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Investigation of chaos in Indian bank stocks, NIFTY and bank NIFTY indices
Kumra N., Das M.K.,
Published in American Institute of Physics Inc.
2022
Volume: 2357
   
Abstract
The objective of this paper is to investigate analytically the non-linear structure and extent of complexity and chaos in public and private sector Bank Stocks as well as the indices: NIFTY and Bank NIFTY in India. In this paper, analysis of the time series was performed using the Wolf algorithm along with optimization using FET and BASGEN algorithms for numerical evaluation of the largest positive Lyapunov exponent. © 2022 Author(s).
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Published in American Institute of Physics Inc.
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