166 citations · 619 across the 28 of their papers we have counts for
4 papers · 1 filter
Emergence of frustration signals systemic risk
Chandrashekar Kuyyamudi, Anindya S. Chakrabarti, Sitabhra Sinha
We show that the emergence of systemic risk in complex systems can be understood from the evolution of functional networks representing interactions inferred from fluctuation corre…
Non-associative learning in intra-cellular signaling networks
Tanmay Mitra, Shakti N. Menon, Sitabhra Sinha
Nonlinear systems driven by recurrent signals are known to exhibit complex dynamical responses which, in the physiological context, can have important functional consequences. One…
How aggressive a driver is? - A quantitative analysis
Subinay Dasgupta, Sitabhra Sinha
Consider a bottleneck in a road through which only one car can pass through. Suppose that at a time the car passing will have the most aggressive driver in queue and that the aggre…
Reality-check for Econophysics: Likelihood-based fitting of physics-inspired market models to empirical data
Nils Bertschinger, Iurii Mozzhorin, Sitabhra Sinha
The statistical description and modeling of volatility plays a prominent role in econometrics, risk management and finance. GARCH and stochastic volatility models have been extensi…