Zobrazeno 1 - 10
of 20
pro vyhledávání: '"Yuri A. Katz"'
Autor:
Victor E. Gluzberg, Yuri A. Katz
Publikováno v:
Communications in Nonlinear Science and Numerical Simulation. 121:107216
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4d9b6ee29dc9254b8289e758a22d09ba
https://doi.org/10.1016/j.cnsns.2023.107216
https://doi.org/10.1016/j.cnsns.2023.107216
Autor:
Alain Biem, Yuri A. Katz
Publikováno v:
SSRN Electronic Journal.
Here, we show that from 1980 onward, the global annual cu- mulative count of major tropical cyclones (TC), category 3 and above, exhibit an upward trend (at 98% con dence level). We attribute this trend to a global sea surface warming. Identi cation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f648520e4b99f576e483de991d440063
https://doi.org/10.2139/ssrn.3804368
https://doi.org/10.2139/ssrn.3804368
Publikováno v:
SSRN Electronic Journal.
Topological data analysis provides a new perspective on many problems in the domain of complex systems. Here, we establish the dependency of mean values of functional p -norms of ’persistence landscapes’ on a uniform scaling of the underlying mul
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2bffd05e9d02ff7c575d5aec7c8ba711
https://doi.org/10.2139/ssrn.3833492
https://doi.org/10.2139/ssrn.3833492
Autor:
Yuri A. Katz, Alain Biem
Publikováno v:
Communications in Nonlinear Science and Numerical Simulation. 108:106202
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4f854ef149a2c1d3fabb6ad56fe794b7
https://doi.org/10.1016/j.cnsns.2021.106202
https://doi.org/10.1016/j.cnsns.2021.106202
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::27ff9838996c44d399b17f46aed76522
https://doi.org/10.2139/ssrn.3640139
https://doi.org/10.2139/ssrn.3640139
Autor:
Yuri A. Katz, Marian Gidea
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 491:820-834
We explore the evolution of daily returns of four major US stock market indices during the technology crash of 2000, and the financial crisis of 2007–2009. Our methodology is based on topological data analysis (TDA). We use persistence homology to
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2195e521cc6a7df1b2c0fca148ced884
https://doi.org/10.1016/j.physa.2017.09.028
https://doi.org/10.1016/j.physa.2017.09.028
Autor:
Alain Biem, Yuri A. Katz
Publikováno v:
Physica A: Statistical Mechanics and its Applications. 571:125816
We apply the novel econometric method, based on the time-resolved topological data analysis, to detect approaching market instabilities in multiple sectors of North American economy. Using the Takens’ embedding and the sliding window’s technique,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6cae9526ef24e06b8b7ec2ee4cd7797b
https://doi.org/10.1016/j.physa.2021.125816
https://doi.org/10.1016/j.physa.2021.125816
Autor:
Yuri A. Katz, Victor E. Gluzberg
We introduce the logistic model of consumption growth, which captures a negative feedback loop preventing an unlimited growth of consumption due to finite biophysical resources of our planet. This simple dynamic model allows for derivation of the exp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a283cfa3ebccf5a9983d7d7a13d007d6
http://arxiv.org/abs/1804.08021
http://arxiv.org/abs/1804.08021
Publikováno v:
SSRN Electronic Journal.
We analyze four major cryptocurrencies (Bitcoin, Ethereum, Litecoin, and Ripple) before the digital asset market crash at the beginning of 2018. We also analyze Bitcoin before some of the mini-crashes that occurred during the period 2016–2018. All
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f6b7686dd20450df6d55dc69c02ca0bf
https://doi.org/10.2139/ssrn.3202721
https://doi.org/10.2139/ssrn.3202721
Autor:
Yuri A. Katz
Publikováno v:
SSRN Electronic Journal.
The q-Gaussian generalization of the Merton framework allows pricing of the additional risk premium related to fluctuations of the variance of the market value of a company’s assets, which can explain the observed level of short-term CDS spreads of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::be722118d0559622bea3952be20d2d26
https://doi.org/10.2139/ssrn.3277655
https://doi.org/10.2139/ssrn.3277655