Please use this identifier to cite or link to this item:
http://hdl.handle.net/10603/400078
Title: | Statistical modelling of high frequency multi dimensional stock data with applications in risk management |
Researcher: | Sharma, Charu |
Guide(s): | Habib, Amber |
Keywords: | Mathematics Physical Sciences Statistics and Probability |
University: | Shiv Nadar University |
Completed Date: | 2021 |
Abstract: | High Frequency Trading (HFT) is an area of rapid growth in the financial newlineindustry. Highly sophisticated and fast driven information technology has newlineencouraged the development of high speed algorithmic trading that executes newlinetransactions at very high speeds. A good trading strategy should be equipped newlineto understand the movement of stocks even at a tick-by-tick level. Among newlinevarious factors, which influence the change in a stock price, change in the newlineprices of other stocks is one of the most significant. Our aim is to study newlinethe interactions amongst the stocks at a tick by tick level and use them in newlinedevelopment of risk management and regulatory strategies. |
Pagination: | |
URI: | http://hdl.handle.net/10603/400078 |
Appears in Departments: | Department of Mathematics |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
80_recommendation.pdf | Attached File | 117.68 kB | Adobe PDF | View/Open |
abstract.pdf | 46.17 kB | Adobe PDF | View/Open | |
acknowledgement.pdf | 67.69 kB | Adobe PDF | View/Open | |
certificate.pdf | 46.52 kB | Adobe PDF | View/Open | |
chapter-1.pdf | 224.14 kB | Adobe PDF | View/Open | |
chapter-2.pdf | 17.11 MB | Adobe PDF | View/Open | |
chapter-3.pdf | 3.28 MB | Adobe PDF | View/Open | |
chapter-4.pdf | 1.98 MB | Adobe PDF | View/Open | |
content.pdf | 47.57 kB | Adobe PDF | View/Open | |
declaration.pdf | 88.8 kB | Adobe PDF | View/Open | |
list of tables and figures.pdf | 70.72 kB | Adobe PDF | View/Open | |
references.pdf | 115.57 kB | Adobe PDF | View/Open | |
title.pdf | 37.96 kB | Adobe PDF | View/Open |
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