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Start Over Author "Kumra, Neha" Topic bank stocks
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1. Investigation of chaos in Indian bank stocks, NIFTY and bank NIFTY indices.

Author

Kumra, Neha, Saha, L. M., and Das, M. K.

Subjects
*BANK stocks, *TIME series analysis, *CHAOS synchronization, *PRIVATE banks, *STOCK price indexes, *LYAPUNOV exponents, *PRIVATE sector
Abstract

The objective of this paper is to investigate analytically the non-linear structure and extent of complexity and chaos in public and private sector Bank Stocks as well as the indices: NIFTY and Bank NIFTY in India. In this paper, analysis of the time series was performed using the Wolf algorithm along with optimization using FET and BASGEN algorithms for numerical evaluation of the largest positive Lyapunov exponent. [ABSTRACT FROM AUTHOR]

Published
2022
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