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The objective of this work is to investigate the pattern exhibited by detrended intra-day BSE Sensex data for the years 2006 to 2012. The detrended data are analysed using Principal Component Analysis (PCA) and its non-linear version, Kernel Principal Component Analysis (KPCA). The detrended data is found to display a high degree of correlation which indicates that the evolution of the detrended prices...
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