Priya, V. Vishwa and Jose Reena, K and Umamageswari, K and Gayathri, B. and Tamil Selvi, P (2024) Leveraging Deep Learning Algorithms for Improved Detection and Mitigation of Market Volatility. In: 2024 15th International Conference on Computing Communication and Networking Technologies (ICCCNT), Kamand, India.
Full text not available from this repository. (Request a copy)Abstract
The field of finance faces significant challenges in predicting and managing market volatility, given its unpredictable nature and potential for significant negative impacts on financial institutions and the economy as a whole. Traditional methods for detecting and mitigating market volatility, such as statistical models and expert judgment, often fall short in accurately predicting and responding to market changes. Leveraging deep learning algorithms offers a promising solution for improving the detection and mitigation of market volatility. These advanced artificial intelligence techniques are able to integrate a vast amount of data and complex non-linear relationships to make more accurate predictions and identify patterns in market behavior. By utilizing deep learning algorithms, financial institutions can make more informed and timely decisions to protect against market volatility and minimize its impact on their business. This can lead to more efficient and stable financial markets, benefiting both individual investors and the overall economy.
Item Type: | Conference or Workshop Item (Paper) |
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Subjects: | Computer Science Engineering > Deep Learning |
Domains: | Computer Science |
Depositing User: | Mr IR Admin |
Date Deposited: | 23 Aug 2025 08:57 |
Last Modified: | 23 Aug 2025 08:57 |
URI: | https://ir.vistas.ac.in/id/eprint/10386 |