4 papers
Leveraging Sample Entropy for Enhanced Volatility Measurement and Prediction in International Oil Price Returns
Radhika Prosad Datta
This paper explores the application of Sample Entropy (SampEn) as a sophisticated tool for quantifying and predicting volatility in international oil price returns. SampEn, known f…
Regularity in forex returns during financial distress: Evidence from India
Radhika Prosad Datta
This paper uses the concepts of entropy to study the regularity/irregularity of the returns from the Indian Foreign exchange (forex) markets. The Approximate Entropy and Sample Ent…
Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach
R. P. Datta
The multifractal spectra of daily foreign exchange rates for US dollar (USD), the British Pound (GBP), the Euro (Euro) and the Japanese Yen (Yen) with respect to the Indian Rupee a…
On the path integral simulation of space-time fractional Schroedinger equation with time independent potentials
Sumita Datta, Radhika Prosad Datta
In this work a Feynman-Kac path integral method based on Levy measure has been proposed for solving the Cauchy problems associated with the space-time fractional Schroedinger equat…