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dc.contributor.advisorChakrabarti, Anindya
dc.contributor.authorMehra, Shubham
dc.date.accessioned2019-04-26T21:16:23Z
dc.date.available2019-04-26T21:16:23Z
dc.date.issued2018
dc.identifier.urihttp://hdl.handle.net/11718/21761
dc.description.abstractFinancial time series data has been a focal point of interest for the academicians for the scope of analysis that it provides. Numerous approaches ranging from the traditional risk-return framework to Big Data have been taken to understand the underlying dynamics of financial market. One of the recent approaches that has been followed is the one with graph theory at its core. When represented in the form of graph (termed as Asset graph), interesting observations can be made regarding the relations that exists between different stocks.en_US
dc.publisherIndian Institute of Management Ahmedabaden_US
dc.relation.ispartofseriesSP_2422en_US
dc.subjectStock marketen_US
dc.subjectFinancial time seriesen_US
dc.subjectBig Dataen_US
dc.titleStock market dynamics: a study using graph theoryen_US
dc.typeStudent Projecten_US


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