3 papers
q-fin.ST2025
Analyzing Communicability and Connectivity in the Indian Stock Market During Crises
Pawanesh Pawanesh, Charu Sharma, Niteesh Sahni
Understanding how information flows through the financial networks is important, especially during times of market turbulence. Unlike traditional assumptions where information trav…
q-fin.ST2024
Leveraging RNNs and LSTMs for Synchronization Analysis in the Indian Stock Market: A Threshold-Based Classification Approach
Sanjay Sathish, Charu C Sharma
Our research presents a new approach for forecasting the synchronization of stock prices using machine learning and non-linear time-series analysis. To capture the complex non-line…
q-fin.ST2024
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…