Zobrazeno 1 - 10
of 133
pro vyhledávání: '"Nurujjaman, Md"'
This paper employs Topological Data Analysis (TDA) to detect extreme events (EEs) in the stock market at a continental level. Previous approaches, which analyzed stock indices separately, could not detect EEs for multiple time series in one go. TDA p
Externí odkaz:
http://arxiv.org/abs/2405.16052
This paper identifies the cryptocurrency market crashes and analyses its dynamics using the complex network. We identify three distinct crashes during 2017-20, and the analysis is carried out by dividing the time series into pre-crash, crash, and pos
Externí odkaz:
http://arxiv.org/abs/2405.05642
Statistical analysis of high-frequency stock market order transaction data is conducted to understand order transition dynamics. We employ a first-order time-homogeneous discrete-time Markov chain model to the sequence of orders of stocks belonging t
Externí odkaz:
http://arxiv.org/abs/2405.05634
Autor:
Rai, Anish, Luwang, Salam Rabindrajit, Nurujjaman, Md, Hens, Chittaranjan, Kuila, Pratyay, Debnath, Kanish
The sporadic large fluctuations are seen in the stock market due to changes in fundamental parameters, technical setups, and external factors. These large fluctuations are termed as Extreme Events (EE). The EEs may be positive or negative depending o
Externí odkaz:
http://arxiv.org/abs/2206.13860
Recently, a stock price model is proposed by A. Mahata et al. [Physica A, 574, 126008 (2021)] to understand the effect of COVID-19 on stock market. It describes V- and L-shaped recovery of the stocks and indices, but fails to simulate the U- and Swoo
Externí odkaz:
http://arxiv.org/abs/2110.03986
Autor:
Auwal, Abdul, Hossain, M. Matakabbir, Pronoy, Tasfik Ul Haque, Rashel, K.M., Nurujjaman, Md, Lam, Alfred KY., Islam, Farhadul
Publikováno v:
In The Journal of Liquid Biopsy March 2024 3
Publikováno v:
International Journal of Modern Physics C, 2021
During any unique crisis, panic sell-off leads to a massive stock market crash that may continue for more than a day, termed as mainshock. The effect of a mainshock in the form of aftershocks can be felt throughout the recovery phase of stock price.
Externí odkaz:
http://arxiv.org/abs/2012.03012
Publikováno v:
Physica A, Volume 574, 15 July 2021, 126008
The emergence of the COVID-19 pandemic, a new and novel risk factor, leads to the stock price crash due to the investors' rapid and synchronous sell-off. However, within a short period, the quality sectors start recovering from the bottom. A stock pr
Externí odkaz:
http://arxiv.org/abs/2009.13076
Autor:
Sheme, Farhana Akter, Aziz, Md. Abdul, Karim, Md. Rezaul, Rahman, Md. Habibur, Rabbi, Md. Ahasanur, Nurujjaman, Md., Habib, Md. Rowshanul
Publikováno v:
In Journal of Agriculture and Food Research December 2023 14
Autor:
Rai, Anish, Luwang, Salam Rabindrajit, Nurujjaman, Md, Hens, Chittaranjan, Kuila, Pratyay, Debnath, Kanish
Publikováno v:
In Chaos, Solitons and Fractals: the interdisciplinary journal of Nonlinear Science, and Nonequilibrium and Complex Phenomena August 2023 173