774 citations · 2.8k across the 77 of their papers we have counts for
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q-fin.ST2011★ 6 cited
The near-extreme density of intraday log-returns
Mauro Politi, Nicolas Millot, Anirban Chakraborti
The extreme event statistics plays a very important role in the theory and practice of time series analysis. The reassembly of classical theoretical results is often undermined by…
cond-mat.stat-mech2011★ 15 cited
A threshold induced phase transition in the kinetic exchange models
Asim Ghosh, Urna Basu, Anirban Chakraborti +1
We study an ideal-gas-like model where the particles exchange energy stochastically, through energy conserving scattering processes, which take place if and only if at least one of…