<div dir="ltr"><div class="gmail_default" style="font-family:verdana,sans-serif"><p class="" style="text-align:center"><span style="font-size:18pt;font-family:"Times New Roman",serif">SEMINARIO
DI MATEMATICA</span></p>
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<p class="MsoNormal" align="center" style="margin-left:9pt;text-align:center;line-height:18pt"><b><span style="font-size:16pt;font-family:"Times New Roman",serif">mercoledì
6 luglio 2016</span></b><b><span style="font-size:16pt;font-family:"Times New Roman",serif"></span></b></p>
<p class="MsoNormal" align="center" style="margin-left:9pt;text-align:center;line-height:18pt"><span style="font-size:16pt;font-family:"Times New Roman",serif">ore 11:30</span></p>
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<p class="MsoNormal" align="center" style="margin-left:9pt;text-align:center;line-height:18pt"><u><span style="font-size:16pt;font-family:"Times New Roman",serif">Scuola Normale Superiore</span></u></p>
<p class="MsoNormal" align="center" style="margin-left:9pt;text-align:center;line-height:18pt"><span style="font-size:16pt;font-family:"Times New Roman",serif">Pisa</span></p>
<p class="MsoNormal" align="center" style="margin-left:9pt;text-align:center;line-height:18pt"><span style="font-size:16pt;font-family:"Times New Roman",serif">Aula Fermi</span></p>
<p class="MsoNormal"><b><u><span style="font-size:10pt;font-family:"Times New Roman",serif"><span style="text-decoration:none"> </span></span></u></b></p>
<p class="MsoNormal" align="center" style="text-align:center"><b><i><span lang="EN-US" style="font-size:26pt;font-family:"Times New Roman",serif">Anirban Chakraborti</span></i></b></p>
<p class="MsoNormal" align="center" style="text-align:center"><i><span lang="EN-US" style="font-family:"Times New Roman",serif">(Jawaharlal Nehru University, New Delhi, INDIA)</span></i><i><span lang="EN-US" style="font-family:"Times New Roman",serif"></span></i></p>
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<p class="MsoNormal" align="center" style="text-align:center"><span style="font-size:16pt;font-family:"Times New Roman",serif">Terrà un seminario
dal titolo:</span></p>
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<p class="MsoNormal" align="center" style="text-align:center"><b><i><span lang="EN-US" style="font-size:28pt;font-family:"Times New Roman",serif">“</span></i></b><b><span lang="EN-US" style="font-size:28pt;font-family:"Times New Roman",serif">Sectoral co-movements and volatilities of Indian stock
market: an analysis of daily returns data</span></b><b><i><span lang="EN-US" style="font-size:28pt;font-family:"Times New Roman",serif">”</span></i></b><b><span lang="EN-US" style="font-size:28pt;font-family:"Times New Roman",serif"></span></b></p>
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<p class="MsoNormal" style="text-align:justify"><b><i><span lang="EN-US" style="font-size:10pt;font-family:"Times New Roman",serif">Abstract:</span></i></b></p>
<p class="MsoNormal" style="text-align:justify"><i><span lang="EN-US" style="font-family:"Times New Roman",serif">First, we review the techniques of decomposing
aggregate correlation matrices to study co-movements in financial data. We
apply the techniques to daily return time series from the Indian stock market.
Secondly, we use the multi-dimensional scaling methods to visualise the dynamic
evolution of the stock market. This method helps to differentiate sectors in
the market in the form of clusters. The other objective is to detect periods of
instability in the market. Finally, our aim is to decompose the aggregate
volatility into sectoral components. Such a mapping allows us to study impact
of different sectors on the market behaviour and vice versa.</span></i><b><i><span lang="EN-US" style="font-size:10pt;font-family:"Times New Roman",serif"></span></i></b></p>
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<p class="MsoNormal" style="text-align:justify"><span style="font-size:16pt;font-family:"Times New Roman",serif">Tutti gli interessati sono invitati a
partecipare.</span></p>
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<p class=""><span style="font-size:16pt;font-family:"Times New Roman",serif"> </span></p>
<p class=""><span style="font-size:16pt;font-family:"Times New Roman",serif"> Classe
di Scienze</span></p>
<span style="font-size:16pt;font-family:"Times New Roman",serif"> Matematiche e Naturali</span><br clear="all"></div><div><br></div>-- <br><div class="gmail_signature" data-smartmail="gmail_signature"><div dir="ltr"><div><div dir="ltr"><div><div dir="ltr"><span style="color:rgb(84,141,212);font-family:Cambria,serif;font-size:9pt"><br></span></div><div dir="ltr"><span style="color:rgb(84,141,212);font-family:Cambria,serif;font-size:9pt">- - - - -</span><br></div><div dir="ltr"><p><span style="font-size:9pt;font-family:Cambria,serif;color:rgb(84,141,212)">
Michele VERDE<br>
Scuola Normale Superiore</span></p>
<p><span style="font-size:9pt;font-family:Cambria,serif;color:rgb(84,141,212)">Servizio alla didattica e allievi<br>
Piazza Dei Cavalieri, 7<br>
I - 56126 Pisa <br></span></p>
<p><span style="font-size:9pt;font-family:Cambria,serif;color:rgb(84,141,212)">Tel. 050-509048<br>
E-Mail: <a href="mailto:michele.verde@sns.it" target="_blank"><span style="color:rgb(84,141,212)">michele.verde@sns.it</span></a><br>
E-Mail: <a href="mailto:classi@sns.it" target="_blank">classi@sns.it</a><br>
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Grazie</span></p></div></div></div></div></div></div>
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