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http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/4380| Назва: | Econophysics of cryptocurrency crashes: an overview |
| Автори: | Bielinskyi, Andrii Serdyuk, Oleksandr Семеріков, Сергій Олексійович Соловйов, Володимир Миколайович |
| Дата публікації: | 24-тра-2021 |
| Видавництво: | EDP Sciences |
| Бібліографічний опис: | Bielinskyi A. Econophysics of cryptocurrency crashes: an overview / Andrii Bielinskyi, Oleksandr Serdyuk, Serhiy Semerikov, Vladimir Soloviev // 9th International Conference on Monitoring, Modeling & Management of Emergent Economy (M3E2 2021). Odessa, Ukraine, May 26-28, 2021 / Eds : S. Semerikov, V. Soloviev, L. Kibalnyk, O. Chernyak, H. Danylchuk // SHS Web of Conferences. – 2021. – Vol. 107. – Article 03001. – DOI : 10.1051/shsconf/202110703001 |
| Короткий огляд (реферат): | Cryptocurrencies refer to a type of digital asset that uses distributed ledger, or blockchain technology to enable a secure transaction. Like other financial assets, they show signs of complex systems built from a large number of nonlinearly interacting constituents, which exhibits collective behavior and, due to an exchange of energy or information with the environment, can easily modify its internal structure and patterns of activity. We review the econophysics analysis methods and models adopted in or invented for financial time series and their subtle properties, which are applicable to time series in other disciplines. Quantitative measures of complexity have been proposed, classified, and adapted to the cryptocurrency market. Their behavior in the face of critical events and known cryptocurrency market crashes has been analyzed. It has been shown that most of these measures behave characteristically in the periods preceding the critical event. Therefore, it is possible to build indicators-precursors of crisis phenomena in the cryptocurrency market. |
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| URI (Уніфікований ідентифікатор ресурсу): | https://doi.org/10.1051/shsconf/202110703001 http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/4380 |
| ISSN: | 2261-2424 |
| Розташовується у зібраннях: | Кафедра інформатики та прикладної математики |
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| shsconf_m3e22021_03001.pdf | article | 21.01 MB | Adobe PDF | Переглянути/Відкрити |
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