42 citations · 104 across the 25 of their papers we have counts for
7 papers · 1 filter
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…
Dynamical evolution of anti-social phenomena: A data science approach
Syed Shariq Husain, Kiran Sharma
Human interactions can be either positive or negative, giving rise to different complex social or anti-social phenomena. The dynamics of these interactions often lead to certain sp…
Multi-layered Network Structure: Relationship Between Financial and Macroeconomic Dynamics
Kiran Sharma, Anindya S. Chakrabarti, Anirban Chakraborti
We demonstrate using multi-layered networks, the existence of an empirical linkage between the dynamics of the financial network constructed from the market indices and the macroec…
Identifying the global terror hubs and vulnerable motifs using complex network dynamics
Syed Shariq Husain, Kiran Sharma, Vishwas Kukreti +1
Terrorism instills fear in the minds of people and takes away the freedom of individuals to act as they will. Terrorism has turned out to be an international menace today. Here, we…
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…