activity
20002026
most citedDynamics of market correlations: Taxonomy and portfolio analysis

774 citations · 2.8k across the 77 of their papers we have counts for

collaborators

80 papers

cond-mat.dis-nn2026

Spin Glass Mapping of the Parallel Minority Game

Aryan Tyagi, Soumyaditya Das, Soumyajyoti Biswas +1

The parallel minority game (PMG) extends the classical minority game to many choices, with each agent restricted to two predetermined alternatives. In this condition, minimizing th…

physics.comp-ph2026

Chaotic Dynamics and Bifurcation Analysis of the Hindmarsh-Rose Neuron Model with Blue-Sky Catastrophe under Magnetic Field Influence

Ram Pravesh Yadav, Hirdesh K. Pharasi, R. K. Brojen Singh +1

We investigate the impact of magnetic-field-induced feedback on the dynamics of a Hindmarsh-Rose neuron model exhibiting a blue-sky catastrophe. By introducing a magnetic flux vari…

physics.soc-ph2023

Investigation of Indian stock markets using topological data analysis and geometry-inspired network measures

Saumitra Kulkarni, Hirdesh K. Pharasi, Sudharsan Vijayaraghavan +3

Geometry-inspired measures (such as discrete Ricci curvatures) and topological data analysis (TDA) based methods (such as persistent homology) have become attractive tools for char…

cond-mat.stat-mech2023

Finding critical points and correlation length exponents using finite size scaling of Gini index

Soumyaditya Das, Soumyajyoti Biswas, Anirban Chakraborti +1

The order parameter for a continuous transition shows diverging fluctuation near the critical point. Here we show, through numerical simulations and scaling arguments, that the ine…

q-fin.ST2021★ 1 cited

Dynamics of the market states in the space of correlation matrices with applications to financial markets

Hirdesh K. Pharasi, Suchetana Sadhukhan, Parisa Majari +2

The concept of states of financial markets based on correlations has gained increasing attention during the last 10 years. We propose to retrace some important steps up to 2018, an…

q-fin.ST2021★ 10 cited

Network-centric indicators for fragility in global financial indices

Areejit Samal, Sunil Kumar, Yasharth Yadav +1

Over the last two decades, financial systems have been studied and analysed from the perspective of complex networks, where the nodes and edges in the network represent the various…