cryptocurrency markets 1granger causality 1high-frequency data 1influence ranking 1network analysis 1
From the 1 of 2 linked papers with an AI index.
2 papers
physics.soc-ph2026
Sectoral inter-dependencies drive the loss of structural balance in signed financial networks
Kartik Dahake, Abhijit Chakraborty
Signed graphs provide an effective architecture for portraying a system in which cooperation and conflict coexist. Emerging from the concept of balance in psychological sciences, t…
q-fin.TR2026
Time-dependent weighted directed networks of cryptocurrency interaction from high-frequency returns
Shubhangam Shukla, Mahesh Peyyala, Abhijit Chakraborty
The paper constructs directed, weighted networks from high‑frequency cryptocurrency returns using Granger causality to track how influence among assets evolves over time, revealing…