TDA Analysis: The COVID-19 Impact on Banking and Pharma

Table of Links

I. Introduction

II. Methodology

III. TDA Approach to analyzing multiple time series

IV. Data Analyzed

V. Results and Discussion

A. Obtaining point cloud from stock price time-series

B. EE due to the 2008 Financial crisis

C. EE due to COVID-19 pandemic

D. Impact of COVID-19 on different Indian sectors

VI. Conclusion

VII. Acknowledgments and References

D. Impact of COVID-19 on different Indian sectors

We analyze the impact of COVID-19 in different sectors of the Indian stock market such as Banking, Pharmaceutical, Metal, Automobiles, and fast-moving consumer goods (FMCG). For these sectors, we have taken the companies based on their respective Nifty sector indices.

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Authors:

(1) Anish Rai, Department of Physics, National Institute of Technology Sikkim, Sikkim, India-737139;

(2) Buddha Nath Sharma, Department of Physics, National Institute of Technology Sikkim, Sikkim, India-737139;

(3) Salam Rabindrajit Luwang, Department of Physics, National Institute of Technology Sikkim, Sikkim, India-737139;

(4) Md.Nurujjaman, Department of Physics, National Institute of Technology Sikkim, Sikkim, India-737139;

(5) Sushovan Majhi, Data Science Program, George Washington University, USA, 20052.

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This paper is available on arxiv under CC BY 4.0 DEED license.

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