Recurrence Network Analysis of Financial Data

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dc.contributor.advisorAMBIKA, G.en_US
dc.contributor.authorAMANAGI, AMEYen_US
dc.contributor.departmentDept. of Physicsen_US
dc.contributor.registration20131101en_US
dc.date.accessioned2018-05-16T10:41:27Z
dc.date.available2018-05-16T10:41:27Z
dc.date.issued2018-04en_US
dc.description.abstractThe 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.identifier.urihttp://dr.iiserpune.ac.in:8080/xmlui/handle/123456789/997
dc.language.isoenen_US
dc.subject2018en_US
dc.subjectPhysicsen_US
dc.subjectFinancial Dataen_US
dc.subjectNonlilnear Dynamicsen_US
dc.titleRecurrence Network Analysis of Financial Dataen_US
dc.typeThesisen_US
dc.type.degreeBS-MSen_US

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Fifth year thesis on recurrence network analysis of financial data
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