2 papers
q-fin.ST2019
Uncovering networks amongst stocks returns by studying nonlinear interactions in high frequency data of the Indian Stock Market using mutual information
Charu Sharma, Amber Habib
In this paper, we explore the detection of clusters of stocks that are in synergy in the Indian Stock Market and understand their behaviour in different circumstances. We have base…
q-fin.ST2018
Cluster analysis of stocks using price movements of high frequency data from National Stock Exchange
Charu Sharma, Amber Habib, Sunil Bowry
This paper aims to develop new techniques to describe joint behavior of stocks, beyond regression and correlation. For example, we want to identify the clusters of the stocks that…