DSpace Repository

Browsing by Subject "Random Matrix Theory"

Browsing by Subject "Random Matrix Theory"

Sort by: Order: Results:

  • Comparative analysis of the cryptocurrency and the stock markets using the Random Matrix Theory 
    Соловйов, Володимир Миколайович; Yevtushenko, Symon P.; Batareyev, Viktor V. (Arnold E. Kiv, Serhiy O. Semerikov, Vladimir N. Soloviev, Andrii M. Striuk, 2020-02-09)
    This article demonstrates the comparative possibility of constructing indicators of critical and crash phenomena in the volatile market of cryptocurrency and developed stock market. Then, combining the empirical ...
  • Quantum econophysical precursors of cryptocurrency crashes 
    Соловйов, Володимир Миколайович; Serdiuk, Oleksandr (Черкаський національний університет імені Богдана Хмельницького, 2019)
    This article demonstrates the possibility of constructing indicators of critical and crash phenomena in the volatile market of cryptocurrency. The possibility of constructing dynamic measures of complexity as quantum ...