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This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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https://repository.iimb.ac.in/handle/2074/21835| Title: | Methods of analyzing structural breaks in multivariate time series: Applications to financial data | Authors: | Soni, Anchal | Keywords: | Structural break detection;Multivariate time series;Financial management;Two dimension reduction techniques;t-distributed Stochastic Neighbor Embedding;t-SNE;Independent component analysis;ICA | Issue Date: | 2023 | Publisher: | Indian Institute of Management Bangalore | Series/Report no.: | DIS-IIMB-FPM-P23-12 | URI: | https://repository.iimb.ac.in/handle/2074/21835 |
| Appears in Collections: | 2023 |
Files in This Item:
| File | Size | Format | |
|---|---|---|---|
| DIS_IIMB_FPM_P23_12_Abstract.pdf | 4.47 MB | Adobe PDF | View/Open |
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