74 citations · 271 across the 32 of their papers we have counts for
32 papers
Embedded Random Matrix Ensembles to Statistical Shell Model: Operation of -normal forms
V. K. B. Kota, N. D. Chavda, Manan Vyas
Embedded random matrix ensembles operating in nuclear shell model spaces, with nucleons occupying a finite set of single particle orbits and interacting via a two-body interaction,…
From sectorial coarse graining to extreme coarse graining of S&P 500 correlation matrices
Manan Vyas, M. Mijaíl Martínez-Ramos, Parisa Majari +1
Starting from the Pearson Correlation Matrix of stock returns and from the desire to obtain a reduced number of parameters relevant for the dynamics of a financial market, we propo…
Distribution of lowest eigenvalue in -body bosonic random matrix ensembles
N. D. Chavda, Priyanka Rao, V. K. B. Kota +1
We present numerical investigations demonstrating the result that the distribution of the lowest eigenvalue of finite many-boson systems (say we have number of bosons) with …
Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm
M. Mijaíl Martínez-Ramos, Parisa Majari, Andres R. Cruz-Hernández +2
We analyze correlation structures in financial markets by coarse graining the Pearson correlation matrices according to market sectors to obtain Guhr matrices using Guhr's correlat…
COVID anomaly in the correlation analysis of S&P 500 market states
M. Mijaíl Martínez-Ramos, Manan Vyas, Parisa Majai +1
Analyzing market states of the S&P 500 components on a time horizon January 3, 2006 to August 10, 2023, we found the appearance of a new market state not previously seen and we sha…
Two species -body embedded Gaussian unitary ensembles: -normal form of the eigenvalue density
Manan Vyas, V. K. B. Kota
Eigenvalue density generated by embedded Gaussian unitary ensemble with -body interactions for two species (say and ) fermion systems is investigated by der…