Identifying tipping-points in financial markets using data science by Anirban Chakraborti, JNU
138 views
0

 Published On Mar 3, 2020

Table of Contents (powered by https://videoken.com)
0:00:00 Introduction to the Speaker
0:00:10 Identifying Tipping-Points in Financial Markets using Data Science
0:00:30 Acknowledgement
0:01:11 Birthplace: Darjeeling
0:01:31 Education
0:02:06 Employment
0:03:32 ETC Research Laboratory
0:04:15 What defines complex systems?
0:04:42 Complex System
0:06:08 Econophysics & Sociophysics
0:06:33 Books
0:07:50 Resource allocation using Game theory
0:09:08 Research articles
0:09:19 What is Data science?
0:09:30 What is Machine learning?
0:09:49 Data Science methods in my research
0:10:08 Complex network analysis of languages
0:10:54 Complex network analyses of conflicts & more
0:12:46 Kinetic exchange : Chakraborty-Chakrabarti model (2000)
0:14:54 Data Science and Finance
0:14:58 Market is a 'model' complex system
0:15:06 Econophysics
0:15:33 Financial market behavior
0:15:43 Financial market
0:15:48 Price and Return series
0:15:59 Time series
0:16:07 Return series
0:16:28 Correlation coefficient
0:17:34 Asset tree: Topology change
0:17:39 Allocation of portfolio weights
0:17:49 Asset tree and portfolio layer
0:18:01 Critical dynamics in Ising model
0:18:15 Why are these critical states important?
0:18:28 Similarity Measure
0:18:47 Financial market states
0:19:50 Correlated Wishart Ensemble
0:20:20 Comparison with emerging spectral behavior
0:20:31 Our Methodology
0:21:02 Our Results
0:23:02 Concluding Remarks
0:23:07 Environmental Sciences
0:23:30 ETC Website
0:23:43 Q&A

For more information about the conference, please visit this website:
https://conf.iiserb.ac.in/thefourthpa...

show more

Share/Embed