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Browsing by Subject "random matrix theory"

Browsing by Subject "random matrix theory"

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  • Complex Systems Theory and Crashes of Cryptocurrency Market 
    Соловйов, Володимир Миколайович; Belinskiy, Andriy (Springer, 2019-02-14)
    This article demonstrates the possibility of constructing indicators of critical and crash phenomena in the volatile market of cryptocurrency. For this purpose, the methods of the theory of complex systems have been used. ...
  • Correlational and Non-extensive Nature of Carbon Dioxide Pricing Market 
    Bielinskyi, Andrii O.; Matviychuk, Andriy V.; Serdyuk, Oleksandr A.; Семеріков, Сергій Олексійович; Solovieva, Victoria V.; Соловйов, Володимир Миколайович; Бєлінський, Андрій Олександрович; Матвійчук, Андрій Вікторович; Сердюк, О. А.; Соловйова, Вікторія Володимирівна (Springer, Cham, 2022-09-14)
    In this paper, at the first time, the analysis of correlational and non-extensive properties of the CO2 emission market relying on the carbon emissions futures time series for the period 04.07.2008–10.05.2021 is performed, ...
  • Cross correlations and multifractal properties of Ukraine stock market 
    Derbentsev, V.; Ganchuk, A.; Соловйов, Володимир Миколайович (Physics Department – Politecnico di Torino, 2006)
    Recently the statistical characterizations of financial markets based on physics concepts and methods attract considerable attentions. The correlation matrix formalism and concept of multifractality are used to study temporal ...
  • Quantum econophysics of cryptocurrencies crises 
    Соловйов, Володимир Миколайович; Соловйова, Вікторія Володимирівна (2018)
    From positions, attained by modern theoretical physics in understanding of the universe bases, the methodological and philosophical analysis of fundamental physical concepts and their formal and informal connections with ...