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Recurrence Network Analysis of Financial Data

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dc.contributor.advisor AMBIKA, G. en_US
dc.contributor.author AMANAGI, AMEY en_US
dc.date.accessioned 2018-05-16T10:41:27Z
dc.date.available 2018-05-16T10:41:27Z
dc.date.issued 2018-04 en_US
dc.identifier.uri http://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/997
dc.description.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. en_US
dc.language.iso en en_US
dc.subject 2018
dc.subject Physics en_US
dc.subject Financial Data en_US
dc.subject Nonlilnear Dynamics en_US
dc.title Recurrence Network Analysis of Financial Data en_US
dc.type Thesis en_US
dc.type.degree BS-MS en_US
dc.contributor.department Dept. of Physics en_US
dc.contributor.registration 20131101 en_US


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  • MS THESES [1705]
    Thesis submitted to IISER Pune in partial fulfilment of the requirements for the BS-MS Dual Degree Programme/MSc. Programme/MS-Exit Programme

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