629 citations · 2.5k across the 92 of their papers we have counts for
93 papers
COVID anomaly in the correlation analysis of S&P 500 market states
M. Mijaíl Martínez-Ramos, Manan Vyas, Parisa Majai +1
Analyzing market states of the S&P 500 components on a time horizon January 3, 2006 to August 10, 2023, we found the appearance of a new market state not previously seen and we sha…
A dynamical Interpretation of Sequential Decay in Reactive Scattering
Francisco Gonzalez Montoya, Christof Jung, Thomas H. Seligman
The topic of this article is a dynamical explanation of the sequential decay in rearrangement scattering. The essential observation is the behaviour of trajectories close to the ba…
Dynamics of the market states in the space of correlation matrices with applications to financial markets
Hirdesh K. Pharasi, Suchetana Sadhukhan, Parisa Majari +2
The concept of states of financial markets based on correlations has gained increasing attention during the last 10 years. We propose to retrace some important steps up to 2018, an…
Inverse problems in quantum graphs and accidental degeneracy
Emerson Sadurni, Thomas H Seligman
A general treatment of the spectral problem of quantum graphs and tight-binding models in finite Hilbert spaces is given. The direct spectral problem and the inverse spectral probl…
Photonic realization of the kappa-deformed Dirac equation
Parisa Majari, Emerson Sadurni, Mohammad Reza Setare +2
We show an implementation of a kappa-deformed Dirac equation in tight-binding arrays of photonic waveguides. This is done with a special configuration of couplings extending to sec…
Dynamics of market states and risk assessment
Hirdesh K. Pharasi, Eduard Seligman, Suchetana Sadhukhan +2
Previous research explored various conditions of financial markets based on the similarity of correlation structures and classified as market states. We introduce modifications to…