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Browsing Електронні публікації by Subject "recurrence quantification analysis"

Browsing Електронні публікації by Subject "recurrence quantification analysis"

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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. ...
  • 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 ...
  • Recurrence quantification analysis of energy market crises: a nonlinear approach to risk management 
    Bielinskyi, Andrii O.; Soloviev, Vladimir N.; Solovieva, Viktoria V.; Семеріков, Сергій Олексійович; Radin, Michael A.; Білінський, Андрій; Соловйов, Володимир Миколайович; Соловйова, Вікторія Володимирівна; Радін, Майкл (2023-08-28)
    The energy market is characterized by unstable price dynamics, which challenge the quantitative models of pricing processes and result in abnormal shocks and crashes. We use recurrence quantification analysis (RQA) to ...

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