Hybrid Methods for Prediction of Stock Returns and Prices
Implementing Organization
Indian Institute of Technology (IIT)
Principal Investigator
Dr. Neelesh Shankar Upadhye
Associate Professor
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Department of Biotechnology, Bhupat and Jyoti Mehta School of Biosciences, Indian Institute of Technology (IIT), Madras, India
Project Overview
The project aims to propose hybrid methods for predicting stock returns, automating the choice of assumptions and developing models based on available data. This involves combining conventional time series models with stable noises, fractal interpolation, and clustering techniques. The project will enhance understanding of the stock market, provide investors with an edge, and enable the development of new theoretical models, which will be of interest to researchers in statistics and probability.