Proceedings of the International Conference on Intelligent Systems and Digital Transformation (ICISD 2025)

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Liner Regression Model Based Comprehensive Big Data Analysis on Asset Class Returns

Authors
Sudarsanam1, C. Ashokkumar1, *
1Department of Computing Technologies, SRM Institute of Science and Technology, Kattankulathur, Chengalpattu district, Chennai, Tamilnadu, 603203, India
*Corresponding author. Email: ashokkuc@srmist.edu.in
Corresponding Author
C. Ashokkumar
Available Online 31 October 2025.
DOI
10.2991/978-94-6463-866-0_3How to use a DOI?
Keywords
Computational finance; Fintech; Linear regression; Repo rate
Abstract

Reserve Bank of India decides on the interest rate at which it will be lending or borrowing money from other commercial banks. These interest rates are called as Repo rates. There is general consensus that when the repo rate decreases the price of goods and commodities like gold increases, and when repo rate increases the price of goods and commodities will decrease. Our empirical study analyzed the data using linear regression model confirms that, contrary to popular perception, the price of gold does not always change with respect to the Repo rate set by Reserve Bank of India. When the Reserve Bank of India reduced its repo rate by 2%, the price of IDBIGOLD increased by 31.87%. On the other hand, when the Reserve Bank of India raised the repo rate by 2.5% instead of a lower price, the IDBIGOLD price increased further by 15.52%. For the five-year period under the consideration, though the repo rate has increased only by 0.5%, the increase in price of IDBIGOLD was 84.48%.

Copyright
© 2025 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

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Volume Title
Proceedings of the International Conference on Intelligent Systems and Digital Transformation (ICISD 2025)
Series
Atlantis Highlights in Intelligent Systems
Publication Date
31 October 2025
ISBN
978-94-6463-866-0
ISSN
2589-4919
DOI
10.2991/978-94-6463-866-0_3How to use a DOI?
Copyright
© 2025 The Author(s)
Open Access
Open Access This chapter is licensed under the terms of the Creative Commons Attribution-NonCommercial 4.0 International License (http://creativecommons.org/licenses/by-nc/4.0/), which permits any noncommercial use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons license and indicate if changes were made.

Cite this article

risenwbib
TY  - CONF
AU  - Sudarsanam
AU  - C. Ashokkumar
PY  - 2025
DA  - 2025/10/31
TI  - Liner Regression Model Based Comprehensive Big Data Analysis on Asset Class Returns
BT  - Proceedings of the International Conference on Intelligent Systems and Digital Transformation (ICISD 2025)
PB  - Atlantis Press
SP  - 15
EP  - 26
SN  - 2589-4919
UR  - https://doi.org/10.2991/978-94-6463-866-0_3
DO  - 10.2991/978-94-6463-866-0_3
ID  - 2025
ER  -