{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,17]],"date-time":"2026-06-17T19:57:42Z","timestamp":1781726262227,"version":"3.54.5"},"reference-count":51,"publisher":"Institute of Electrical and Electronics Engineers (IEEE)","license":[{"start":{"date-parts":[[2026,1,1]],"date-time":"2026-01-01T00:00:00Z","timestamp":1767225600000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/creativecommons.org\/licenses\/by-nc-nd\/4.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["IEEE Access"],"published-print":{"date-parts":[[2026]]},"DOI":"10.1109\/access.2026.3700317","type":"journal-article","created":{"date-parts":[[2026,6,4]],"date-time":"2026-06-04T19:56:52Z","timestamp":1780603012000},"page":"87746-87773","source":"Crossref","is-referenced-by-count":0,"title":["A Wavelet-Decomposed \u0394-Band With Constricted PSO-Tuned Light Gradient Boosting Machine for Indian Stock Market Prediction With Cross-Country Market Influence"],"prefix":"10.1109","volume":"14","author":[{"given":"Subham Pankaj","family":"Samantaray","sequence":"first","affiliation":[{"name":"Computer Science and Engineering Department, ITER, Siksha &#x2019;O&#x2019; Anusandhan (Deemed to be University), Bhubaneswar, India"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-8861-8865","authenticated-orcid":false,"given":"Subhashree","family":"Mohapatra","sequence":"additional","affiliation":[{"name":"Computer Science and Engineering Department, ITER, Siksha &#x2019;O&#x2019; Anusandhan (Deemed to be University), Bhubaneswar, India"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-2160-4703","authenticated-orcid":false,"given":"Manohar","family":"Mishra","sequence":"additional","affiliation":[{"name":"Electrical and Electronics Engineering Department, ITER, SOA (Deemed to be University), Bhubaneswar, India"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"263","reference":[{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1353\/pfs.2002.0007"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1108\/JES-12-2018-0418"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1109\/ACCESS.2025.3568634"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1007\/s11156-018-0753-2"},{"issue":"2","key":"ref5","first-page":"569","article-title":"Modeling energy and steel price volatility and experimental test of inter-market volatility spillover: A multivariate study using VECM and GARCH models","volume":"2","author":"Bahreini","year":"2023","journal-title":"Adv. Math. Finance Appl."},{"issue":"1","key":"ref6","first-page":"1","article-title":"Stock market interlinkages: A study of Indian and world equity markets","volume":"58","author":"Mukherjee","year":"2005","journal-title":"Indian J. Commerce"},{"key":"ref7","doi-asserted-by":"publisher","DOI":"10.1016\/j.jimonfin.2021.102478"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.17010\/ijf\/2018\/v12i11\/138196"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1016\/j.ijforecast.2011.02.006"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.5539\/ijef.v4n3p253"},{"key":"ref11","doi-asserted-by":"publisher","DOI":"10.1016\/b978-0-12-279670-8.x5000-9"},{"key":"ref12","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511841040","volume-title":"Wavelet Methods for Time Series Analysis","author":"Percival","year":"2000"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1007\/s41870-023-01157-2"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1016\/j.dss.2012.11.012"},{"key":"ref15","first-page":"1","article-title":"LightGBM: A highly efficient gradient boosting decision tree","volume-title":"Proc. Adv. Neural Inf. Process. Syst.","author":"Ke"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1145\/2939672.2939785"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1007\/s11227-022-04326-5"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.1002\/ijfe.1506"},{"issue":"2","key":"ref19","first-page":"183","article-title":"\u2018Indian