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 paper, we provide a system of equations to measure investor impatience in financial markets. As in physics, we propose that there exists a measurable force created by external market factors, including investor impatience, which we equate with gravitational force. Using a physics-based...

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...