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Raithatha S: The Impact of Select
Commodities and US Indices on Nifty 50

The Impact of Select Commodities and US Indices on Nifty 50 Index

Novel Six Sigma DMAIC Approaches to Project Risk Assessment and Management

With its groundbreaking approach to financial management under dynamic conditions, this book equips readers with a new perspective on financial systems, moving beyond classical models to embrace the inherent uncertainties of markets.

The CFO’s Survival Kit for an Uncertain World

Quantum Finance

Aus der Reihe: e-fellows.net stipendiaten-wissen

What if artificial intelligence does not merely support investment decisions, but quietly reshapes the biases behind them? 

Generative AI is rapidly becoming part of how investors search for information, test ideas and form judgements. Yet its most important influence may not lie in whether an answer is simply right or wrong. More fundamentally, it can alter what users notice, what they trust and how confidently they interpret uncertain information. 

This work examines that emerging behavioural dimension of investment decision-making. Drawing on behavioural finance and research on large language models, it focuses on overconfidence, confirmation bias and anchoring. The central question is whether the use of systems such as ChatGPT can weaken existing distortions, reproduce them in a more persuasive form, or change the mechanisms through which they operate. 

The analysis combines a systematic literature review with a qualitative prompt experiment based on a real investment case. ChatGPT was examined across seven controlled conditions and 21 independent trials, comparing neutral, bias-inducing and debiasing formulations. The results show that prompt design does not necessarily overturn the analytical structure of a response. Instead, it can substantially alter which arguments, risks and perspectives receive attention, depth and emphasis. 

The implications extend beyond simple amplification or reduction. Confidence can shift from personal judgement to trust in AI-supported reasoning. Confirmation bias can evolve from selective information search into a reinforcing dialogue with the system. Anchors no longer need to originate solely from market prices or prior expectations. They can emerge from values, scenarios and reference points generated within the interaction itself. 

All 21 model responses are reproduced verbatim in the appendix, allowing readers to trace the analysis directly back to its source material and assess the findings for themselves. 

The result is a broader view of decision-making in the age of generative AI. Human judgement and algorithmic output no longer operate as separate forces. They increasingly form a shared cognitive environment in which prompts, interpretations and generated responses influence one another. 

The crucial question is therefore no longer simply whether investors are biased. It is what becomes of those biases once artificial intelligence becomes part of the way decisions are formed.

Cognitive and Algorithmic Bias Dynamics

Capital Market Investment Decisions under Artificial Intelligence Assistance

Research Paper (undergraduate) from the year 2025 in the subject Business economics - Investment and Finance, grade: 8.5, , course: Bachelor of Business Administration, language: English, abstract: This study examines the impact of key commodities and U.S. stock indices on the Nifty 50 index, using advanced econometric techniques to analyze both short-term and long-term relationships. The research focuses on crude oil prices, gold prices, the USD/INR exchange rate, the S&amp;P 500, and the Dow Jones Industrial Average, assessing their influence on the Indian stock market over the period from January 2014 to November 2024.

Employing time-series models such as the Augmented Dickey-Fuller (ADF) test, ARIMA, Granger causality, Johansen cointegration, Vector Error Correction Model (VECM), and GARCH, the study identifies significant interdependencies between these financial variables.

The stock market serves as a crucial component of a nation's financial ecosystem, playing a pivotal role in capital formation, investment opportunities, and economic stability. As one of the most actively traded financial markets, the Indian stock market is significantly influenced by a variety of economic and financial variables, including commodity prices, exchange rate fluctuations, and global market trends. Among these factors, crude oil prices, gold prices, and the USD/INR exchange rate have been extensively studied due to their profound impact on economic activities and market volatility. Additionally, the influence of major US stock indices, such as the S&amp;P 500 and the Dow Jones Industrial Average, has gained increasing attention as global financial markets become more interconnected.

Shrey Raithatha

Investor behavior, shaped by cognitive and emotional biases, significantly impacts the dynamics of financial markets, often leading to deviations from traditional theories of market efficiency and rational decision-making. As markets are increasingly driven by human psychology rather than purely economic fundamentals, understanding these biases is crucial for explaining anomalies. Recognizing the influence of investor sentiment and behavioral patterns can provide valuable insights for improving investment strategies, risk management, and financial policymaking. By addressing the psychological factors that drive investor decisions, we can better understand the complexities of market behavior and work toward creating more resilient and stable financial systems. Unveiling Investor Biases That Shape Market Dynamics explores the psychological underpinnings of investor behavior and their implications for financial markets. By integrating empirical research with theoretical insights, this volume provides a comprehensive understanding of how cognitive, emotional, and social biases manifest in investment decisions and contribute to market inefficiencies. Covering topics such as accounting, investment strategy, and social media influence, this book is an excellent resource for researchers, doctoral students, academicians, portfolio managers, financial analysts, policymakers, and more.

