Cryptocurrency Time Series on the Binary Complexity-Entropy Plane: Ranking Efficiency from the Perspective of Complex Systems
Fuente:
arXiv
Enregistré dans:
| Auteurs principaux: | Pinto, Erveton P., Pires, Marcelo A., da Silva, Rone N., Queirós, Sílvio M. Duarte |
|---|---|
| Format: | Preprint |
| Publié: |
2025
|
| Sujets: | |
| Accès en ligne: | |
| Tags: |
Ajouter un tag
Pas de tags, Soyez le premier à ajouter un tag!
|
Documents similaires
Parrondo's effects with aperiodic protocols
par: Pires, Marcelo A., et autres
Publié: (2024)
par: Pires, Marcelo A., et autres
Publié: (2024)
Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses
par: Masoudi, Oday, et autres
Publié: (2025)
par: Masoudi, Oday, et autres
Publié: (2025)
Prediction of Cryptocurrency Prices through a Path Dependent Monte Carlo Simulation
par: Singh, Ayush, et autres
Publié: (2024)
par: Singh, Ayush, et autres
Publié: (2024)
Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data
par: de Moraes, Luan M. T., et autres
Publié: (2025)
par: de Moraes, Luan M. T., et autres
Publié: (2025)
Critical density for network reconstruction
par: Gabrielli, Andrea, et autres
Publié: (2023)
par: Gabrielli, Andrea, et autres
Publié: (2023)
Entropy corrected geometric Brownian motion
par: Gupta, Rishabh, et autres
Publié: (2024)
par: Gupta, Rishabh, et autres
Publié: (2024)
Statistics of stochastic entropy for recorded transitions between ENSO states
par: Queirós, Sílvio M. Duarte
Publié: (2025)
par: Queirós, Sílvio M. Duarte
Publié: (2025)
A Bayesian approach to out-of-sample network reconstruction
par: Marzi, Mattia, et autres
Publié: (2026)
par: Marzi, Mattia, et autres
Publié: (2026)
Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation
par: Wand, Tobias, et autres
Publié: (2023)
par: Wand, Tobias, et autres
Publié: (2023)
Systemic Risk and Default Cascades in Global Equity Markets: A Network and Tail-Risk Approach Based on the Gai Kapadia Framework
par: Pereda, Ana Isabel Castillo
Publié: (2026)
par: Pereda, Ana Isabel Castillo
Publié: (2026)
Signature-based validation of real-world economic scenarios
par: Andrès, Hervé, et autres
Publié: (2022)
par: Andrès, Hervé, et autres
Publié: (2022)
Reproducing the first and second moments of empirical degree distributions
par: Marzi, Mattia, et autres
Publié: (2025)
par: Marzi, Mattia, et autres
Publié: (2025)
Reciprocity in Interbank Markets
par: Honvehlmann, Lutz
Publié: (2024)
par: Honvehlmann, Lutz
Publié: (2024)
Fitting the seven-parameter Generalized Tempered Stable distribution to the financial data
par: Nzokem, Aubain, et autres
Publié: (2024)
par: Nzokem, Aubain, et autres
Publié: (2024)
Currents Beneath Stability: A Stochastic Framework for Exchange Rate Instability Using Kramers Moyal Expansion
par: Maghsoodlo, Yazdan Babazadeh, et autres
Publié: (2025)
par: Maghsoodlo, Yazdan Babazadeh, et autres
Publié: (2025)
Comparing Bitcoin and Ethereum tail behavior via Q-Q analysis of cryptocurrency returns
par: Nzokem, A. H.
Publié: (2025)
par: Nzokem, A. H.
Publié: (2025)
Path weighting sensitivities
par: Xuan, Liu, et autres
Publié: (2024)
par: Xuan, Liu, et autres
Publié: (2024)
Statistical Laws in Complex Systems
par: Altmann, Eduardo G.
Publié: (2024)
par: Altmann, Eduardo G.
