no code implementations • 12 Jul 2021 • Hirdesh K. Pharasi, Suchetana Sadhukhan, Parisa Majari, Anirban Chakraborti, Thomas H. Seligman
The concept of states of financial markets based on correlations has gained increasing attention during the last 10 years.
1 code implementation • 29 Jan 2021 • Areejit Samal, Sunil Kumar, Yasharth Yadav, Anirban Chakraborti
Over the last two decades, financial systems have been studied and analysed from the perspective of complex networks, where the nodes and edges in the network represent the various financial components and the strengths of correlations between them.
no code implementations • 25 Sep 2020 • Areejit Samal, Hirdesh K. Pharasi, Sarath Jyotsna Ramaia, Harish Kannan, Emil Saucan, Jürgen Jost, Anirban Chakraborti
The complexity of financial markets arise from the strategic interactions among agents trading stocks, which manifest in the form of vibrant correlation patterns among stock prices.
no code implementations • 10 Oct 2019 • Anirban Chakraborti, Hrishidev, Kiran Sharma, Hirdesh K. Pharasi
The correlation structures change drastically, akin to phase transitions in physical phenomena, as do the influential stocks (leaders) and sectors (communities), during market events like crashes.
