2 citations · 2 across the 2 of their papers we have counts for
2 papers
q-fin.ST2021★ 2 cited
A data-science-driven short-term analysis of Amazon, Apple, Google, and Microsoft stocks
Shubham Ekapure, Nuruddin Jiruwala, Sohan Patnaik +1
In this paper, we implement a combination of technical analysis and machine/deep learning-based analysis to build a trend classification model. The goal of the paper is to apprehen…
q-fin.MF2020
Multi-asset Generalised Variance Swaps in Barndorff-Nielsen and Shephard model
Subhojit Biswas, Diganta Mukherjee, Indranil SenGupta
This paper proposes swaps on two important new measures of generalized variance, namely the maximum eigenvalue and trace of the covariance matrix of the assets involved. We price t…