Browsing Кафедра інформатики та прикладної математики by Author "Serdiuk, Oleksandr"

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Econophysics of sustainability indices

Bielinskyi, Andriy; Семеріков, Сергій Олексійович; Serdiuk, Oleksandr; Solovieva, Victoria; Соловйов, Володимир Миколайович; Pichl, Lukáš (Arnold Kiv, 2020-10-10)

In this paper, the possibility of using some econophysical methods for quantitative assessment of complexity measures: entropy (Shannon, Approximate and Permutation entropies), fractal (Multifractal detrended fluctuation ...
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 ...
Recurrence plot-based analysis of financial-economic crashes

Соловйов, Володимир Миколайович; Serdiuk, Oleksandr; Семеріков, Сергій Олексійович; Ків, Арнольд Юхимович (Arnold Kiv, 2020-10-26)

The article considers the possibility of analyzing the dynamics of changes in the characteristics of time series obtained on the basis of recurrence plots. The possibility of using the studied indicators to determine ...

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