Related papers: A Dynamical Systems Approach to Cryptocurrency Sta…
This article deals with stabilizing discrete-time switched linear systems. Our contributions are threefold: Firstly, given a family of linear systems possibly containing unstable dynamics, we propose a large class of switching signals that…
The recently proposed {\em cybersecurity dynamics} approach aims to understand cybersecurity from a holistic perspective by modeling the evolution of the global cybersecurity state. These models describe the interactions between the various…
We study the deployment performance of machine learning based enforcement systems used in cryptocurrency anti money laundering (AML). Using forward looking and rolling evaluations on Bitcoin transaction data, we show that strong static…
This paper deals with existence and robust stability of hybrid limit cycles for a class of hybrid systems given by the combination of continuous dynamics on a flow set and discrete dynamics on a jump set. For this purpose, the notion of…
Algorithms of control of differential equations solutions are under investigation in the article. Idealized and real modifications of the algorithms are distinguished. An equation, which can be the base equation for investigation of the…
It is shown that step moving to meet solution flow can be unstable against lateral perturbations. The instability of long-wavelength perturbations occurs at values of the solution flow intensity less than some critical value depending on…
Cooperative dynamics are common in ecology and population dynamics. However, their commonly high degree of complexity with a large number of coupled degrees of freedom renders them difficult to analyse. Here we present a graph-theoretical…
Blockchains are distributed data structures that are used to achieve consensus in systems for cryptocurrencies (like Bitcoin) or smart contracts (like Ethereum). Although blockchains gained a lot of popularity recently, there is no…
A basic model of a dynamical distribution network is considered, modeled as a directed graph with storage variables corresponding to every vertex and flow inputs corresponding to every edge, subject to unknown but constant inflows and…
Determination of stability and instability of singular points in nonlinear dynamical systems is an important issue that has attracted considerable attention in different fields of engineering and science. So far, different well-defined…
This paper discusses the dynamics of intraday prices of twelve cryptocurrencies during last months' boom and bust. The importance of this study lies on the extended coverage of the cryptoworld, accounting for more than 90\% of the total…
Stable flows generalize the well-known concept of stable matchings to markets in which transactions may involve several agents, forwarding flow from one to another. An instance of the problem consists of a capacitated directed network, in…
This paper concerns the inverse source problems for the time-harmonic elastic and electromagnetic wave equations. The goal is to determine the external force and the electric current density from boundary measurements of the radiated wave…
In this paper we propose a deep recurrent model based on the order flow for the stationary modelling of the high-frequency directional prices movements. The order flow is the microsecond stream of orders arriving at the exchange, driving…
Cryptocurrencies offer an alternative to traditional methods of electronic value exchange, promising anonymous, cash-like electronic transfers, but in practice they fall short for several key reasons. We consider the false choice between…
Hyperexponential stability is investigated for dynamical systems with the use of both, explicit and implicit, Lyapunov function methods. A nonlinear hyperexponential control is designed for stabilizing linear systems. The tuning procedure…
The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…
In this paper, we investigate the existence and the global stability of periodic solution for dynamical systems with periodic interconnections, inputs and self-inhibitions. The model is very general, the conditions are quite weak and the…
The blockchain paradigm provides a mechanism for content dissemination and distributed consensus on Peer-to-Peer (P2P) networks. While this paradigm has been widely adopted in industry, it has not been carefully analyzed in terms of its…
The methodology named LIFE (Linear-in-Flux-Expressions) was developed with the purpose of simulating and analyzing large metabolic systems. With LIFE, the number of model parameters is reduced by accounting for correlations among the…