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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