E. Gopalakrishnan

2017

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Whom E. Gopalakrishnan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Bilberto Batres-Estrada

Papers from E. Gopalakrishnan's perspective

Ordered by how strongly the researchers E. Gopalakrishnan trusts endorse each paper. Same corpus, a different order for every researcher.

1. Long Short-Term Memory
2. Deep Learning in Finance
3. Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index
4. Deep Learning for Event-Driven Stock Prediction
5. Bulk Price Forecasting Using Spark over NSE Data Set
6. Measuring stock price and trading volume causality among Nifty50 stocks: The Toda Yamamoto method
7. FINANCIAL TIME SERIES FORECASTING BY NEURAL NETWORK USING CONJUGATE GRADIENT LEARNING ALGORITHM AND MULTIPLE LINEAR REGRESSION WEIGHT INITIALIZATION
8. Efficient Market Hypothesis
9. A Machine Learning Model for Stock Market Prediction
10. Backpropagation and recurrent neural networks in financial analysis of multiple stock market returns

Their papers

• Stock price prediction using LSTM, RNN and CNN-sliding window model (2017) — 858 citations