12 citations · 13 across the 13 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…
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…