77 citations · 214 across the 12 of their papers we have counts for
12 papers
Characterizing price index behavior through fluctuation dynamics
Prasanta K. Panigrahi, Sayantan Ghosh, Arjun Banerjee +2
We study the nature of fluctuations in variety of price indices involving companies listed on the New York Stock Exchange. The fluctuations at multiple scales are extracted through…
Characterizing Multi-Scale Self-Similar Behavior and Non-Statistical Properties of Financial Time Series
Sayantan Ghosh, P. Manimaran, Prasanta K. Panigrahi
We make use of wavelet transform to study the multi-scale, self similar behavior and deviations thereof, in the stock prices of large companies, belonging to different economic sec…
Statistical Properties of Fluctuations: A Method to Check Market Behavior
Prasanta K. Panigrahi, Sayantan Ghosh, P. Manimaran +1
We analyze the Bombay stock exchange (BSE) price index over the period of last 12 years. Keeping in mind the large fluctuations in last few years, we carefully find out the transie…
Features in the Primordial Spectrum from WMAP: A Wavelet Analysis
Arman Shafieloo, Tarun Souradeep, P. Manimaran +2
Precise measurements of the anisotropies in the cosmic microwave background enable us to do an accurate study on the form of the primordial power spectrum for a given set of cosmol…
1/f noise and multifractality in atmospheric-CO2 records
Prabir K. Patra, M. S. Santhanam, P. Manimaran +2
We study the fluctuations in the measured atmospheric CO2 records from several stations and show that it displays 1/f noise and multifractality. Using detrended fluctuation analysi…
Spectral fluctuation characterization of random matrix ensembles through wavelets
P. Manimaran, Prasanta K. Panigrahi, P. Anantha Lakshmi
A recently developed wavelet based approach is employed to characterize the scaling behavior of spectral fluctuations of random matrix ensembles, as well as complex atomic systems.…