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Anirban Chakraborti
Researcher at Jawaharlal Nehru University
Publications - 176
Citations - 5323
Anirban Chakraborti is an academic researcher from Jawaharlal Nehru University. The author has contributed to research in topics: Financial market & Econophysics. The author has an hindex of 30, co-authored 171 publications receiving 4844 citations. Previous affiliations of Anirban Chakraborti include Brookhaven National Laboratory & Global University (GU).
Papers
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Journal ArticleDOI
Dynamics of market correlations: taxonomy and portfolio analysis.
Jukka-Pekka Onnela,Anirban Chakraborti,Kimmo Kaski,János Kertész,János Kertész,Antti J. Kanto +5 more
TL;DR: The time dependence of the recently introduced minimum spanning tree description of correlations between stocks, called the "asset tree", has been studied in order to reflect the financial market taxonomy and the basic structure of the tree topology is very robust with respect to time.
Journal ArticleDOI
Statistical mechanics of money: how saving propensity affects its distribution
TL;DR: In this article, the authors consider a simple model of a closed economic system where the total money is conserved and the number of economic agents is fixed and investigate the effect of the saving propensity of the agents on the stationary or equilibrium probability distribution of money.
Journal ArticleDOI
Dynamic asset trees and Black Monday
TL;DR: It is shown how the tree length shrinks during a stock market crisis, Black Monday in this case, and how a strong reconfiguration takes place, resulting in topological shrinking of the tree.
Journal ArticleDOI
Econophysics review: I. Empirical facts
TL;DR: A review of recent empirical and theoretical developments usually grouped under the term Econophysics can be found in this article, where the authors discuss the interactions between physics, mathematics, economics and finance that led to the emergence of Econophysysics.
Book
Econophysics and Sociophysics : Trends and Perspectives
TL;DR: A review of Empirical Studies and Models of Income Distributions in Society, including the Pareto and Early Models of Wealth Distribution, and the "Microscopic" Model of Triangular Arbitrage.