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Methods of nonlinear dynamics and the construction of cryptocurrency crisis phenomena precursors
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| dc.contributor.author | Соловйов, Володимир Миколайович | |
| dc.contributor.author | Бєлінський, Андрій Олександрович | |
| dc.date.accessioned | 2018-12-25T08:41:29Z | |
| dc.date.available | 2018-12-25T08:41:29Z | |
| dc.date.issued | 2018 | |
| dc.identifier.citation | Soloviev V. N. Methods of nonlinear dynamics and the construction of cryptocurrency crisis phenomena precursors [Electronic resource] / Vladimir Soloviev, Andrey Belinskij // ICT in Education, Research and Industrial Applications. Integration, Harmonization and Knowledge Transfer 2018 : Proceedings of the 13th International Conference on ICT in Education, Research and Industrial Applications. Integration, Harmonization and Knowledge Transfer. Volume II: Workshops (ICTERI, 2018). Kyiv, Ukraine, May 14-17, 2018 / Edited by : Vadim Ermolayev, Mari Carmen Suárez-Figueroa, Vitaliy Yakovyna, Vyacheslav Kharchenko, Vitaliy Kobets, Hennadiy Kravtsov, Vladimir Peschanenko, Yaroslav Prytula, Mykola Nikitchenko, Aleksander Spivakovsky. – P. 116-127. – (CEUR Workshop Proceedings (CEUR-WS.org), Vol. 2104). – Access mode : http://ceur-ws.org/Vol-2104/paper_175.pdf | uk |
| dc.identifier.issn | 1613-0073 | |
| dc.identifier.uri | http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/2851 | |
| dc.identifier.uri | https://doi.org/10.31812/123456789/2851 | |
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| dc.description.abstract | 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 analysis of dynamic systems and the calculation of permutation entropy are used. It is shown that it is possible to construct dynamic measures of complexity, both recurrent and entropy, which behave in a proper way during actual pre-crisis periods. This fact is used to build predictors of crisis phenomena on the example of the main five crises recorded in the time series of the key cryptocurrency bitcoin, the effectiveness of the proposed indicators-precursors of crises has been identified. | uk |
| dc.language.iso | en | uk |
| dc.subject | cryptocurrency | uk |
| dc.subject | bitcoin | uk |
| dc.subject | complex system | uk |
| dc.subject | measures of complexity | uk |
| dc.subject | nonlinear dynamics | uk |
| dc.subject | recurrence plot | uk |
| dc.subject | recurrence quantification analysis | uk |
| dc.subject | entropy | uk |
| dc.subject | permutation entropy | uk |
| dc.subject | crisis | uk |
| dc.subject | indicator-precursor | uk |
| dc.title | Methods of nonlinear dynamics and the construction of cryptocurrency crisis phenomena precursors | uk |
| dc.type | Article | uk |
