Predicting Mutual Fund Stress Levels Utilizing SEBI’s Stress Test Parameters in MidCap and SmallCap Funds Using Deep Learning Models

Predicting Mutual Fund Stress Levels Utilizing SEBI’s Stress Test Parameters in MidCap and SmallCap Funds Using Deep Learning Models

<b>Abstract:</b> The Association of Mutual Funds of India (AMFI), under the direction of the Securities and Exchange Board of India (SEBI), provided open access to various risk parameters with respect to MidCap and SmallCap funds for the first time from February 2024. Our study utilizes...

Full description

Saved in:
Bibliographic Details
Main Authors: Suneel Maheshwari, Deepak Raghava Naik
Format: Article
Language:English
Published: MDPI AG 2024-11-01
Series:Risks
Subjects:
stress test
liquidity analysis
risk management
mutual funds
neural networks
deep learning
Online Access:https://www.mdpi.com/2227-9091/12/11/179
Tags: Add Tag
No Tags, Be the first to tag this record!

Internet

https://www.mdpi.com/2227-9091/12/11/179

Similar Items