Publié: (2024)
Causality Analysis of COVID-19 Induced Crashes in Stock and Commodity Markets: A Topological Perspective
par: Sharma, Buddha Nath, et autres
Publié: (2025)
par: Sharma, Buddha Nath, et autres
Publié: (2025)
Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting
par: Puoti, Francesco, et autres
Publié: (2025)
par: Puoti, Francesco, et autres
Publié: (2025)
When Frictions are Fractional: Rough Noise in High-Frequency Data
par: Chong, Carsten H., et autres
Publié: (2021)
par: Chong, Carsten H., et autres
Publié: (2021)
Model-based and empirical analyses of stochastic fluctuations in economy and finance
par: Zadourian, Rubina
Publié: (2024)
par: Zadourian, Rubina
Publié: (2024)
From sectorial coarse graining to extreme coarse graining of S&P 500 correlation matrices
par: Vyas, Manan, et autres
Publié: (2025)
par: Vyas, Manan, et autres
Publié: (2025)
Dissecting Multifractal detrended cross-correlation analysis
par: Stosic, Borko, et autres
Publié: (2024)
par: Stosic, Borko, et autres
Publié: (2024)
Identification of phase correlations in Financial Stock Market Turbulence
par: Sharma, Kiran, et autres
Publié: (2025)
par: Sharma, Kiran, et autres
Publié: (2025)
Short-time expansion of characteristic functions in a rough volatility setting with applications
par: Chong, Carsten H., et autres
Publié: (2022)
par: Chong, Carsten H., et autres
Publié: (2022)
Statistical Mechanics of Household Income and Wealth: Derivation from Firm Dynamics via Maximum Entropy and Mixture Aggregation
par: Nachtrieb, Robert T.
Publié: (2026)
par: Nachtrieb, Robert T.
Publié: (2026)
Extreme Value Analysis for Finite, Multivariate and Correlated Systems with Finance as an Example
par: Köhler, Benjamin, et autres
Publié: (2026)
par: Köhler, Benjamin, et autres
Publié: (2026)
Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition
par: Wand, Tobias, et autres
Publié: (2024)
par: Wand, Tobias, et autres
Publié: (2024)
Target search optimization by threshold resetting
par: Biswas, Arup, et autres
Publié: (2025)
par: Biswas, Arup, et autres
Publié: (2025)
Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm
par: Martínez-Ramos, M. Mijaíl, et autres
Publié: (2024)
par: Martínez-Ramos, M. Mijaíl, et autres
Publié: (2024)
Optimal threshold resetting in collective diffusive search
par: Biswas, Arup, et autres
Publié: (2026)
par: Biswas, Arup, et autres
Publié: (2026)
Analysing Models for Volatility Clustering with Subordinated Processes: VGSA and Beyond
par: Barick, Sourojyoti, et autres
Publié: (2025)
par: Barick, Sourojyoti, et autres
Publié: (2025)
Pump and Dumps in the Bitcoin Era: Real Time Detection of Cryptocurrency Market Manipulations
par: La Morgia, Massimo, et autres
Publié: (2020)
par: La Morgia, Massimo, et autres
Publié: (2020)
Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks
par: Khalilian, Pouriya, et autres
Publié: (2025)
par: Khalilian, Pouriya, et autres
Publié: (2025)
Fitting an Equation to Data Impartially
par: Tofallis, Chris
Publié: (2024)
par: Tofallis, Chris
Publié: (2024)
Mapping Inter-City Trade Networks to Maximum Entropy Models using Electronic Invoice Data
par: Filho, Cesar I. N. Sampaio, et autres
Publié: (2024)
par: Filho, Cesar I. N. Sampaio, et autres
Publié: (2024)
Multifractality and its sources in the digital currency market
par: Drożdż, Stanisław, et autres
Publié: (2025)
par: Drożdż, Stanisław, et autres
Publié: (2025)
Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market
par: Drożdż, Stanisław, et autres
Publié: (2025)
par: Drożdż, Stanisław, et autres
Publié: (2025)
Asymmetry in Distributions of Accumulated Gains and Losses in Stock Returns
par: Farahani, Hamed, et autres
Publié: (2025)
par: Farahani, Hamed, et autres
Publié: (2025)
Documents similaires
-
Parrondo's effects with aperiodic protocols
par: Pires, Marcelo A., et autres
Publié: (2024) -
Complexity of Financial Time Series: Multifractal and Multiscale Entropy Analyses
par: Masoudi, Oday, et autres
Publié: (2025) -
Prediction of Cryptocurrency Prices through a Path Dependent Monte Carlo Simulation
par: Singh, Ayush, et autres
Publié: (2024) -
Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data
par: de Moraes, Luan M. T., et autres
Publié: (2025) -
Critical density for network reconstruction
par: Gabrielli, Andrea, et autres
Publié: (2023)