Please use this identifier to cite or link to this item:
http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/997| Title: | Recurrence Network Analysis of Financial Data |
| Authors: | AMBIKA, G. AMANAGI, AMEY Dept. of Physics 20131101 |
| Keywords: | 2018 Physics Financial Data Nonlilnear Dynamics |
| Issue Date: | Apr-2018 |
| Abstract: | The project applies techniques of statistics and nonlinear dynamics on financial data to study underlying dynamics in financial markets. We have used framework suggested by George Soros to interpret our results. We have found out that technique of recurrence network analysis gives some early warning signals of 2008 financial crash, although further analysis is needed to make forecasts with reasonable confidence. |
| URI: | http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/997 |
| Appears in Collections: | MS THESES |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Recurrence Network Analysis of Financial Data.pdf | Fifth year thesis on recurrence network analysis of financial data | 16.45 MB | Adobe PDF | View/Open |
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