Debojyoti Das - Academia.edu (original) (raw)
Uploads
Papers by Debojyoti Das
Finance Research Letters, 2018
This is a PDF file of an unedited manuscript that has been accepted for publication. As a service... more This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting proof before it is published in its final form. Please note that during the production process errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain. Highlights The dependence structure of stocks, gold and crude oil with financial stress is examined. We used the nonparametric causality-in-quantile technique. Bilateral causality exists in mean and variance for gold and crude oil with respect to financial stress. Stocks influence financial stress both in mean and variance.
Physical Review E, 2013
We consider a generic reaction-diffusion system in which one of the parameters is subjected to di... more We consider a generic reaction-diffusion system in which one of the parameters is subjected to dichotomous noise by controlling the flow of one of the reacting species in a continuous-flow-stirred-tank reactor (CSTR)-membrane reactor. The linear stability analysis in an extended phase space is carried out by invoking Furutzu-Novikov procedure for exponentially correlated multiplicative noise to derive the instability condition in the plane of the noise parameters (correlation time and strength of the noise). We demonstrate that depending on the correlation time an optimal strength of noise governs the self-organization. Our theoretical analysis is corroborated by numerical simulations on pattern formation in a chlorine-dioxide-iodine-malonic acid reaction-diffusion system.
Finance Research Letters, 2018
This is a PDF file of an unedited manuscript that has been accepted for publication. As a service... more This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting proof before it is published in its final form. Please note that during the production process errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain. Highlights The dependence structure of stocks, gold and crude oil with financial stress is examined. We used the nonparametric causality-in-quantile technique. Bilateral causality exists in mean and variance for gold and crude oil with respect to financial stress. Stocks influence financial stress both in mean and variance.
Physical Review E, 2013
We consider a generic reaction-diffusion system in which one of the parameters is subjected to di... more We consider a generic reaction-diffusion system in which one of the parameters is subjected to dichotomous noise by controlling the flow of one of the reacting species in a continuous-flow-stirred-tank reactor (CSTR)-membrane reactor. The linear stability analysis in an extended phase space is carried out by invoking Furutzu-Novikov procedure for exponentially correlated multiplicative noise to derive the instability condition in the plane of the noise parameters (correlation time and strength of the noise). We demonstrate that depending on the correlation time an optimal strength of noise governs the self-organization. Our theoretical analysis is corroborated by numerical simulations on pattern formation in a chlorine-dioxide-iodine-malonic acid reaction-diffusion system.