Publications
For the most current list, see my Google Scholar profile. My name is shown in bold.
Published
B. N. Sharma, V. Mandal, S. R. Luwang, M. Nurujjaman, A. J. Mitra, S. Majhi. "Interpretable classification of time series using Euler characteristic surfaces." Scientific Reports, 2026.
S. R. Luwang, K. Mukhia, B. N. Sharma, M. Nurujjaman, F. Petroni. "Intraday limit order price change transition dynamics across market capitalizations through Markov analysis." Communications in Nonlinear Science and Numerical Simulation, 2026.
K. Mukhia, I. Ansari, S. R. Luwang, M. Nurujjaman. "Core–periphery dynamics in market-conditioned financial networks: A conditional p-threshold mutual information approach." Chaos: An Interdisciplinary Journal of Nonlinear Science, 2026.
R. Chanda, S. R. Luwang, S. S. Singh, S. K. Tripathi. "Multivariate water stress-vegetation health index: A novel drought monitoring framework for forests of the Eastern Himalayan landscape." Journal of Environmental Management, 2026.
S. R. Luwang, A. Rai, M. Nurujjaman, F. Petroni. "Intraday order transitions across market capitalizations through Markov analysis." The European Physical Journal Special Topics, 2025.
B. N. Sharma, A. Rai, S. R. Luwang, M. Nurujjaman, S. Majhi. "Causality analysis of COVID-19 induced crashes in stock and commodity markets: A topological perspective." International Journal of Modern Physics C, 2025.
S. R. Luwang, A. Rai, M. Nurujjaman, O. Prakash, C. Hens. "High-frequency stock market order transitions during the US–China trade war 2018: A discrete-time Markov chain analysis." Chaos: An Interdisciplinary Journal of Nonlinear Science, 2024.
A. Rai, B. N. Sharma, S. R. Luwang, M. Nurujjaman, S. Majhi. "Identifying extreme events in the stock market: A topological data analysis." Chaos: An Interdisciplinary Journal of Nonlinear Science, 2024.
K. Mukhia, A. Rai, S. R. Luwang, M. Nurujjaman, S. Majhi, C. Hens. "Complex network analysis of cryptocurrency market during crashes." Physica A: Statistical Mechanics and its Applications, 2024.
A. Rai, S. R. Luwang, M. Nurujjaman, C. Hens, P. Kuila, K. Debnath. "Detection and forecasting of extreme events in stock price triggered by fundamental, technical, and external factors." Chaos, Solitons & Fractals, 2023.
Preprints, under review and submitted
S. R. Luwang, B. N. Sharma, M. Nurujjaman, F. Petroni, L. Rocha. "Regime discovery and intra-regime return dynamics in global equity markets." arXiv:2601.08571, 2026. Submitted.
K. Mukhia, B. N. Sharma, S. R. Luwang, M. Nurujjaman, C. Hens, S. Saha, T. Chakraborty. "Early-warning signals of political risk in stablecoin markets: Human and algorithmic behavior around the 2024 U.S. election." arXiv:2512.00893, 2025. Under review.
K. Mukhia, S. R. Luwang, M. Nurujjaman, T. Chakraborty, S. Saha, C. Hens. "Universal patterns in the blockchain: Analysis of EOAs and smart contracts in ERC20 token networks." arXiv:2508.04671, 2025. Under review.