:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Sharma, Kiran, Dutta, Abhijit, Mukherjee, Rupak
Format:	Preprint
Published:	2025
Subjects:	Statistical Finance Spectral Theory Computational Physics
Online Access:	https://arxiv.org/abs/2506.06350
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Identification of phase correlations in Financial Stock Market Turbulence
by: Sharma, Kiran, et al.
Published: (2025)

Analysis of market efficiency in main stock markets: using Karman-Filter as an approach
by: Liu, Beier, et al.
Published: (2024)

Tracing the temporal evolution of clusters in a financial stock market
by: Arratia, Argimiro, et al.
Published: (2011)

Mixed Steklov-Neumann problem: asymptotic analysis and applications to diffusion-controlled reactions
by: Grebenkov, Denis S.
Published: (2024)

An empirical study of market risk factors for Bitcoin
by: Singh, Shubham
Published: (2024)

Mechanisms of information communication and market price movements. The case of SP 500 market
by: Ivanova, Inga, et al.
Published: (2025)

Exploiting the geometry of heterogeneous networks: A case study of the Indian stock market
by: Pawanesh, Pawanesh, et al.
Published: (2024)

Multifractality and its sources in the digital currency market
by: Drożdż, Stanisław, et al.
Published: (2025)

Correlations versus noise in the NFT market
by: Wątorek, Marcin, et al.
Published: (2024)

Synchronization in a market model with time delays
by: Dibeh, Ghassan, et al.
Published: (2024)

Coarse-Graining via Lumping: Exact Calculations and Fundamental Limitations
by: Teza, Gianluca, et al.
Published: (2025)

Impact of the COVID-19 pandemic on the financial market efficiency of price returns, absolute returns, and volatility increment: Evidence from stock and cryptocurrency markets
by: Takaishi, Tetsuya
Published: (2025)

Sampling pseudospectrum for data-driven matrices
by: Wormell, Caroline
Published: (2026)

Deterministic and stochastic influences on Japan and US stock and foreign exchange markets. A Fokker-Planck approach
by: Ivanova, K., et al.
Published: (2003)

A three-step machine learning approach to predict market bubbles with financial news
by: Atsiwo, Abraham
Published: (2025)

Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market
by: Drożdż, Stanisław, et al.
Published: (2025)

Complex network analysis of cryptocurrency market during crashes
by: Mukhia, Kundan, et al.
Published: (2024)

Arbitrage impact on the relationship between XRP price and correlation tensor spectra of transaction networks
by: Chakraborty, Abhijit, et al.
Published: (2024)

High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads
by: Li, Guanlin, et al.
Published: (2025)

Inertia indices of signed graphs with given cyclomatic number and given number of pendant vertices
by: Pu, Jie, et al.
Published: (2025)

Asymptotic expansions for spectral convergence of compact self-adjoint operators on general spectral subsets, with application to kernel Gram matrices
by: Bae, Eunseong, et al.
Published: (2026)

Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency market
by: Wątorek, Marcin, et al.
Published: (2025)

Random matrix theory and nested clustered portfolios on Mexican markets
by: García-Medina, Andrés, et al.
Published: (2023)

Extending the application of dynamic Bayesian networks in calculating market risk: Standard and stressed expected shortfall
by: Gross, Eden, et al.
Published: (2025)

A Novel and Optimal Spectral Method for Permutation Synchronization
by: Nguyen, Duc, et al.
Published: (2023)

Critical Dynamics of Random Surfaces and Multifractal Scaling
by: Schmidhuber, Christof
Published: (2025)

Sparse spanning portfolios and under-diversification with second-order stochastic dominance
by: Arvanitis, Stelios, et al.
Published: (2024)

Exact Minimax Optimality of Spectral Methods in Phase Synchronization and Orthogonal Group Synchronization
by: Zhang, Anderson Ye
Published: (2022)

Ergodicity in discrete-time quantum walks
by: Kumar, Kiran, et al.
Published: (2026)

Dynamical analysis of financial stocks network: improving forecasting using network properties
by: Achitouv, Ixandra
Published: (2024)

Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
by: Szydło, Paweł, et al.
Published: (2023)

Forecast collapse of transformer-based models under squared loss in financial time series
by: Andreoletti, Pierre
Published: (2026)

Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
by: Yang, Yan-Hong, et al.
Published: (2023)

Trading Devil Final: Backdoor attack via Stock market and Bayesian Optimization
by: Mengara, Orson
Published: (2024)

Stress index strategy enhanced with financial news sentiment analysis for the equity markets
by: Lefort, Baptiste, et al.
Published: (2024)

Market efficiency, informational asymmetry and pseudo-collusion of adaptively learning agents
by: Pastushkov, Aleksei
Published: (2024)

Matrix H-theory approach to stock market fluctuations
by: de Moraes, Luan M. T., et al.
Published: (2025)

Stock market forecasting using DRAGAN and feature matching
by: Nejad, Fateme Shahabi, et al.
Published: (2023)

Nonlinear shifts and dislocations in financial market structure and composition
by: James, Nick, et al.
Published: (2024)

Manifolds with kinks and the asymptotic behavior of the graph Laplacian operator with Gaussian kernel
by: Pal, Susovan, et al.
Published: (2025)