Indicator from the graph Laplacian of stock market time series cross-sections can precisely determine the durations of market crashes

• Zheng Tien Kang,

  Roles Data curation, Formal analysis, Investigation, Methodology, Software, Writing – review & editing

  Affiliation Division of Physics and Applied Physics, School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore, Republic of Singapore

  https://orcid.org/0000-0002-1117-5522

  ⨯
• Peter Tsung-Wen Yen,

  Roles Data curation, Formal analysis, Investigation, Methodology, Software, Writing – review & editing

  Affiliation Division of Physics and Applied Physics, School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore, Republic of Singapore

  https://orcid.org/0000-0003-3231-0700

  ⨯
• Siew Ann Cheong

  Roles Conceptualization, Formal analysis, Investigation, Methodology, Project administration, Resources, Supervision, Validation, Writing – review & editing

  * E-mail: cheongsa@ntu.edu.sg

  Affiliation Division of Physics and Applied Physics, School of Physical and Mathematical Sciences, Nanyang Technological University, Singapore, Republic of Singapore

  https://orcid.org/0000-0002-8589-6699

  ⨯