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Browsing Кафедра інформатики та прикладної математики by Author "Derbentsev, V."

Browsing Кафедра інформатики та прикладної математики by Author "Derbentsev, V."

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  • 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 ...
  • Entropy analysis of dynamic properties of regional stock markets 
    Danylchuk, H.; Derbentsev, V.; Соловйов, Володимир Миколайович; Sharapov, A. (Society for Cultural and Scientific Progress in Central and Eastern Europe, 2016)
    This paper examines entropy analysis of regional stock markets. We propose and empirically demonstrate the effectiveness of using such entropy as sample entropy, wavelet and Tsallis entropy as a measure of uncertainty and ...
  • Multifractal properties of the Ukraine stock market 
    Ganchuk, A.; Derbentsev, V.; Соловйов, Володимир Миколайович (2006)
    Recently the statistical characterizations of financial markets based on physics concepts and methods attract considerable attentions. We used two possible procedures of analyzing multifractal properties of a time series. ...

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