Machine learning to classify industry stress due to covid-19 lockdown in india

Author: 
Mr. ParthaSen and Dr. SitangshuKhatua

During the Covid-19 crisis the value chain, communication and cooperation amongst the business environment were disrupted. We have observed increasing uncertainty, untrustworthiness of sources; ambiguous interpretation of information led the estimation harder during this time.
We are expecting a dip of profit due to Covid-19 lockdown. In this paper we first worked on to build a model to classify industry stress low and high due to Covid-19 lockdown. Model is built following the two steps of processing like consensus input and exploratory data analysis. Python packages and scikit learn are used for analytics in this paper. Data available from NSE (VIX, Sectoral Index, stock price, index P/E) are used for return, volatility, and earning of index calculation.

Download PDF: 
DOI: 
http://dx.doi.org/10.24327/ijcar.2020.22994.4545
Select Volume: 
Volume9