English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools annual

Global: Zendy Free Plan

Global: Zendy Tools monthly

Global: Zendy Plus monthly

Volatility in stock markets has been extensively studied in the appliedfinance literature. In this paper, Artificial Neural Network models based onvarious back propagation algorithms have been constructed to predict volatilityin the Indian stock market through volatility of NIFTY returns and volatilityof gold returns. This model considers India VIX, CBOE VIX, volatility of crudeoil returns (CRUDESDR), volatility of DJIA returns (DJIASDR), volatility of DAXreturns (DAXSDR), volatility of Hang Seng returns (HANGSDR) and volatility ofNikkei returns (NIKKEISDR) as predictor variables. Three sets of experimentshave been performed over three time periods to judge the effectiveness of theapproach.

Forecasting Volatility in Indian Stock Market using Artificial Neural Network with Multiple Inputs and Outputs