42 citations · 104 across the 25 of their papers we have counts for
3 papers · 1 filter
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…
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…