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20162023
most citedIdentifying long-term precursors of financial market crashes using correlation patterns

42 citations · 104 across the 25 of their papers we have counts for

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5 papers · 1 filter

q-fin.GN2018★ 3 cited

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…

q-fin.GN2018★ 1 cited

Global Income Inequality and Savings: A Data Science Perspective

Kiran Sharma, Subhradeep Das, Anirban Chakraborti

A society or country with income equally distributed among its people is truly a fiction! The phenomena of socioeconomic inequalities have been plaguing mankind from times immemori…

q-fin.GN2017

Co-movements in financial fluctuations are anchored to economic fundamentals: A mesoscopic mapping

Kiran Sharma, Balagopal Gopalakrishnan, Anindya S. Chakrabarti +1

We demonstrate the existence of an empirical linkage between the nominal financial networks and the underlying economic fundamentals across countries. We construct the nominal retu…

q-fin.GN2016

Sectoral co-movements in the Indian stock market: A mesoscopic network analysis

Kiran Sharma, Shreyansh Shah, Anindya S. Chakrabarti +1

In this article we review several techniques to extract information from stock market data. We discuss recurrence analysis of time series, decomposition of aggregate correlation ma…

q-fin.GN2016★ 5 cited

Physicists' approach to studying socio-economic inequalities: Can humans be modelled as atoms?

Kiran Sharma, Anirban Chakraborti

A brief overview of the models and data analyses of income, wealth, consumption distributions by the physicists, are presented here. It has been found empirically that the distribu…