3 papers
q-fin.ST2026
Regime Discovery and Intra-Regime Return Dynamics in Global Equity Markets
Salam Rabindrajit Luwang, Buddha Nath Sharma, Kundan Mukhia +4
Financial markets alternate between tranquil periods and episodes of stress, and return dynamics can change substantially across these regimes. We study regime-dependent dynamics i…
q-fin.ST2025
Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach
S. R. Luwang, A. Rai, Md. Nurujjaman +1
An empirical stochastic analysis of high-frequency, tick-by-tick order data of NASDAQ100 listed stocks is conducted using a first-order discrete-time Markov chain model to explore…
cond-mat.soft2024
Driving forces in cell migration and pattern formation in a soft tissue
Amabile Tatone, Filippo Recrosi, Giuseppe Tomassetti
We give a description of cell diffusion in a soft tissue, paying special attention to the coupling of force, matter, and microforce balance laws through a suitable dissipation prin…