596 citations · 2.3k across the 61 of their papers we have counts for
6 papers · 1 filter
A two-fractal overlap model of earthquakes
Bikas K Chakrabarti, Arnab Chatterjee
We introduce here the two-fractal model of earthquake dynamics. As the fractured surfaces have self-affine properties, we consider the solid-solid interface of the earth's crust an…
A common origin of the power law distributions in models of market and earthquake
Pratip Bhattacharyya, Arnab Chatterjee, Bikas K Chakrabarti
We show that there is a common mode of origin for the power laws observed in two different models: (i) the Pareto law for the distribution of money among the agents with random sav…
Time series of stock price and of two fractal overlap: Anticipating market crashes?
Bikas K. Chakrabarti, Arnab Chatterjee, Pratip Bhattacharyya
We find prominent similarities in the features of the time series for the overlap of two Cantor sets when one set moves with uniform relative velocity over the other and time serie…
Ideal-Gas Like Markets: Effect of Savings
Arnab Chatterjee, Bikas K Chakrabarti
We discuss the ideal gas like models of a trading market. The effect of savings on the distribution have been thoroughly reviewed. The market with fixed saving factors leads to a G…
Analyzing money distributions in `ideal gas' models of markets
Arnab Chatterjee, Bikas K. Chakrabarti, Robin B. Stinchcombe
We analyze an ideal gas like models of a trading market. We propose a new fit for the money distribution in the fixed or uniform saving market. For the marketwith quenched random s…
Master equation for a kinetic model of trading market and its analytic solution
Arnab Chatterjee, Bikas K. Chakrabarti, Robin B. Stinchcombe
We analyze an ideal gas like model of a trading market with quenched random saving factors for its agents and show that the steady state income () distribution in the mod…