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Browsing Кафедра інформатики та прикладної математики by Subject "recurrence plot"

Browsing Кафедра інформатики та прикладної математики by Subject "recurrence plot"

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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. ...
  • Complexity theory and dynamic characteristics of cognitive processes 
    Соловйов, Володимир Миколайович; Моісеєнко, Наталя Володимирівна; Тарасова, Олена Юріївна (Springer, 2020-01)
    The features of modeling of the cognitive component of social and humanitarian systems have been considered. An example of using entropy multiscale, multifractal, recurrence and network complexity measures has shown that ...
  • Identifying stock market crashes by fuzzy measures of complexity 
    Bielinskyi, Andrii; Соловйов, Володимир Миколайович; Семеріков, Сергій Олексійович; Solovieva, Viktoria; Білінський, Андрій Іванович; Соловйова, Вікторія Володимирівна (Kyiv National Economic University named after Vadym Hetman, 2021-12-13)
    This study, for the first time, presents the possibility of using fuzzy set theory in combination with information theory and recurrent analysis to construct indicators (indicators-precursors) of crisis phenomena in complex ...
  • Lyapunov Exponents as Indicators of the Stock Market Crashes 
    Соловйов, Володимир Миколайович; Bielinskyi, Andrii; Serdyuk, Oleksandr; Solovieva, Victoria; Семеріков, Сергій Олексійович (Oleksandr Sokolov, Grygoriy Zholtkevych, Vitaliy Yakovyna, Yulia Tarasich, Vyacheslav Kharchenko, Vitaliy Kobets, Olexandr Burov, Serhiy Semerikov, Hennadiy Kravtsov, 2020-11-08)
    The frequent financial critical states that occur in our world, during many centuries have attracted scientists from different areas. The impact of similar fluctuations continues to have a huge impact on the world ...
  • 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 ...
  • Recurrence entropy and financial crashes 
    Соловйов, Володимир Миколайович; Serdiuk, Olexandr; Семеріков, Сергій Олексійович; Kohut-Ferens, Oksana (Atlantis Press, 2019)
    Entropy is one of the most frequently and effectively used measure of the complexity of systems of various nature. And if the Shannon's canonical entropy is more a measure of the randomness of the system, then the approximate, ...
  • Recurrence Measures of Complexity in Energy Market Dynamics 
    Bielinskyi, Andrii O.; Soloviev, Vladimir N.; Solovieva, Viktoria V.; Семеріков, Сергій Олексійович; Radin, Michael; Соловйов, Володимир Миколайович (SciTePress, 2023-05-27)
    The instability of the price dynamics of the energy market from a theoretical point of view indicates the inadequacy of the dominant paradigm of the quantitative description of pricing processes, and from a practical point ...

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