Time series analysis and forecasting of global indices (Record no. 6515)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01453nam a22001937a 4500 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | OSt |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20220107122851.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 190621b xxu||||| |||| 00| 0 eng d |
| 040 ## - CATALOGING SOURCE | |
| Transcribing agency | IIITMK |
| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Shalini Kadavill (91617014) |
| 9 (RLIN) | 15931 |
| 245 ## - TITLE STATEMENT | |
| Title | Time series analysis and forecasting of global indices |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | MSC MI 2017-2019 |
| 500 ## - GENERAL NOTE | |
| General note | The aim of the study is to create an analysis tool that aids in the formulation<br/>of a true global currency. The huge volatility of the digital currencies and<br/>the dominance of a few fiat currencies worldwide have made it difficult to<br/>use digital currency in real-world use cases. The project seeks to create a<br/>token/currency which is less volatile compared to other crypto assets, reflects<br/>the global economy, and not mandated by any specific government. In order<br/>to meet the above, we need to have a token which is pegged against a price<br/>basket. The constituents of this basket would be a true reflection of the global<br/>economy. The time series forecasting methods used are the classical method of<br/>ARIMA (Autoregressive Integrated Moving Average) and a modern approach<br/>with the Prophet library. The efficient frontier algorithm is used to create a<br/>minimum volatility basket of indices. |
| 502 ## - DISSERTATION NOTE | |
| Degree type | MSC MI |
| Name of granting institution | 2017-2019 |
| Year degree granted | INT |
| -- | Dr T K Manoj Kumar |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | TIME SERIES ANALYSIS |
| 9 (RLIN) | 15932 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | ARIMA |
| 9 (RLIN) | 15933 |
| 650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name entry element | AUTOREGRESSIVE INTEGRATED MOVING AVERAGE |
| 9 (RLIN) | 15934 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | Home library | Current library | Shelving location | Date acquired | Total Checkouts | Barcode | Date last seen | Price effective from | Koha item type |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dewey Decimal Classification | Non Fiction | IIITM-K | Kerala University of Digital Sciences, Innovation and Technology Knowledge Centre | 21/06/2019 | R-1519 | 21/06/2019 | 21/06/2019 | Project Reports |