2 papers
q-fin.ST2020
Network geometry and market instability
Areejit Samal, Hirdesh K. Pharasi, Sarath Jyotsna Ramaia +4
The complexity of financial markets arise from the strategic interactions among agents trading stocks, which manifest in the form of vibrant correlation patterns among stock prices…
cs.DM2019
Forman-Ricci curvature and Persistent homology of unweighted complex networks
Indrava Roy, Sudharsan Vijayaraghavan, Sarath Jyotsna Ramaia +1
We present the application of topological data analysis (TDA) to study unweighted complex networks via their persistent homology. By endowing appropriate weights that capture the i…