15 citations · 34 across the 26 of their papers we have counts for
3 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…
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…