Pharasi, Hirdesh K
Sharma, Kiran
Chatterjee, Rakesh
Chakraborti, Anirban https://orcid.org/0000-0002-6235-0204
Leyvraz, Francois https://orcid.org/0000-0001-9269-1248
Seligman, Thomas H
Funding for this research was provided by:
Govt. of India, Ministry of Science and Technology, Department of Biotechnology, Bioinformatics division, University of Potential Excellence-II grant (BT/BI/03/004/2003(C))
Consejo Nacional de Ciencia y Tecnología (FRONTERAS 201)
Consejo Nacional de Ciencia y Tecnología (CB-254515)
DST-PURSE grant given to JNU by the Department of Science and Technology, Government of India
Dirección General de Asuntos del Personal Académico, Universidad Nacional Autónoma de México (IG 100616)
Dirección General de Asuntos del Personal Académico, Universidad Nacional Autónoma de México (IN103017)
Journal title: New Journal of Physics
Article type: paper
Article title: Identifying long-term precursors of financial market crashes using correlation patterns
Copyright information: © 2018 The Author(s). Published by IOP Publishing Ltd on behalf of Deutsche Physikalische Gesellschaft
License information: cc-by Original content from this work may be used under the terms of the Creative Commons Attribution 3.0 licence. Any further distribution of this work must maintain attribution to the author(s) and the title of the work, journal citation and DOI.
Publication dates
Date received: 2018-06-11
Date accepted: 2018-10-12
Online publication date: 2018-10-31