Unveiling Investor Biases That Shape Market Dynamics

Instant New York Times and USA Today Bestseller "Success—in anything, from fitness to business to investing—comes from discipline and patience, not chasing shortcuts. David Booth, who is a visionary and a great friend, reminds us that staying calm, loving the process, and focusing on what we can control is the real path to lasting results. This book is about building strength the smart way—over time." —Arnold Schwarzenegger, longtime Dimensional shareholder From one of the pioneers of index investing and a founder of factor investing comes a clear, calming, and empowering guide to building true wealth—rooted not in predictions, hacks, or market timing but in the science of how markets actually work. “Uncertainty isn’t something to fear—it’s where possibility lives.” —David Booth For more than 50 years, David Booth has been at the center of a monumental transformation in personal finance. As founder of Dimensional Fund Advisors, Booth has worked alongside Nobel laureates Gene Fama, Merton Miller, Myron Scholes, and Robert Merton, helping to transform investing from a game of speculation into a discipline grounded in evidence, diversification, and long-term thinking. In Stay Calm, he shares the lessons, mindset, and stories behind that revolution—and shows readers how to apply them in their own lives. In this accessible and engaging book, Booth explains why trying to pick stocks or predict the market’s next move is a losing game, and why trusting markets—not gurus—gives ordinary investors a powerful advantage. Drawing on decades of data and experience, he explores: <ul> <li>Why market prices reflect information faster than any individual can, and why this is good news for investors</li> </ul> <ul> <li>How to build a resilient, low-stress investment strategy using diversification, discipline, and patience</li> </ul> <ul> <li>How to avoid the emotional traps that cause investors to buy high, sell low, and miss long-term gains</li> </ul> <ul> <li>Why uncertainty is not a danger to be eliminated but a source of opportunity</li> </ul> <ul> <li>What “true wealth” really means—and how money can support a life of purpose, freedom, and meaning</li> </ul> Warm, wise, and refreshingly free of jargon, Stay Calm is both a practical guide to long-term investing and a philosophy for living with clarity and confidence. Whether you’re just starting out, rethinking your financial plan, or guiding others, this book will change the way you think about markets, risk, and what really matters.

Learn to Embrace Uncertainty in Investing and Life

Stay Calm

Springer Texts in Business and Economics

This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental concept of a stationary time series and its relation to the basic properties of covariance funtions, investigating the structure and estimation of autoregressive-moving average (ARMA) models and their relations to the covariance structure. The book then moves on to non-stationary time series, highlighting its consequences for modeling and forecasting as well as regressions models and presenting standard statistical tests. Next, the text discusses volatility models and their applications in the analysis of financial market data, focusing on generalized autoregressive conditional heteroskedastic (GARCH) models. The second part of the text is devoted to multivariate processes, such as vector autoregressive (VAR) models and structural vector autoregressive (SVAR) models, which have become the main tools in empirical macroeconomics. The text concludes with a discussion of co-integrated models and the Kalman Filter, which is being used with increasing frequency. The exposition finally connects to recent developments in the field. Mathematically rigorous, yet application-oriented, this self-contained text will help students develop a deeper understanding of theory and better command of the models that are vital to the field. Assuming a basic knowledge of statistics and/or econometrics, this text is best suited for advanced undergraduate and beginning graduate students. 
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</div>

Time Series Econometrics

How can you manage the complex threats that can cause financial, operational and reputational damage to the business? This practical guide shows how to implement a successful cyber security programme.
 
 The second edition of Cyber Risk Management covers the latest developments in cyber security for those responsible for managing threat events, vulnerabilities and controls. These include the impact of Web3 and the metaverse on cyber security, supply-chain security in the gig economy and exploration of the global, macroeconomic conditions that affect strategies. It explains how COVID-19 and remote working changed the cybersecurity landscape. Cyber Risk Management presents a data-centric approach to cyber risk management based on business impact assessments, data classification, data flow modelling and assessing return on investment. It covers pressing developments in artificial intelligence, machine learning, big data and cloud mobility, and includes advice on dealing with malware, data leakage, insider threat and Denial-of-Service. With analysis on the innate human factors affecting cyber risk and awareness and the importance of communicating security effectively, this book is essential reading for all risk and cybersecurity professionals.

