MUMBAI, India, Feb. 27 -- Intellectual Property India has published a patent application (202641018728 A) filed by Dr. K. Malarvizhi, Chennai, Tamil Nadu, on Feb. 19, for 'a system and method for assessing the impact of foreign direct investment on stock market performance using time-series econometric modeling.'
Inventor(s) include Dr. K. Malarvizhi.
The application for the patent was published on Feb. 27, under issue no. 09/2026.
According to the abstract released by the Intellectual Property India: "The present invention relates to a computer-implemented system and method for assessing the impact of Foreign Direct Investment (FDI) on stock market performance using time-series econometric modeling techniques. The invention provides a structured analytical framework for evaluating the relationship between FDI inflows and key stock market indicators including index returns, market capitalization, trading volume, and volatility. The system incorporates modules for data acquisition, preprocessing, stationarity testing, and advanced econometric analysis. An Autoregressive Distributed Lag (ARDL) model is employed to examine short-run and long-run dynamics, while cointegration testing and a Vector Error Correction Model (VECM) are used to identify long-term equilibrium relationships. Granger causality testing is further applied to determine the directional influence between FDI inflows and stock market variables. The invention generates statistically validated outputs to support evidence-based policymaking, regulatory evaluation, and investment strategy formulation, thereby enhancing financial forecasting accuracy and capital market development analysis."
Disclaimer: Curated by HT Syndication.
