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Mridul Patel

Publications and source records attributed to Mridul Patel.

4 recordsLinked to original sources

Bayesian and Machine-Learning Analyses of Nonminimal $f(Q)$ Gravity and $H_0$ Tension

In this study, the cosmological implications of nonminimally coupled $f(Q)$ gravity are examined within the metric-affine formalism, in which the nonmetricity scalar $Q$ couples directly to the matter Lagrangian. Within the symmetric teleparallel framework, a representative $f(Q)$ model is constructed, and the corresponding background cosmological equations are derived. The analysis aims to test whether this geometric formulation yields more consistent realizations of nonminimal matter-geometry couplings. A comprehensive statistical MCMC analysis is performed using cosmic chronometers, DESI BAO DR2, and Type~Ia supernovae from the Pantheon+, DESY5, and Union3 samples and CMB. To complement the statistical study, we employ machine learning methods, such as linear regression, support vector regression (SVR), and random forest algorithms, to evaluate the predictive performance and robustness of the data. The results indicate that a partial alleviation of the $H_0$ tension can be achieved for a broad range of parameter choices. Nonetheless, $f(Q)$ gravity emerges as a promising and flexible framework for late-time cosmology, motivating further exploration of extended models consistent with all observations.

gr-qc

Quantifying USA tariffs effect: machine learning, entropy and fractal insights into the stock markets

This study presents a multiscale econometric framework to evaluate the impact of the USA tariff announcement of 2 April 2025 on the S&P 500 (USA) and S&P/ASX 200 (AUS) stock indices. We employ normalized permutation entropy (PE) to characterise the evolution of ordinal-pattern complexity and compute fractal-dimension estimates (Higuchi, Katz, Sevcik) to assess geometric scaling behaviour across different time-windows. Post-event PE remains uniformly high across windows, with values ranging from 0.666 to 0.913 for the USA and 0.690 to 0.923 for AUS, implying stable distributional entropy and no significant alteration of underlying symbolic dynamics. Fractal dimension estimates exhibit small but systematic changes: the Higuchi dimension increases (USA: 1.507 to 1.561; AUS: 1.524 to 1.533), indicating a marginal rise in high-frequency roughness, while Katz and Sevcik dimensions decline (USA Sevcik: 1.337 to 1.229), consistent with smoother medium-scale structure. Across all measures, the shock does not generate a statistically meaningful structural break. Additionally, machine-learning models (kNN, SVR, Random Forest, XGBoost, Neural Network) demonstrate strong cross-market predictability, with ensemble methods achieving out-of-sample R2>0.98. Overall, the results suggest that both markets absorbed the tariff shock rapidly, exhibiting stable multiscale dynamics despite heightened geopolitical uncertainty. A model-agnostic XAI framework combining SHAP attribution and permutation-based diagnostics is used to isolate robust and independent information content.

math.NA

Analysis of the Impact of the Union Budget Announcements on the Indian Stock Market: A Fractal Perspective

The stock market closely monitors macroeconomic policy announcements, such as annual budget events, due to their substantial influence on various economic participants. These events tend to impact the stock markets initially before affecting the real sector. Our study aims to analyze the effects of the budget on the Indian stock market, specifically focusing on the announcement for the year 2024. We will compare this with the years 2023, 2022, and 2020, assessing its impact on the NIFTY50 index using average abnormal return (AAR) and cumulative average abnormal return (CAAR) over a period of -15 and +15 days, including the budget day. This study utilizes an innovative approach involving the fractal interpolation function, paired with fractal dimensional analysis, to study the fluctuations arising from budget announcements. The fractal perspective on the data offers an effective framework for understanding complex variations.

q-fin.ST

Generating fractal functions associated with Suzuki iterated function systems

This article constructs a fractal interpolation function, also referred to as $\alpha$-fractal function, using Suzuki-type generalized $\varphi$-contraction mappings (STGPC). The STGPC is a generalization of $\varphi$-contraction mappings. The process of constructing $\alpha$-fractal functions using the STGPC is detailed, and examples of STGPC are given. The FIF has broad applications in data analysis, finance and price prediction. We have included a case study analyzing the price volatility of spinach in the Azadpur vegetable market in New Delhi. The fractal analysis gives a unique perspective on understanding price fluctuations over a period. Finally, the box-dimensional analysis is presented to comprehend the complexity of price fluctuations.

math.FA