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| dc.contributor.author | Соловйов, Володимир Миколайович | |
| dc.contributor.author | Бєлінський, Андрій Олександрович | |
| dc.contributor.author | Matviychuk, A. V. | |
| dc.contributor.author | Serdyuk, O. A. | |
| dc.date.accessioned | 2021-07-14T09:40:01Z | |
| dc.date.available | 2021-07-14T09:40:01Z | |
| dc.date.issued | 2021 | |
| dc.identifier.citation | Soloviev V. M. Permutation Based Complexity Measures and Crashes / V. M. Soloviev, A. O. Bielinskyi, A. V. Matviychuk, O. A. Serdyuk // Systems Analysis Models in the Economic Processes Management : monograph / Volodymyr Ponomarenko, Tamara Klebanova, Lidiya Guryanova. - Bratislava ; Kharkiv, 2021. - Pp. 204-217. | |
| dc.identifier.uri | http://elibrary.kdpu.edu.ua/xmlui/handle/123456789/4397 | |
| dc.identifier.uri | https://doi.org/10.31812/123456789/4397 | |
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| dc.description.abstract | A comprehensive analysis of permutation measures of the complexity of economic systems is performed by calculating the permutation entropy and the Kullback-Leibler divergence within the algorithm of a sliding window. A comparative analysis of these measures with the daily values of the Dow Jones index, WTI oil prices and Bitcoin prices indicate the possibility of their use as indicators-precursors of the known crashes in selected markets. Проведено комплексний аналіз пермутаційних мір складності економічних систем шляхом розрахунку у рамках алгоритму ковзного вікна ентропії перестановок та дивергенції Кульбака-Лейблера. Порівняльний аналіз вказаних мір з щоденними значеннями індексу Доу Джонса, ціни нафти марки WTI та ціни Біткоїна свідчать про можливість їх використання у якості індикаторів передвісників відомих крахів на обраних ринках. Проведен комплексный анализ пермутационных мер сложности экономических систем путем расчета в рамках алгоритма скользящего окна энтропии перестановок и дивергенции Кульбака-Лейблера. Сравнительный анализ указанных мер с ежедневным значениям индекса Доу Джонса, цены нефти марки WTI и цены Биткоина свидетельствуют о возможности их использования в качестве индикаторов-предвестников известных крахов на избранных рынках. | uk |
| dc.language.iso | en | uk |
| dc.subject | економічні системи | |
| dc.subject | пермутаційні міри складності | |
| dc.title | Permutation Based Complexity Measures and Crashes | uk |
| dc.type | Article | uk |
