42 citations · 80 across the 15 of their papers we have counts for
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q-fin.CP2020
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…
q-fin.CP2020★ 1 cited
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…