of stock markets has not resulted in more efficient and correct values. In this research paper, we propose methods to provide more accurately by hidden layer data processing and decision tree methods for stock market prediction for the case of volatile markets. We also compare and determine our proposed method against three layer feed forward neural network for the accuracy of market direction. From the analysis, we prove that with our way of application of neural networks, the accuracy of prediction is improved. Springer India 2016. -
Stock price prediction based on technical indicators with soft computing models
Stock market prediction is a very tough task in the finance world. Since stock prices are dynamic, noisy, non-scalable, non-linear, non-parametric and complicated. In recent years, soft computing techniques are used for developing stock prediction model. The main focus of this study is to develop and compare the efficiency of the three different soft computing techniques for predicting the intraday price of individual stocks. The proposed models are based on Time Delay Neural Network (TDNN), Radial Basis Function Neural Network (RBFNN) and Back Propagation Neural Network (BPNN). The predictive models are developed using technical indicators. Sixteen technical indicators were calculated from the historical price and used as inputs of the developed models. Historical prices from 01/01/2018 to 28/02/2018, where the time interval between samples is one minute, are utilized for developing models. The performance of the proposed models is evaluated by measuring some metrics. Also, this study compares the results with other existing models. The experimental result revealed that the BPNN outperforms TDNN, RBFNN as well as other existing models considered for comparison. The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2021.