TY  - BOOK
AU  - Shalini Kadavill (91617014)
TI  - Time series analysis and forecasting of global indices
KW  - TIME SERIES ANALYSIS
KW  - ARIMA
KW  - AUTOREGRESSIVE INTEGRATED MOVING AVERAGE
N1  - The aim of the study is to create an analysis tool that aids in the formulation
of a true global currency. The huge volatility of the digital currencies and
the dominance of a few fiat currencies worldwide have made it difficult to
use digital currency in real-world use cases. The project seeks to create a
token/currency which is less volatile compared to other crypto assets, reflects
the global economy, and not mandated by any specific government. In order
to meet the above, we need to have a token which is pegged against a price
basket. The constituents of this basket would be a true reflection of the global
economy. The time series forecasting methods used are the classical method of
ARIMA (Autoregressive Integrated Moving Average) and a modern approach
with the Prophet library. The efficient frontier algorithm is used to create a
minimum volatility basket of indices
ER  -