Publications

A Perspective on Correlation-Based Financial Networks and Entropy Measures

Published in Physica A: Statistical Mechanics and its Applications, 2019

In this mini-review, we critically examine the recent work done on correlation-based networks in financial systems. The structure of empirical correlation matrices constructed from the financial market data changes as the individual stock prices fluctuate with time, showing interesting evolutionary patterns, especially during critical events such as market crashes, bubbles, etc. We show that the study of correlation-based networks and their evolution with time is useful for extracting important information of the underlying market dynamics. Also, we present our perspective on the use of recently-developed entropy measures, such as structural entropy and eigen-entropy, for continuous monitoring of correlation-based networks.

Recommended citation: A Perspective on Correlation-Based Financial Networks and Entropy Measures, V Kukreti, HK Pharasi, P Gupta, S Kumar, Frontiers in Physics, 323, 8,2020 https://www.frontiersin.org/articles/10.3389/fphy.2020.00323/full

Identifying the global terror hubs and vulnerable motifs using complex network dynamics

Published in Physica A: Statistical Mechanics and its Applications, 2019

We construct a complex network of global terrorism and study its growth dynamics, along with the statistical properties of the anti-social network. We use a disparity filter method to isolate backbone of the network, and identify the terror hubs and vulnerable motifs of global terrorism. We study the network resilience against targeted attacks and random failures, which could guide the counter-terrorist outfits in designing strategies to fight terrorism.

Recommended citation: Identifying the global terror hubs and vulnerable motifs using complex network dynamics, SS Husain, K Sharma, V Kukreti, A Chakraborti, Physica A: Statistical Mechanics and its Applications, 540, 123113,2019 https://www.sciencedirect.com/science/article/pii/S037843711931756X

Reimplementation of Burrows-Wheeler Transformation for genome wide sequence data compression and identifying factors affecting its efficiency

Published in , 2017

The compression ratio achieved by Burrows-Wheeler Transform have been compared against the compression achieved by gzip on human and mouse chromosomes.