Statistical Methods in Finance 2018

Dec 17 - 20, 2018















11:30-13:00 Contributes Session II Tuesday, December 18, 2018
11:30- 11:45 Kunal Saha, Institute for Financial Management & Research (IFMR)
An investigation into the dependence structure of major cryptocurrencies
11:45-12:00 Munmi Saikia, IIT Guwahati
Foreign Direct Investment in India, 1980-2014: an approach to vector error correction modelling (VECM)
12:00- 12:15 Ruchika Sehgal, IIT Delhi
Enhanced Indexing using Weighted Conditional Value at Risk
12:15- 12:30 Saif Jawaid, Indian Statistical Institute
Application of Feature Selection and Extraction techniques on Indian Stock Market
12:30- 12:45 Saranjeet Kaur Bhogal, Savitribai Phule Pune University, Pune
High frequency risk measures: An empirical study of the Indian stock market
12:45- 13:00 Soham Banerjee, ISI Kolkata
Short Term Stock Price Prediction in Indian Market: A Neural Network Perspective