Spotting the stock and crypto markets' rings of fire: measuring change proximities among spillover dependencies within inter and intra-market asset classes
H Setiawan, M Bhaduri - Applied Network Science, 2023 - Springer
Crypto assets have lately become the chief interest of investors around the world. The
excitement around, along with the promise of the nascent technology led to enormous …
excitement around, along with the promise of the nascent technology led to enormous …
Beyond cumulative sum charting in non-stationarity detection and estimation
In computer science, stochastic processes, and industrial engineering, stationarity is often
taken to imply a stable, predictable flow of events and non-stationarity, consequently, a …
taken to imply a stable, predictable flow of events and non-stationarity, consequently, a …
On modifications to the Poisson-triggered hidden Markov paradigm through partitioned empirical recurrence rates ratios and its applications to natural hazards …
M Bhaduri - Scientific Reports, 2020 - nature.com
Abstract Hidden Markov models (HMMs), especially those with a Poisson density governing
the latent state-dependent emission probabilities, have enjoyed substantial and undeniable …
the latent state-dependent emission probabilities, have enjoyed substantial and undeniable …
Estimating predictability limit from processes with characteristic timescale, Part I: AR (1) process
H Gong, Y Huang, Z Fu - Theoretical and Applied Climatology, 2024 - Springer
Inferring intrinsic predictability (IP) or predictability limit (PL) from time series plays a crucial
role in understanding complex systems and guiding predictions. Though PL is often …
role in understanding complex systems and guiding predictions. Though PL is often …
Poisson hidden markov model on earthquake occurrences in Metro Manila, Philippines
EFO Felix, CAH Buhat, JB Mamplata - Earth Science Informatics, 2022 - Springer
The Philippines, as part of the Circum-Pacific belt, is considered as one of the most
seismically active countries in the world. Earthquake occurrence is frequent and its effects …
seismically active countries in the world. Earthquake occurrence is frequent and its effects …
Living among immigrants at the US-Mexico border: Community-based learning and the benefits evidenced through network science
This study examines immersive community learning during a student trip to the United States-
Mexico border, with nine students documenting their experiences through journals and …
Mexico border, with nine students documenting their experiences through journals and …
Change detection in non-stationary Hawkes processes through sequential testing
M Bhaduri, D Rangan, A Balaji - ITM Web of Conferences, 2021 - itm-conferences.org
Detecting changes in an incoming data flow is immensely crucial for understanding inherent
dependencies, formulating new or adapting existing policies, and anticipating further …
dependencies, formulating new or adapting existing policies, and anticipating further …
On Detecting Changes in Earthquake Occurrence Rates Through Trend Reversal
M Bhaduri - Conference of the Arabian Journal of Geosciences, 2019 - Springer
Earthquakes, like several other rare events, strike at random times and predicting the next
one remains daunting despite today's scientific advances. An unchanged rate of occurrence …
one remains daunting despite today's scientific advances. An unchanged rate of occurrence …
Modeling Interactions Among the West Atlantic Hurricanes Through Empirical Recurrence Rates Ratio Inspired Hidden Markov Chains
M Bhaduri - Conference of the Arabian Journal of Geosciences, 2019 - Springer
Hurricanes of varied intensities strike the east coast of the United States with unrelenting
regularity. Despite the implementation of myriad sophisticated techniques, estimating the …
regularity. Despite the implementation of myriad sophisticated techniques, estimating the …