1 citations · 2 across the 4 of their papers we have counts for
4 papers
Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets
Salam Rabindrajit Luwang, Buddha Nath Sharma, Kundan Mukhia +4
Financial markets alternate between tranquil periods and episodes of stress, and return dynamics can change substantially across these regimes. We study regime-dependent dynamics i…
Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis
Salam Rabindrajit Luwang, Kundan Mukhia, Buddha Nath Sharma +3
Quantitative understanding of stochastic dynamics in limit order price changes is essential for execution strategy design. We analyze intraday transition dynamics of ask and bid or…
A mixture transition distribution approach to portfolio optimization
Riccardo De Blasis, Luca Galati, Filippo Petroni
Understanding the dependencies among financial assets is critical for portfolio optimization. Traditional approaches based on correlation networks often fail to capture the nonline…
On World Religion Adherence Distribution Evolution
M. Ausloos, F. Petroni
Religious adherence can be considered as a degree of freedom, in a statistical physics sense, for a human agent belonging to a population. The distribution, performance and life ti…