5 papers · 1 filter
Scaling laws of Stablecoin Transactions: Evidence from USDT and USDC on the Ethereum blockchain
Kundan Mukhia, Sabat Rai, Vivek Shrivastav +2
Stablecoins have rapidly emerged as an important class of digital assets and a component of the digital financial ecosystem. Despite their growing importance, the statistical prope…
Recovering Structural Organization in Noisy Correlation Networks Using Financial Systems as a Testbed
Imran Ansari, Shashi Jain, Srikanth K. Iyer
Empirical correlation matrices estimated from financial return time series are contaminated by statistical noise arising from finite sample size, obscuring genuine interactions amo…
Structural Dynamics of G5 Stock Markets During Exogenous Shocks: A Random Matrix Theory-Based Complexity Gap Approach
Kundan Mukhia, Imran Ansari, Md. Nurujjaman
We identify a robust structural signature of stock markets during exogenous shock events by analyzing collective return dynamics across G5 countries. Using Random Matrix Theory, we…
Core-Periphery Dynamics in Market-Conditioned Financial Networks: A Conditional P-Threshold Mutual Information Approach
Kundan Mukhia, Imran Ansari, S R Luwang +1
This study investigates how financial market structure reorganizes during the COVID-19 crash using a conditional p-threshold mutual information (MI) based Minimum Spanning Tree (MS…
A novel portfolio construction strategy based on the core-periphery profile of stocks
Imran Ansari, Charu Sharma, Akshay Agrawal +1
This paper highlights the significance of mesoscale structures, particularly the core-periphery structure, in financial networks for portfolio optimization. We build portfolios of…