Integrating Navier-Stokes equation and neoteric iForest-BorutaShap-Facebook’s prophet framework for stock market prediction: An application in Indian context

作者：

Highlights：

• Predictive modeling of stock price momentum of six Indian Companies is proposed.

• The framework is based on Navier-Stokes equation.

• The forecasting framework integrates iForest, BorutaShap, and Facebook’s Prophet.

• The neoteric framework outperformed benchmarking models.

• Explainable AI framework is used to comprehend the influence of features.

摘要

•Predictive modeling of stock price momentum of six Indian Companies is proposed.•The framework is based on Navier-Stokes equation.•The forecasting framework integrates iForest, BorutaShap, and Facebook’s Prophet.•The neoteric framework outperformed benchmarking models.•Explainable AI framework is used to comprehend the influence of features.

论文关键词：Navier-Stokes Equation,Momentum,William’s %R,Isolation Forest,BorutaShap,Facebook’s Prophet Algorithm

论文评审过程：Received 2 May 2022, Revised 7 July 2022, Accepted 1 August 2022, Available online 4 August 2022, Version of Record 12 August 2022.

论文官网地址：https://doi.org/10.1016/j.eswa.2022.118391