(2021)  Development of an E-Learning Portal on Official Statistics and Allied Topics

(Principal Investigator : Kajal Dihidar

Mridul Nandi, Manipushpak Mitra, Nachiketa Chattopadhyay, Debasis Sengupta, Mausumi Bose, Anup Dewanji, Subhamoy Mitra, Asis Kr. Chattopadhyay, Kajal Dihidar)

(Funding Agency:  ISI)

A supporting project for development and launch of the ISI’s online course Post Graduate Diploma in Applied Statistics (PGDAS) in the year 2021, Project duration for 2 years. 

 

(2016)  Algorithmic High-frequency Trading using Machine Learning Techniques, PPEC project, ISI, 2016 – 17

(Principal Investigator : Diganta Mukherjee Team Member: Utpal Garain(CVPR))

(Funding Agency:  ISI)

Algorithmic trading & Machine Learning is the process of using computers programmed to follow a defined set of instructions for placing a trade in order to generate profits at a speed and frequency that is impossible for a human trader.  

The defined sets of rules are based on timing, price, quantity or any mathematical model. Apart from profit opportunities for the trader, algo-trading makes markets more liquid and makes trading more systematic by ruling out emotional human impacts on trading activities. We would attempt to develop such algorithms and test them using historical data procured for the purpose. In addition to creation of intellectual property, we also aim to create an active platform of interaction with the industry practitioners who are interested in the outcome of such a project. Workshops and Schools for imparting training in this area to post-graduates and research scholars will be conducted. We also plan to create a user friendly trading software with a graphical user interface.