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http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/4379| Назва: | The lack of reversibility during financial crisis and its identification |
| Автори: | Bielinskyi, Andrii Hushko, Serhii Matviychuk, Andriy Serdyuk, Oleksandr Семеріков, Сергій Олексійович Соловйов, Володимир Миколайович |
| Дата публікації: | 24-тра-2021 |
| Видавництво: | EDP Sciences |
| Бібліографічний опис: | Bielinskyi A. The lack of reversibility during financial crisis and its identification / Andrii Bielinskyi, Serhii Hushko, Andriy Matviychuk, Oleksandr Serdyuk, Serhiy Semerikov, Vladimir Soloviev // 9th International Conference on Monitoring, Modeling & Management of Emergent Economy (M3E2 2021). Odessa, Ukraine, May 26-28, 2021 / Eds : S. Semerikov, V. Soloviev, L. Kibalnyk, O. Chernyak, H. Danylchuk // SHS Web of Conferences. – 2021. – Vol. 107. – Article 03002. – DOI : 10.1051/shsconf/202110703002 |
| Короткий огляд (реферат): | The focus of this study to measure the varying irreversibility of stock markets. A fundamental idea of this study is that financial systems are complex and nonlinear systems that are presented to be non-Gaussian fractal and chaotic. Their complexity and different aspects of nonlinear properties, such as time irreversibility, vary over time and for a long-range of scales. Therefore, our work presents approaches to measure the complexity and irreversibility of the time series. To the presented methods we include Guzik’s index, Porta’s index, Costa’s index, based on complex networks measures, Multiscale time irreversibility index and based on permutation patterns measures. Our study presents that the corresponding measures can be used as indicators or indicator-precursors of crisis states in stock markets. |
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| URI (Уніфікований ідентифікатор ресурсу): | https://doi.org/10.1051/shsconf/202110703002 http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/4379 |
| ISSN: | 2261-2424 |
| Розташовується у зібраннях: | Кафедра інформатики та прикладної математики |
Файли цього матеріалу:
| Файл | Опис | Розмір | Формат | |
|---|---|---|---|---|
| shsconf_m3e22021_03002.pdf | article | 7.51 MB | Adobe PDF | Переглянути/Відкрити |
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