88 citations · 348 across the 19 of their papers we have counts for
7 papers · 1 filter
Identifying Extreme Events in the Stock Market: A Topological Data Analysis
Anish Rai, Buddha Nath Sharma, Salam Rabindrajit Luwang +2
This paper employs Topological Data Analysis (TDA) to detect extreme events (EEs) in the stock market at a continental level. Previous approaches, which analyzed stock indices sepa…
Complex network analysis of cryptocurrency market during crashes
Kundan Mukhia, Anish Rai, SR Luwang +3
This paper identifies the cryptocurrency market crashes and analyses its dynamics using the complex network. We identify three distinct crashes during 2017-20, and the analysis is…
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…
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…
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…
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…