arXiv subjects

Asim Kumer Dey

Publications and source records attributed to Asim Kumer Dey.

2 recordsLinked to original sources

arXiv2020

Quantifying the impact of COVID-19 on the US stock market: An analysis from multi-source information

We develop a novel temporal complex network approach to quantify the US county level spread dynamics of COVID-19. The objective is to study the effects of the local spread dynamics, COVID-19 cases and death, and Google search activities on the US stock market. We use both conventional econometric and Machine Learning (ML) models. The results suggest that COVID-19 cases and deaths, its local spread, and Google searches have impacts on abnormal stock prices between January 2020 to May 2020. In addition, incorporating information about local spread significantly improves the performance of forecasting models of the abnormal stock prices at longer forecasting horizons. On the other hand, although a few COVID-19 related variables, e.g., US total deaths and US new cases exhibit causal relationships on price volatility, COVID-19 cases and deaths, local spread of COVID-19, and Google search activities do not have impacts on price volatility.

q-fin.ST↗

arXiv2017

Motif-based analysis of power grid robustness under attacks

Network motifs are often called the building blocks of networks. Analysis of motifs is found to be an indispensable tool for understanding local network structure, in contrast to measures based on node degree distribution and its functions that primarily address a global network topology. As a result, networks that are similar in terms of global topological properties may differ noticeably at a local level. In the context of power grids, this phenomenon of the impact of local structure has been recently documented in fragility analysis and power system classification. At the same time, most studies of power system networks still tend to focus on global topological measures of power grids, often failing to unveil hidden mechanisms behind vulnerability of real power systems and their dynamic response to malfunctions. In this paper a pilot study on motif-based analysis of power grid robustness under various types of intentional attacks is presented, with the goal of shedding light on local dynamics and vulnerability of power systems.

physics.soc-ph↗