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http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/3611| Назва: | Construction of crisis precursors in multiplex networks |
| Автори: | Соловйов, Володимир Миколайович Соловйова, Вікторія Володимирівна Тулякова, А. Ш. |
| Ключові слова: | stock markets graph theory complex networks |
| Дата публікації: | 2019 |
| Видавництво: | Atlantis Press |
| Бібліографічний опис: | Soloviev V. Construction of crisis precursors in multiplex networks [Electronic resource] / Vladimir Soloviev, Viktoria Solovieva, Anna Tuliakova // Proceedings of the 2019 7th International Conference on Modeling, Development and Strategic Management of Economic System (MDSMES 2019) / Editors : Liliana Horal, Vladimir Soloviev, Andriy Matviychuk, Inesa Khvostina. – P. 361-366. – (Advances in Economics, Business and Management Research, volume 99). – DOI : 10.2991/mdsmes-19.2019.68. – Access mode : https://download.atlantis-press.com/article/125919245.pdf |
| Короткий огляд (реферат): | Based on the network paradigm of complexity in the work, a systematic analysis of the dynamics of the largest stock markets in the world has been carried out. According to the algorithms of the visibility graph and recurrence plot, the daily values of stock indices are converted into a multiplex networks, the spectral and topological properties of which are sensitive to the critical and crisis phenomena of the studied complex systems. It is shown that some of the spectral and topological characteristics can serve as measures of the complexity of the stock market, and their specific behaviour in the pre-crisis period is used as indicators-precursors of crisis phenomena. |
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| URI (Уніфікований ідентифікатор ресурсу): | http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/3611 https://doi.org/10.2991/mdsmes-19.2019.68 |
| ISBN: | 978-94-6252-800-0 |
| ISSN: | 2352-5428 |
| Розташовується у зібраннях: | Кафедра інформатики та прикладної математики |
Файли цього матеріалу:
| Файл | Опис | Розмір | Формат | |
|---|---|---|---|---|
| MDSMES_2019_paper_81.pdf | Article | 2.84 MB | Adobe PDF | Переглянути/Відкрити |
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