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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
Econophysics review: II. Agent-based models
TL;DR: A review of recent empirical and theoretical developments usually grouped under the heading of Econophysics can be found in this paper, where the authors reviewed the statistical properties of financial time series, the statistics exhibited in order books and discussed some studies of correlations of asset prices and returns.
Journal ArticleDOI
Dynamic asset trees and portfolio analysis
TL;DR: The minimum spanning tree is constructed from the correlation matrix of stock returns and provides a meaningful economic taxonomy of the stock market and it is demonstrated that the assets of the optimal Markowitz portfolio lie practically at all times on the outskirts of the tree.
Journal ArticleDOI
Asset Trees and Asset Graphs in Financial Markets
TL;DR: In this article, the authors introduced a new methodology for constructing a network of companies called a dynamic asset graph, which is similar to the dynamic asset tree studied recently, as both are based on correlations between asset returns.
Book
Econophysics of Income and Wealth Distributions
TL;DR: In this paper, the authors introduce the elegant and intriguing kinetic exchange models that physicists have developed to tackle the issues of economic inequality and examine the scientific steps that can be taken to reduce this inequality in the future.
BookDOI
Econophysics and Sociophysics
TL;DR: In this paper, the authors describe how people sometimes have no space to bring the book for them, and this is why they can't read the book wherever they want, and how it seems to be greater when a book can be the best thing to discover.