This research examines the structural properties of the macroscopic model introduced in [AlShelahi and Saigal, 2018]. We present a theoretical analysis of the behavior of the macroscopic variables. In particular, we show that the model exhibits shock-like solutions, providing a new narrative for...

In this research, we propose a macroscopic model of the equity market based on the physics of fluid dynamics. We develop sensors triggered by certain properties of the macroscopic variables, density and velocity, that can alert regulators to abnormal activity. Fluid flow in physics will be used...

In this research, we tackle the problem of detecting medium intensity crashes, which are macroscopic abnormalities occurring on a given trading day. These abnormalities create an imbalance with normal market activities because they rarely occur. To address these challenges, we present a new...