29 citations
- Chennai Mathematical InstituteIN2 papers
- Harish-Chandra Research InstituteIN2 papers
- Institute of Mathematical SciencesIN2 papers
- International Institute of Information Technology, HyderabadIN2 papers
- Tamkang UniversityTW2 papers
- University of Chieti-PescaraIT2 papers
- University of Southern CaliforniaUS2 papers
- CUNEF Universidad1 paper
- Directorate-General for InterpretationBE1 paper
- George Washington UniversityUS1 paper
- Indian Institute of Technology HyderabadIN1 paper
- National Institute of Technology JamshedpurIN1 paper
14 papers
Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis
Salam Rabindrajit Luwang, Kundan Mukhia, Buddha Nath Sharma +3
Quantitative understanding of stochastic dynamics in limit order price changes is essential for execution strategy design. We analyze intraday transition dynamics of ask and bid or…
Zero-Shot KWS for Children's Speech using Layer-Wise Features from SSL Models
Subham Kutum, Abhijit Sinha, Hemant Kumar Kathania +2
Numerous methods have been proposed to enhance Keyword Spotting (KWS) in adult speech, but children's speech presents unique challenges for KWS systems due to its distinct acoustic…
Can Layer-wise SSL Features Improve Zero-Shot ASR Performance for Children's Speech?
Abhijit Sinha, Hemant Kumar Kathania, Sudarsana Reddy Kadiri +1
Automatic Speech Recognition (ASR) systems often struggle to accurately process children's speech due to its distinct and highly variable acoustic and linguistic characteristics. W…
Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective
Buddha Nath Sharma, Anish Rai, SR Luwang +2
The paper presents a comprehensive causality analysis of the US stock and commodity markets during the COVID-19 crash. The dynamics of different sectors are also compared. We use T…
Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach
S. R. Luwang, A. Rai, Md. Nurujjaman +1
An empirical stochastic analysis of high-frequency, tick-by-tick order data of NASDAQ100 listed stocks is conducted using a first-order discrete-time Markov chain model to explore…
A study on $\mr{F}$-simultaneous approximative -compactness property in Banach spaces
Syamantak Das, Tanmoy Paul
Veselý (1997) studied Banach spaces that admit -centers for finite subsets of the space. In this work, we introduce the concept of $\mr{F}$-simultaneous approximative -compac…