Prioritize Threats, Identify Vulnerabilities and Apply Controls

Cyber Risk Management

Geopolitical realignment, climate disruption, demographic shifts, and technological transformation present risks with no historical precedent. Pension systems are breaking under the weight of aging populations. Semiconductor production concentrates in a single geopolitical flashpoint. AI is reshaping everything from energy demand to the future of work to the waging of war.&nbsp;
These are not future risks. They exist now. Yet our current approaches toward risk cannot see them, leaving institutions exposed when these transformations strike.&nbsp;
This open access book presents a fundamental reimagining of how we manage risk. It demonstrates that material risks cannot be reduced to statistics or confined to financial markets. They are rooted in the physical world: supply chains, demographic realities, geography, and human behavior.&nbsp;
The transformation occurs across five dimensions:&nbsp;
Financial to Physical
Material constraints drive markets, not the reverse.&nbsp;
Statistical to Structural
Dependencies matter more than correlations.&nbsp;
Static to Dynamic
Systems adapt as participants respond to them.&nbsp;
Mechanical to Human
Interpretation, reflexivity, and contingency shape outcomes.&nbsp;
Numbers to Narratives
Decisions happen in conversations, not spreadsheets.&nbsp;
Essential reading for chief risk officers, asset owners and allocators, policymakers and anyone responsible for navigating risks that are reshaping economies and societies.

Decisions in the Face of Material Events

A Risk Manifesto

Financial institutions have become extraordinarily good at predicting trouble. But a forecast leaves a crucial question unanswered: What should happen next?

In The Response Gap, Eyad K. Hajeer explores the distance between what financial institutions can observe or predict and what they are capable, permitted, and prepared to do in response. Through illustrative financial situations, research, and institutional decision questions, he shows why the same risk estimate can conceal different problems-and why collecting a payment does not necessarily mean improving a customer's financial condition.

The book turns the behavioral lens toward institutions themselves: their routines, incentives, escalation paths, and automated habits. It introduces the Adaptive Credit Loop as a conceptual framework for governed response under changing conditions, connecting observation, interpretation, authorized alternatives, action, and reassessment.

Written for financial executives, fintech leaders, institutional investors, regulators, and senior practitioners, The Response Gap offers a way to think about credit relationships beyond the score. Its recurring principle is simple: No transition is automatic. Prediction can inform a decision; it cannot supply its justification.

Why Prediction Is Not Decision

The Response Gap

This book is a collection of empirical and theoretical research papers regarding "Fiscal Policy" written by researchers from several different universities. The studies include a wide range of topics from issues in "Fiscal Policy". The book is aimed at educators, researchers, and students interested in "Fiscal Policy".

Empirical and Theoretical Studies

Theory and Applied Fiscal Policy

A comprehensive and practical collection of tools and frameworks for risk governance at banks, insurance firms, asset managers, and other financial organizations In Risk Framework Design in Practice: Getting Risk Governance and Limits Right for Financial Institutions, veteran portfolio and risk manager, Michelle Beck, delivers a robust and functional approach to risk governance that's perfect for financial institution managers and executives. Beck skips the high-level bromides, &nbsp;avoids narrowly considering only one type of asset class or financial institution, and instead offers practical guidance for leaders across the full scope of the industry seeking to answer critical risk management questions: What types of risk limits are necessary? How many of them does my organization need? How should they be set? Are minimum regulatory standards sufficient to safeguard my company's interests? Risk Framework Design in Practice provides an effective structure for enterprise risk limits in different types of firms, including banks, asset managers, insurers, and corporate pensions. It explains how these types of firms should establish risk appetites, the essential pieces of their governance structures, and how to ensure the right information is in the right hands at the right times. It also includes: <ul> <li>Deep dives into the relevant limits for market, credit, and operational risks, including the implications of using alternative methods</li> <li>Detailed discussions of contemporary approaches to limiting economic capital, value at risk, stress tests, exposures, liquidity, concentrations, stop-losses, and drawdown limits</li> <li>Approaches to operational risk that avoid the expensive trap of attempting to police business efficiency, and instead focus on control strength for truly dangerous risks</li> </ul> Risk Framework Design in Practice is an effective resource for chief risk officers and professionals working in enterprise risk departments at banks, broker dealers, insurance companies, asset managers, and hedge funds.&nbsp; Also perfect for board members at banks and insurance companies, in-house counsel at financial firms, and bank and securities regulators.

Getting Risk Governance and Limits Right for Financial Institutions

Risk Framework Design in Practice

The Impact of Select Commodities and US Indices on Nifty 50 Index

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