Browsing Faculty Publications (Bibliographic) by Author "Kumar, Sudarshan"
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Disentangling shock diffusion on complex networks: identification through graph planarity
Kumar, Sudarshan; Matteo, Tiziana Di; Chakrabarti, Anindya S. (Journal of Complex Networks, 2020-06)Large scale networks delineating collective dynamics often exhibit cascading failures across nodes leading to a system-wide collapse. Prominent examples of such phenomena would include collapse on financial and economic ... -
Term structure estimation with liquidity-adjusted Ane Nelson Siegel model: A nonlinear state space approach applied to the Indian bond market
Virmani, Vineet; Kumar, Sudarshan (Routledge Publishing, 2021-12-12)Efficient term structure estimation in emerging markets is difficult not only because of overall lack of liquidity, but also because of the concentration of liquidity in a few securities. Using the arbitrage-free Affine ...