Structural Dynamics of G5 Stock Markets During Exogenous Shocks: A Random Matrix Theory-Based Complexity Gap Approach

By Kundan Mukhia, Imran Ansari, Md. Nurujjaman

Published 2026-04-21

Everscope rating

1512.9

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Random Matrix Theory-Based Complexity Gap Analysis. Problem types: Anomaly Detection, Risk Management, Portfolio Optimization, Dimensionality Reduction, Time Series Analysis, Structural Change Detection, Market Regime Identification.

arXiv:2604.19107 · Paper rankings

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