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Noakhali Science and Technology University

Phone: 02334496522 Fax: 02334496523 registrar@office.nstu.edu.bd
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Department of Computer Science and Telecommunication Engineering

Academic Profile of Dr. Md. Ashadun Nobi


Dr. Md. Ashadun Nobi

About Dr. Md. Ashadun Nobi

Publications


  1. A. Nobi, S.E.Maeng, G.H.Ha and J.W.Lee, “Random matrix theory and cross-correlations in global financial indices and local stock market indices, Korean Physical Society, vol.62, no.4, pp.569-574, Feb. 2013)(I.F = 0.445)
  2. A. Nobi, S. Lee, D.H.KIM, J. W. Lee, Correlation and network topologies in global and local stock indices , Physics Letters A, vol.378,no.34, pp. 2482–2489,Jul.2014(I.F=1.67).
  3. A. Nobi, S.E.Maeng, G.G.Ha and J.W.Lee, “Effects of global financial crisis on network structure in local stock market, Physica A, vol.407, pp.135-143,Aug.2014 (I.F = 1.785).
  4. A. Nobi, S.E.Maeng, G.H.Ha and J.W.Lee, Structural change of minimal spanning tree and hierarchical network in stock market around global financial crisis, Korean Physical Society, vol.66,no.8,pp.1153-1159, Apr.2015((I.F = 0.445).
  5. G.G.Ha ,J.W.Lee, A. Nobi, Threshold network of a financial market using the P-value of correlation coefficients, Korean Physical Society, vol.66,no.12,pp.1802-1808, Jul.2015((I.F = 0.445).
  6. A. Nobi, J.W.Lee, States and group dynamics of world stock market by principal component analysis, Physica A, vol.450, pp.85-94,May.2016 (I.F = 1.785)
  7. J.W.Lee, A. Nobi, State and network structures of stock markets around the global financial crisis,Computational economics, pp-1-16,March,2017(I.F=1.053)
  8. A. Nobi, J.W.Lee, Systemic risk and hierarchical transition of financial network, Chaos 27, 063107 (2017) (I.F.= 2.283)
  9. A. Nobi, J.W.Lee, Dynamic of consumer groups and response of commodity market by principal component analysis, Physica A, vol.482,pp.337-344,  2017 (I.F=2.243)
  10. A.Nobi, J.W.Lee, Financial states of world financial and commodities markets around sovereign debt crisis, Journal of the Korean Physical Society, Vol. 71, No. 10, November 2017, pp. 733∼739 (I.F.=0.467).
  11. E. U. Patwary, J. Y. Lee, A. Nobi, D. H. Kim, J. W. Lee, Changes of hierarchical network in local and world stock market, Journal of the Korean Physical Society (2017) 71: 444(I.F.=0.467).
  12. N. Akther, A. Nobi,  Investigation of the Financial Stability of S&P 500 Using Realized Volatility and Stock Returns Distribution. J. Risk Financial Manag. 201811, 22. (SCI, I.F=0)
  13. J.W.Lee, A. Nobi, Structural transformation of minimal spanning tree in world commodity market, Acta physics polonica A, vol.133, 2018(SCI, I.F.=0.85)

14. A. Nobi, J.W. Lee. Structure of trade flow of World commodities (2020). Physica A, vol. 556, 124761. (I.F. = 2.924)

15. M.I. Rakib, A. Nobi, J.W. Lee. Structure and dynamics of financial networks by feature ranking method (2021). Scientific Reports, vol. 11, 17618. (I.F. = 4.38)

16. A. Nobi, K.H. Tuhin, J.W. Lee. Application of principal component analysis on temporal evolution of COVID-19 (2021). PLoS ONE, vol. 16(12), e0260899. (I.F. = 3.58)

17. M.I. Rakib, M.J. Hossain, A. Nobi. Feature ranking and network analysis of global financial indices (2022). PLoS ONE, vol. 17(6), e0269483. (I.F = 3.58)

Experiences and Activities


My research is on  data analysis using different types of network technique and also machine learning. The main focus of my research is on financial time series analysis.