21 citations · 70 across the 7 of their papers we have counts for
7 papers
Variability of echo state network prediction horizon for partially observed dynamical systems
Ajit Mahata, Reetish Padhi, Amit Apte
Study of dynamical systems using partial state observation is an important problem due to its applicability to many real-world systems. We address the problem by studying an echo s…
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…
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…
Stochastic and Vibrational Resonances in a Uni-junction Transistor Relaxation Oscillator
Ajit Mahata, Md Nurujjaman, Utpal Deka
The effects of perturbation of a weak periodic signal (WPS) assisted by noise or a high frequency signal (HFS) respectively on an excitable uni-junction transistor relaxation oscil…