29 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Harish-Chandra Research InstituteIN5 papers
- Chennai Mathematical InstituteIN2 papers
- Institute of Mathematical SciencesIN2 papers
- International Institute of Information Technology, HyderabadIN2 papers
- Tamkang UniversityTW2 papers
- University of California, BerkeleyUS2 papers
- University of Chieti-PescaraIT2 papers
- University of Southern CaliforniaUS2 papers
- Asia Pacific Center for Theoretical PhysicsKR1 paper
- CUNEF Universidad1 paper
- Directorate-General for InterpretationBE1 paper
- Flame UniversityIN1 paper
24 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…
Magnetic Field Detection Using a Two-Qubit System Under Noisy Heisenberg Interaction
George Biswas, Sayan Sengupta, Anindya Biswas
We propose a method to design a magnetic field detector using a noisy two-qubit system. The system evolves under a noisy Heisenberg interaction Hamiltonian, and we investigate its…
High-Frequency Stock Market Order Transitions during the US-China Trade War 2018: A Discrete-Time Markov Chain Analysis
Salam Rabindrajit Luwang, Anish Rai, Md. Nurujjaman +2
Statistical analysis of high-frequency stock market order transaction data is conducted to understand order transition dynamics. We employ a first-order time-homogeneous discrete-t…
Novel application of Relief Algorithm in cascaded artificial neural network to predict wind speed for wind power resource assessment in India
Hasmat Malik, Amit Kumar Yadav, Fausto Pedro García Márquez +1
Wind power generated by wind has non-schedule nature due to stochastic nature of meteorological variable. Hence energy business and control of wind power generation requires predic…
On Spectrum of Neighbourhood Corona Product of Signed Graphs
Bishal Sonar, Satyam Guragain, Ravi Srivastava
Given two signed graphs with nodes and , the neighbourhood corona, is the signed graph obtained by taking one copy of and …
Fidelity and Entanglement of Random Bipartite Pure States: Insights and Applications
George Biswas, Shao-Hua Hu, Jun-Yi Wu +2
We investigate the fidelity of Haar random bipartite pure states from a fixed reference quantum state and their bipartite entanglement. By plotting the fidelity and entanglement on…
Estimating phase transition of perturbed J1-J2 Heisenberg quantum chain in mixtures of ground and first excited states
Sayan Mondal, George Biswas, Ahana Ghoshal +2
We show that the nearest neighbour entanglement in a mixture of ground and first excited states - a subjacent state - of the J1-J2 Heisenberg quantum spin chain can be used as an o…
Detection and Forecasting of Extreme event in Stock Price Triggered by Fundamental, Technical, and External Factors
Anish Rai, Salam Rabindrajit Luwang, Md Nurujjaman +3
The sporadic large fluctuations are seen in the stock market due to changes in fundamental parameters, technical setups, and external factors. These large fluctuations are termed a…
Spread and asymmetry of typical quantum coherence and their inhibition in response to glassy disorder
George Biswas, Santanu Sarkar, Anindya Biswas +1
We consider the average quantum coherences of typical redits and qudits - vectors of real and complex Hilbert spaces - with the analytical forms stemming from the symmetry of Haar-…
Shared purity and concurrence of a mixture of ground and low-lying excited states as indicators of quantum phase transitions
George Biswas, Anindya Biswas, Ujjwal Sen
We investigate the efficacy of shared purity, a measure of quantum correlation that is independent of the separability-entanglement paradigm, as a quantum phase transition indicato…
A sentiment-based modeling and analysis of stock price during the COVID-19: U- and Swoosh-shaped recovery
Anish Rai, Ajit Mahata, Md. Nurujjaman +2
Recently, a stock price model is proposed by A. Mahata et al. [Physica A, 574, 126008 (2021)] to understand the effect of COVID-19 on stock market. It describes V- and L-shaped rec…
Inhibition of spread of typical bipartite and genuine multiparty entanglement in response to disorder
George Biswas, Anindya Biswas, Ujjwal Sen
The distribution of entanglement of typical multiparty quantum states is not uniform over the range of the measure utilized for quantifying the entanglement. We intend to find the…
Statistical properties of the aftershocks of stock market crashes revisited: Analysis based on the 1987 crash, financial-crisis-2008 and COVID-19 pandemic
Anish Rai, Ajit Mahata, Md Nurujjaman +1
During any unique crisis, panic sell-off leads to a massive stock market crash that may continue for more than a day, termed as mainshock. The effect of a mainshock in the form of…
Modeling and analysis of the effect of COVID-19 on the stock price: V and L-shape recovery
Ajit Mahata, Anish rai, Om Prakash +1
The emergence of the COVID-19 pandemic, a new and novel risk factor, leads to the stock price crash due to the investors' rapid and synchronous sell-off. However, within a short pe…
Entanglement in first excited states of some many-body quantum spin systems: indication of quantum phase transition in finite size systems
George Biswas, Anindya Biswas
We compute concurrence, a measure of bipartite entanglement, of the first excited state of the -D Heisenberg frustrated - spin-chain and observe a sudden change in the…
Identification of short-term and long-term time scales in stock markets and effect of structural break
Ajit Mahata, Debi Prasad Bal, Md Nurujjaman
The paper presents the comparative study of the nature of stock markets in short-term and long-term time scales with and without structural break in the stock data. Structural brea…
Time scales in stock markets
Ajit Mahata, Md Nurujjaman
Different investment strategies are adopted in short-term and long-term depending on the time scales, even though time scales are adhoc in nature. Empirical mode decomposition base…
Benford analysis of quantum critical phenomena: First digit provides high finite-size scaling exponent while first two and further are not much better
Anindita Bera, Utkarsh Mishra, Sudipto Singha Roy +3
Benford's law is an empirical edict stating that the lower digits appear more often than higher ones as the first few significant digits in statistics of natural phenomena and math…
Effect of discrete time observations on synchronization in Chua model and applications to data assimilation
Md. Nurujjaman, Sumanth Shivamurthy, Amit Apte +2
Recent studies show indication of the effectiveness of synchronization as a data assimilation tool for small or meso-scale forecast when less number of variables are observed frequ…