M
M. Thenmozhi
Researcher at Indian Institute of Technology Madras
Publications - 70
Citations - 719
M. Thenmozhi is an academic researcher from Indian Institute of Technology Madras. The author has contributed to research in topics: Autoregressive integrated moving average & Stock market. The author has an hindex of 12, co-authored 62 publications receiving 512 citations.
Papers
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Journal ArticleDOI
Forecasting Stock Index Movement: A Comparison of Support Vector Machines and Random Forest
Manish Kumar,M. Thenmozhi +1 more
TL;DR: Empirical experimentation suggests that the SVM outperforms the other classification methods in terms of predicting the direction of the stock market movement and random forest method outperforms neural network, discriminant analysis and logit model used in this study.
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Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN, and ARIMA-random forest hybrid models
Manish Kumar,M. Thenmozhi +1 more
TL;DR: The analysis shows that the hybrid ARIMA-SVM model is the best forecasting model to achieve high forecast accuracy and better returns.
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Does quality of innovation, culture and governance drive FDI?: Evidence from emerging markets
P.N. Kayalvizhi,M. Thenmozhi +1 more
TL;DR: In this article, the authors examined how technology, culture and corporate governance drive inward FDI in emerging economies and found that technology is the major attractive factor influencing inward investment in 22 emerging economies.
Journal ArticleDOI
Forecasting stock returns based on information transmission across global markets using support vector machines
M. Thenmozhi,G. Sarath Chand +1 more
TL;DR: The empirical analysis shows that models with other global market price information outperform forecast models based merely on auto-regressive past lags and technical indicators and trading using global cues-based forecast model generates greater returns than other models in all the markets.
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Do cross-border acquisitions involving emerging market firms create value: Impact of deal characteristics
P.C. Narayan,M. Thenmozhi +1 more
TL;DR: In this paper, the authors investigated whether cross-border acquisitions involving emerging markets, either as acquirers or as targets, create value and how is the performance outcome in such acquisitions impacted by deal-specific characteristics.