stock market volatility\u2019: A study of inter-linkages and spillover effects","volume":"18","author":"Nandy","year":"2019","journal-title":"J. Emerg. Market Finance"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1007\/s10614-024-10662-w"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1080\/23322039.2023.2173124"},{"key":"ref22","article-title":"Cross-market momentum: Leveraging S&P 500 signals to predict nifty 50 performance","author":"Rahman","year":"2025","journal-title":"Available SSRN"},{"key":"ref23","doi-asserted-by":"publisher","DOI":"10.1109\/34.192463"},{"key":"ref24","volume-title":"An Introduction to Wavelets and Other Filtering Methods in Finance and Economics","author":"Gen\u00e7ay","year":"2002"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1016\/j.bir.2025.100771"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.1080\/0013791X.2024.2328526"},{"key":"ref27","volume-title":"Time Series Analysis: Forecasting and Control","author":"Box","year":"2015"},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1016\/j.chemolab.2015.08.020"},{"key":"ref29","doi-asserted-by":"publisher","DOI":"10.1109\/4235.985692"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.17562\/PB-46-1"},{"key":"ref31","doi-asserted-by":"publisher","DOI":"10.1016\/j.asoc.2010.09.007"},{"key":"ref32","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2023.121708"},{"key":"ref33","doi-asserted-by":"publisher","DOI":"10.1016\/j.eswa.2025.128473"},{"key":"ref34","doi-asserted-by":"publisher","DOI":"10.1007\/s11600-024-01501-5"},{"key":"ref35","doi-asserted-by":"publisher","DOI":"10.1007\/s00024-025-03876-y"},{"key":"ref36","doi-asserted-by":"publisher","DOI":"10.1007\/s00024-025-03749-4"},{"key":"ref37","doi-asserted-by":"publisher","DOI":"10.1007\/s10661-022-10662-z"},{"key":"ref38","doi-asserted-by":"publisher","DOI":"10.1198\/073500102753410444"},{"key":"ref39","doi-asserted-by":"publisher","DOI":"10.1016\/S0169-2070(96)00719-4"},{"key":"ref40","doi-asserted-by":"publisher","DOI":"10.1016\/j.jjimei.2025.100350"},{"key":"ref41","doi-asserted-by":"publisher","DOI":"10.1007\/s00521-023-09047-1"},{"key":"ref42","doi-asserted-by":"publisher","DOI":"10.1016\/j.asoc.2024.112600"},{"key":"ref43","doi-asserted-by":"publisher","DOI":"10.1007\/s11227-025-07745-2"},{"key":"ref44","doi-asserted-by":"publisher","DOI":"10.1080\/08839514.2022.2111134"},{"key":"ref45","article-title":"Gated recurrent neural network with TPE Bayesian optimization for enhancing stock index prediction accuracy","author":"Dinda","year":"2024","journal-title":"arXiv:2406.02604"},{"key":"ref46","doi-asserted-by":"publisher","DOI":"10.1016\/j.datak.2022.102127"},{"key":"ref47","doi-asserted-by":"publisher","DOI":"10.1109\/ICRITO61523.2024.10522434"},{"issue":"10","key":"ref48","first-page":"932","article-title":"A comparative study of deep learning algorithms for forecasting Indian stock market trends","volume":"14","author":"Paul","year":"2023","journal-title":"Int. J. Adv. Comput. Sci. Appl."},{"key":"ref49","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-031-48888-7_4"},{"key":"ref50","doi-asserted-by":"publisher","DOI":"10.1080\/21642583.2025.2567887"},{"key":"ref51","doi-asserted-by":"publisher","DOI":"10.7717\/peerjcs.2125\/table-6"}],"container-title":["IEEE Access"],"original-title":[],"link":[{"URL":"http:\/\/xplorestaging.ieee.org\/ielx8\/6287639\/11323511\/11551580.pdf?arnumber=11551580","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,6,17]],"date-time":"2026-06-17T19:39:51Z","timestamp":1781725191000},"score":1,"resource":{"primary":{"URL":"https:\/\/ieeexplore.ieee.org\/document\/11551580\/"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2026]]},"references-count":51,"URL":"https:\/\/doi.org\/10.1109\/access.2026.3700317","relation":{},"ISSN":["2169-3536"],"issn-type":[{"value":"2169-3536","type":"electronic"}],"subject":[],"published":{"date-parts":[[2026]]}}}