Browsing Student Projects by Author "Laha, Arnab Kumar"
Now showing items 1-20 of 40
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Analysis of bonds with embedded options and other interest rate derivatives
Rajaram, R.; Saraf, Shyam (Indian Institute of Management Ahmedabad, 2006-11) -
Analysis of Entrepreneurial Behaviour using Prospect theory
Sundar, B. Shyam; Praveen, C.; Sinha, Debanjoli (Indian Institute of Management Ahmedabad, 2015) -
Analysis of optimal portfolio allocation of stocks displaying heavy left -tailed returns
Chaudhuri, Adrish Ray; Kansal, Vipul (Indian Institute of Management Ahmedabad, 2006) -
Analyzing the effectiveness of mean-Gini framework for estimation of currency hedge ratio
Kumar, Vikas; G., Swetha Vijay (Indian Institute of Management Ahmedabad, 2006)Several approaches to finding the optimal spot currency hedge ratios have been explored. The most simplistic and widely used approach is the minimum variance model under portfolio approach which attempts to minimize the ... -
Application of artificial neural network techniques to understanding regime switching behaviour in Indian Stock Markets
Balaji, Hari (Indian Institute of Management Ahmedabad, 2005) -
Application of hidden Markov models to regime switching behaviour of Indian stocks
Keerthi Vasan, C. L. (Indian Institute of Management Ahmedabad, 2005) -
Application of real option pricing models of investment decisions
Gupta, Dhiman; Balan, Arjun (Indian Institute of Management, Ahmedabad, 2006) -
Comparative analysis of hedonic pricing using regression and data mining
Mann, Navpreet; Grover, Vishal (Indian Institute of Management Ahmedabad, 2006) -
Comparative analysis of various data mining algorithms and developing a new methodology using combination of these algorithms
Meena, Udai singh; Khare, Akshat (Indian Institute of Management Ahmedabad, 2006) -
Comprehensive report pricing exotic options: extension and improvements
Toshniwal, Mayank; Basu, Pinaki (Indian Institute of Management Ahmedabad, 2006) -
Copula methods in option pricing
Balaji, T.; Shahapurkar, Nilesh (Indian Institute of Management Ahmedabad, 2006) -
Daily volatility forecasting methodologies: application and extensions
Kalwachwala, Hanoz (Indian Institute of Management Ahmedabad, 2006)Abstract Volatility plays a crucial role in portfolio management as well as derivatives pricing Reliable estimates of volatility are essential for trading strategies and Value at Risk calculations . Moreover even in ... -
Data analytics to derive actionable business intelligence
Divya (Indian Institute of Management Ahmedabad, 2019)In this project, data Analytics will be applied to assembly line operations of Bosch to predict which internal component is likely to fail (Bosch, 2016). This is a wide dataset and the dependent variable, failure of a part, ... -
Detection of regime change and dynamic portfolio allocation
Dhageya, Jitendra K.; Bhattacharya, Utso (Indian Institute of Management Ahmedabad, 2006)Dynamic portfolio optimization is extremely important. In this paper, we carry out a comprehensive study of sliding mode and dynamic portfolio allocation , and try to develop a model of dynamic portfolio optimization . Two ... -
Determining effectiveness of key technical analysis rules for stocks across various sectors like oil & gas, pharma & bank for the Indian stock market
Jain, Deepti (Indian Institute of Management Ahmedabad, 2020)The project work aims to study the effectiveness of rules for technical analysis of selected companies across various stock sectors that are part of the CNX Nifty. It emphasizes how technical analysis outcomes can be of ... -
Determining relative market performance of selected Indian firms based on predicted financial performance
Bhargava, Neha; Varma, Vanshree (Indian Institute of Management Ahmedabad, 2006) -
Dynamic portfolio optimization
Srinivasan, Karthik (Indian Institute of Management, Ahmedabad, 2006)A Short term investor is looking for immediate gains. He has to keep changing his stocks so that he gets the maximum returns. This project aims to do that . Initially the market trends are studied and a model is come up ... -
Dynamic pricing of advertisement rates of television channels
Roushan, Kumar Rahul; Bhohi, Amritpal Singh (Indian Institute of Management Ahmedabad, 2006) -
Energy derivative pricing and applications
Pagaria, Ravi; Sinha, Parthasarathi (Indian Institute of Management Ahmedabad, 1993) -
Impact of macroeconomy on the capital markets
Chadha, Prashant (Indian Institute of Management Ahmedabad, 2006)Abstract It is believed that the state of the macroeconomy has an impact on the stock market returns, as is evident from the statements of academicians and politicians from time to time. This study is based on a paper by ...