12 citations · 13 across the 2 of their papers we have counts for
2 papers
q-fin.ST2024★ 1 cited
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…
q-fin.ST2024★ 12 cited
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…