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http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/2881| Назва: | Complex network precursors of crashes and critical events in the cryptocurrency market |
| Автори: | Бєлінський, Андрій Олександрович Соловйов, Володимир Миколайович |
| Ключові слова: | cryptocurrency Bitcoin complex system complex networks measures of complexity crash critical events indicator-precursor |
| Дата публікації: | 27-гру-2018 |
| Бібліографічний опис: | Bielinskyi A. O. Complex network precursors of crashes and critical events in the cryptocurrency market / Andrii O. Bielinskyi, Vladimir N. Soloviev // Computer Science & Software Engineering : Proceedings of the 1st Student Workshop (CS&SE@SW 2018), Kryvyi Rih, Ukraine, November 30, 2018 / Edited by : Arnold E. Kiv, Serhiy O. Semerikov, Vladimir N. Soloviev, Andrii M. Striuk. – P. 41-52. – (CEUR Workshop Proceedings (CEUR-WS.org), Vol. 2292). – Access mode : http://ceur-ws.org/Vol-2292/paper02.pdf |
| Короткий огляд (реферат): | 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 networks have been used. The possibility of constructing dynamic measures of network complexity behaving in a proper way during actual pre-crash periods has been shown. This fact is used to build predictors of crashes and critical events phenomena on the examples of all the patterns recorded in the time series of the key cryptocurrency Bitcoin, the effectiveness of the proposed indicators-precursors of these falls has been identified. |
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| URI (Уніфікований ідентифікатор ресурсу): | http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/2881 https://doi.org/10.31812/123456789/2881 |
| ISSN: | 1613-0073 |
| Розташовується у зібраннях: | Кафедра інформатики та прикладної математики |
Файли цього матеріалу:
| Файл | Опис | Розмір | Формат | |
|---|---|---|---|---|
| paper02.pdf | Article | 799.3 kB | Adobe PDF | Переглянути/Відкрити |
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