Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Cluster analysis of stocks using price movements of high frequency data
  from National Stock Exchange   This paper aims to develop new techniques to describe joint behavior of
stocks, beyond regression and correlation. For example, we want to identify the
clusters of the stocks that move together. Our work is based on applying Kernel
Principal Component Analysis(KPCA) and Functional Principal Component
Analysis(FPCA) to high frequency data from NSE. Since we dealt with high
frequency data with a tick size of 30 seconds, FPCA seems to be an ideal
choice. FPCA is a functional variant of PCA where each sample point is
considered to be a function in Hilbert space L^2. On the other hand, KPCA is an
extension of PCA using kernel methods. Results obtained from FPCA and Gaussian
Kernel PCA seems to be in synergy but with a lag. There were two prominent
clusters that showed up in our analysis, one corresponding to the banking
sector and another corresponding to the IT sector. The other smaller clusters
were seen from the automobile industry and the energy sector. IT sector was
seen interacting with these small clusters. The learning gained from these
interactions is substantial as one can use it significantly to develop trading
strategies for intraday traders.

0
The categories of this paper are: hep-ph
10
The categories of this paper are: q-bio
35
The categories of this paper are: mtrl-th
22
The categories of this paper are: chao-dyn
1
The categories of this paper are: cs
19
The categories of this paper are: eess
24
The categories of this paper are: dg-ga
6
The categories of this paper are: astro-ph
25
The categories of this paper are: patt-sol
11
The categories of this paper are: hep-lat
34
The categories of this paper are: chem-ph
30
The categories of this paper are: q-alg
13
The categories of this paper are: quant-ph
7
The categories of this paper are: hep-th
28
The categories of this paper are: alg-geom
33
The categories of this paper are: plasm-ph