标题： 不同印度股市部门的组合设计股票表现评估 显示英文标题

标题： Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market

摘要： 股市提供了一个平台，人们可以在上面买卖上市公司的股票。 一般来说，股票价格波动很大；因此预测它们是一项艰巨的任务。 仍然有很多研究旨在提高股票价格预测的准确性。 投资组合构建是指将不同行业股票最优地分配，以在承担最小风险的情况下获得最大回报。 一个好的投资组合可以帮助投资者在承担最小风险的情况下获得最大利润。 从道琼斯理论开始，构建有效投资组合的领域已经取得了许多进展。 在这个项目中，我们尝试预测印度经济六个重要行业的几只股票的未来价值，并且还构建了一个投资组合。 作为项目的一部分，我们的团队对各种时间序列、机器学习和深度学习模型在选定的六个重要经济行业股票中的股票价格预测性能进行了研究。 在构建有效投资组合的过程中，我们从现代投资组合理论开始研究了多种投资组合优化理论。 我们使用过去五年每天的股票价格作为训练数据，为所有六个选定的行业构建了最小方差投资组合和最优风险投资组合，并且还进行了回测以检查投资组合的表现。 我们期待继续在股票价格预测和资产配置领域进行研究，并认为这个项目是第一步。 显示英文摘要

摘要： The stock market offers a platform where people buy and sell shares of publicly listed companies. Generally, stock prices are quite volatile; hence predicting them is a daunting task. There is still much research going to develop more accuracy in stock price prediction. Portfolio construction refers to the allocation of different sector stocks optimally to achieve a maximum return by taking a minimum risk. A good portfolio can help investors earn maximum profit by taking a minimum risk. Beginning with Dow Jones Theory a lot of advancement has happened in the area of building efficient portfolios. In this project, we have tried to predict the future value of a few stocks from six important sectors of the Indian economy and also built a portfolio. As part of the project, our team has conducted a study of the performance of various Time series, machine learning, and deep learning models in stock price prediction on selected stocks from the chosen six important sectors of the economy. As part of building an efficient portfolio, we have studied multiple portfolio optimization theories beginning with the Modern Portfolio theory. We have built a minimum variance portfolio and optimal risk portfolio for all the six chosen sectors by using the daily stock prices over the past five years as training data and have also conducted back testing to check the performance of the portfolio. We look forward to continuing our study in the area of stock price prediction and asset allocation and consider this project as the first stepping stone.