This project investigates the nexus between public emotions and Indian stock market risks. The emotional intelligence of the average investor plays an important role in the overall behaviour of the market. My computations indicate that certain crowd emotions derived from financial news are significant predictors of stock market risks for Indian markets.

Keywords: Neural Network · Granger Causality · Human Emotions · Indian Stock Market Risk

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References

LSTM Theory

Deep Learning Cheat Sheet from Stanford

Input / Output shapes in LSTM

Jason's Blog

Co-Author : R N Paramanik, Prof at IIT Patna