Chaotic dynamical systems are everywhere (biology, society, stock market, weather, double pendulum) and most of them do not have an explicit dynamical equation and can be only understood through the available time series. The talk will discuss and demonstrate the various techniques employed to study chaotic time series data.
Brief Description and Contents to be covered
What is Chaos?
A dripping faucet...
The Prediction Company
Deterministic vs Random vs Chaotic
Sensitivity to Initial Conditions
Analyzing Chaos
Dimensions
Lyapunov Exponents
Fourier Transform and Hilbert Transform
Attractor Reconstruction
Embedding Dimension
Time Delay
Mutual Information
Chaotic Data Sets
Coding It Up
Working with real datasets
Analysis & Conclusions
Pre-requisites for the talk
Basic understanding of probability theory, statistics, calculus, matrix algebra, and ordinary differential equations. (will provide refreshers if the audience requires)
About yourself
Vihan Singh is the Founder & CEO of Blackrose Technologies, a systematic trading firm focused on building black-box trading systems for the Indian financial markets. He's pursuing a Bachelor's in Mathematics & Computer Science from Ashoka University and co-authoring a biophysics research paper on mathematical modeling of protein folding.
Are you comfortable if the talk is recorded and uploaded to PyData Delhi's YouTube channel?
Yup.
Chaotic dynamical systems are everywhere (biology, society, stock market, weather, double pendulum) and most of them do not have an explicit dynamical equation and can be only understood through the available time series. The talk will discuss and demonstrate the various techniques employed to study chaotic time series data.
Brief Description and Contents to be covered
What is Chaos?
Analyzing Chaos
Coding It Up
Pre-requisites for the talk Basic understanding of probability theory, statistics, calculus, matrix algebra, and ordinary differential equations. (will provide refreshers if the audience requires)
Time required for the talk 45-60 minutes
Link to slides https://www.canva.com/design/DADuPClEstA/XvulZ6ToLWPHyCkzCYYjxw/view?utm_content=DADuPClEstA&utm_campaign=designshare&utm_medium=link&utm_source=sharebutton (still in the works, should be ready by 13th Jan)
Will you be doing a hands-on demo as well? Nope.
Link to iPython notebook (if any) Not yet...
About yourself Vihan Singh is the Founder & CEO of Blackrose Technologies, a systematic trading firm focused on building black-box trading systems for the Indian financial markets. He's pursuing a Bachelor's in Mathematics & Computer Science from Ashoka University and co-authoring a biophysics research paper on mathematical modeling of protein folding.
Are you comfortable if the talk is recorded and uploaded to PyData Delhi's YouTube channel? Yup.
Any query? Nope.