13 citations · 13 across the 4 of their papers we have counts for
3 papers · 1 filter
Interpretable Classification of Time Series Using Euler Characteristic Surfaces
Salam Rabindrajit Luwang, Sushovan Majhi, Vishal Mandal +3
Persistent homology (PH) -- the conventional method in topological data analysis -- is computationally expensive, requires further vectorization of its signatures before machine le…
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…