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@article{173860,
        author = {Dr.J.Nithya and Dr.D.M.Sunil Kumar},
        title = {INTEGRATING MONTE CARLO SIMULATION WITH SENTIMENT ANALYSIS OF RECENT NEWS: PREDICTING IT STOCK PERFORMANCES},
        journal = {International Journal of Innovative Research in Technology},
        year = {2025},
        volume = {11},
        number = {10},
        pages = {1781-1785},
        issn = {2349-6002},
        url = {https://ijirt.org/article?manuscript=173860},
        abstract = {The combination of quantitative risk modeling and qualitative sentiment evaluation provides a comprehensive outlook for investors, analysts, and stakeholders in the IT sector. AI-driven financial modeling can enhance analysis by automating data processing, improving forecasts, and identifying patterns that might not be obvious. AI can use historical trends to predict future performance for TCS, Wipro, HCL, Sonata, and Infosys for 2020-2025. AI-powered portfolio optimization tools can suggest investments based on risk appetite, volatility, and return potential. Reinforcement Learning models can adjust portfolios dynamically based on new data. The research paper concluded on TCS and HCL are more volatile, meaning both risk and opportunity exist.TCS: Maintain a cautious approach due to internal adjustments, despite recent stock resilience. Wipro: Exercise caution given recent stock underperformance and workforce reductions. HCL: Monitor closely; proactive hiring may offset recent stock declines.},
        keywords = {financial modeling, portfolio optimization, Risk & Volatility Analysis, etc},
        month = {March},
        }