Research
Title : | Hybrid Methods for Prediction of Stock Returns and Prices |
Area of research : | Mathematical Sciences |
Focus area : | Mathematics |
Principal Investigator : | Dr. Neelesh Shankar Upadhye, Associate Professor, Indian Institute of Technology (IIT), Madras |
Timeline Start Year : | 2024 |
Contact info : | neelesh[at]iitm[dot]ac[dot]in |
Details
Executive Summary : | The project aims to propose hybrid methods for predicting stock returns, automating the choice of assumptions and developing models based on available data. This involves combining conventional time series models with stable noises, fractal interpolation, and clustering techniques. The project will enhance understanding of the stock market, provide investors with an edge, and enable the development of new theoretical models, which will be of interest to researchers in statistics and probability. |
Total Budget (INR): | 28,63,104 |
Organizations involved
Implementing Agency : | Indian Institute of Technology (IIT), Madras Funding Agency : Science and Engineering Research Board (SERB), Department of Science and Technology (DST) | |