1 citations · 1 across the 3 of their papers we have counts for
9 papers
Investigation of Indian stock markets using topological data analysis and geometry-inspired network measures
Saumitra Kulkarni, Hirdesh K. Pharasi, Sudharsan Vijayaraghavan +3
Geometry-inspired measures (such as discrete Ricci curvatures) and topological data analysis (TDA) based methods (such as persistent homology) have become attractive tools for char…
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…
Network geometry and market instability
Areejit Samal, Hirdesh K. Pharasi, Sarath Jyotsna Ramaia +4
The complexity of financial markets arise from the strategic interactions among agents trading stocks, which manifest in the form of vibrant correlation patterns among stock prices…
A perspective on correlation-based financial networks and entropy measures
Vishwas Kukreti, Hirdesh K. Pharasi, Priya Gupta +1
In this brief review, we critically examine the recent work done on correlation-based networks in financial systems. The structure of empirical correlation matrices constructed fro…
Market states: A new understanding
Hirdesh K. Pharasi, Eduard Seligman, Thomas H. Seligman
We present the clustering analysis of the financial markets of S&P 500 (USA) and Nikkei 225 (JPN) markets over a period of 2006-2019 as an example of a complex system. We investiga…
Phase separation and scaling in correlation structures of financial markets
Anirban Chakraborti, Hrishidev, Kiran Sharma +1
Financial markets, being spectacular examples of complex systems, display rich correlation structures among price returns of different assets. The correlation structures change dra…