Browsing Кафедра інформатики та прикладної математики by Subject "permutation entropy"

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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. ...
Entropy Analysis of Crisis Phenomena for DJIA Index

Соловйов, Володимир Миколайович; Bielinskyi, Andrii; Соловйова, Вікторія Володимирівна (Vadim Ermolayev, Frédéric Mallet, Vitaliy Yakovyna, Vyacheslav Kharchenko, Vitaliy Kobets, Artur Korniłowicz, Hennadiy Kravtsov, Mykola Nikitchenko, Serhiy Semerikov, Aleksander Spivakovsky, 2019-06-30)

The Dow Jones Industrial Average (DJIA) index for the 125-year-old (since 1896) history has experienced many crises of different nature and, reflecting the dynamics of the world stock market, is an ideal model object for ...
Methods of nonlinear dynamics and the construction of cryptocurrency crisis phenomena precursors

Соловйов, Володимир Миколайович; Бєлінський, Андрій Олександрович (2018)

This article demonstrates the possibility of constructing indicators of critical and crisis phenomena in the volatile market of cryptocurrency. For this purpose, the methods of the theory of complex systems such as recurrent ...

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