1 citations · 1 across the 5 of their papers we have counts for
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Complex market dynamics in the light of random matrix theory
Hirdesh K. Pharasi, Kiran Sharma, Anirban Chakraborti +1
We present a brief overview of random matrix theory (RMT) with the objectives of highlighting the computational results and applications in financial markets as complex systems. An…
Identifying long-term precursors of financial market crashes using correlation patterns
Hirdesh K. Pharasi, Kiran Sharma, Rakesh Chatterjee +3
The study of the critical dynamics in complex systems is always interesting yet challenging. Here, we choose financial market as an example of a complex system, and do a comparativ…
Characterization of catastrophic instabilities: Market crashes as paradigm
Anirban Chakraborti, Kiran Sharma, Hirdesh K. Pharasi +3
Catastrophic events, though rare, do occur and when they occur, they have devastating effects. It is, therefore, of utmost importance to understand the complexity of the underlying…