Siddharth Vishwanath | IIT Kanpur (original) (raw)
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Papers by Siddharth Vishwanath
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We focus primarily on the theory of Discrete Kalman Filters, and have implemented the algorithm i... more We focus primarily on the theory of Discrete Kalman Filters, and have implemented the algorithm in MATLAB using simulations technique. We also have applied the algorithm on a simpli ed model of the "navigation and control" problem.
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This project aims to test the vaildity of the Capital Asset Pricing Model empirically through Tim... more This project aims to test the vaildity of the Capital Asset Pricing Model empirically through Time Series Models. Stationarity tests have been performed on the time series to avoid the cointegration. More advanced regression models have been used to establish a time dependency on the Beta value of a market security. The GARCH model has been used in the regression to account for the volatility and the conditional heteroscedasticity of the time series. The E-GARCH model has been used to account for the leverage e ect of the market security, whereby the conditional volatility of the time series has been modeled. Ultimately, we examine the model in the context of the Kalman Filter which recursively optimizes the state-space estimate in time-series data.
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The critical step in the use of mathematics to solve real world problems is the building a suitab... more The critical step in the use of mathematics to solve real world problems is the building a suitable mathematical model. A key aspect to mathematical modeling is acknowledging the assumptions and limitations in the model. This project
aims to model one such real world problem using the techniques of mathematical modeling.
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We explore the different proposed theories in quantum mechanics for the shapes of atomic orbitals... more We explore the different proposed theories in quantum mechanics for the shapes of atomic orbitals; Ultimately arriving at Schrodinger's wave equation. We examine the solution to Schrodinger's equation and then run simulations in MATLAB to demonstrate the consistency in his solution.
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Bookmarks Related papers MentionsView impact
Bookmarks Related papers MentionsView impact
Bookmarks Related papers MentionsView impact
We focus primarily on the theory of Discrete Kalman Filters, and have implemented the algorithm i... more We focus primarily on the theory of Discrete Kalman Filters, and have implemented the algorithm in MATLAB using simulations technique. We also have applied the algorithm on a simpli ed model of the "navigation and control" problem.
Bookmarks Related papers MentionsView impact
This project aims to test the vaildity of the Capital Asset Pricing Model empirically through Tim... more This project aims to test the vaildity of the Capital Asset Pricing Model empirically through Time Series Models. Stationarity tests have been performed on the time series to avoid the cointegration. More advanced regression models have been used to establish a time dependency on the Beta value of a market security. The GARCH model has been used in the regression to account for the volatility and the conditional heteroscedasticity of the time series. The E-GARCH model has been used to account for the leverage e ect of the market security, whereby the conditional volatility of the time series has been modeled. Ultimately, we examine the model in the context of the Kalman Filter which recursively optimizes the state-space estimate in time-series data.
Bookmarks Related papers MentionsView impact
The critical step in the use of mathematics to solve real world problems is the building a suitab... more The critical step in the use of mathematics to solve real world problems is the building a suitable mathematical model. A key aspect to mathematical modeling is acknowledging the assumptions and limitations in the model. This project
aims to model one such real world problem using the techniques of mathematical modeling.
Bookmarks Related papers MentionsView impact
We explore the different proposed theories in quantum mechanics for the shapes of atomic orbitals... more We explore the different proposed theories in quantum mechanics for the shapes of atomic orbitals; Ultimately arriving at Schrodinger's wave equation. We examine the solution to Schrodinger's equation and then run simulations in MATLAB to demonstrate the consistency in his solution.
Bookmarks Related papers MentionsView impact
Bookmarks Related papers MentionsView impact
Bookmarks Related papers MentionsView impact