Complex network analysis of cryptocurrency market during crashes

K Mukhia, A Rai, SR Luwang, M Nurujjaman… - arXiv preprint arXiv …, 2024 - arxiv.org
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 …

Identifying Extreme Events in the Stock Market: A Topological Data Analysis

A Rai, BN Sharma, SR Luwang, M Nurujjaman… - arXiv preprint arXiv …, 2024 - arxiv.org
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 …