Zobrazeno 1 - 10
of 107
pro vyhledávání: '"Vodenska, Irena"'
Stock markets can become inefficient due to calendar anomalies known as day-of-the-week effect. Calendar anomalies are well-known in financial literature, but the phenomena remain to be explored in econophysics. In this paper we use multifractal anal
Externí odkaz:
http://arxiv.org/abs/2106.06164
Autor:
Todorovska, Ana, Peshov, Hristijan, Rusevski, Ivan, Vodenska, Irena, Chitkushev, Lubomir T., Trajanov, Dimitar
Publikováno v:
In Physica A: Statistical Mechanics and its Applications 15 August 2023 624
Publikováno v:
7th International Conference on Complex Networks and their Applications 2018
In this paper, we study the possibility of inferring early warning indicators (EWIs) for periods of extreme bitcoin price volatility using features obtained from Bitcoin daily transaction graphs. We infer the low-dimensional representations of transa
Externí odkaz:
http://arxiv.org/abs/1809.07856
We analyze the linear response of a market network to shocks based on the bipartite market model we introduced in an earlier paper, which we claimed to be able to identify the time-line of the 2009-2011 Eurozone crisis correctly. We show that this mo
Externí odkaz:
http://arxiv.org/abs/1609.05939
Autor:
Vodenska, Irena, Aoyama, Hideaki, Becker, Alexander P., Fujiwara, Yoshi, Iyetomi, Hiroshi, Lungu, Eliza
Publikováno v:
In Journal of Financial Stability February 2021 52
Autor:
Majdandzic, Antonio, Braunstein, Lidia A., Curme, Chester, Vodenska, Irena, Levy-Carciente, Sary, Stanley, H. Eugene, Havlin, Shlomo
Systems that comprise many interacting dynamical networks, such as the human body with its biological networks or the global economic network consisting of regional clusters, often exhibit complicated collective dynamics. To understand the collective
Externí odkaz:
http://arxiv.org/abs/1502.00244
Publikováno v:
Computer Science and Education in Computer Science. 16(1):78-83
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=978526
Publikováno v:
Computer Science and Education in Computer Science. 16(1):58-62
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=978504
Financial networks are dynamic. To assess their systemic importance to the world-wide economic network and avert losses we need models that take the time variations of the links and nodes into account. Using the methodology of classical mechanics and
Externí odkaz:
http://arxiv.org/abs/1410.0104
The combination of the network theoretic approach with recently available abundant economic data leads to the development of novel analytic and computational tools for modelling and forecasting key economic indicators. The main idea is to introduce a
Externí odkaz:
http://arxiv.org/abs/1403.0848