2 papers
q-fin.ST2025
Reduced-order autoregressive dynamics of a complex financial system: a PCA-based approach
Pouriya Khalilian, Sara Azizi, Mohammad Hossein Amiri +1
This study analyzes the dynamic interactions among the NASDAQ index, crude oil, gold, and the US dollar using a reduced-order modeling approach. Time-delay embedding and principal…
q-fin.ST2025
Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks
Pouriya Khalilian, Amirhossein N. Golestani, Mohammad Eslamifar +2
Financial markets are dynamic, interconnected systems where local shocks can trigger widespread instability, challenging portfolio managers and policymakers. Traditional correlatio…