Related papers: A Dynamical Systems Approach to Cryptocurrency Sta…
Since Bitcoin first appeared on the scene in 2009, cryptocurrencies have become a worldwide phenomenon as important decentralized financial assets. Their decentralized nature, however, leads to notable volatility against traditional fiat…
This article deals with the stability analysis of a drilling system which is modelled as a coupled ordinary differential equation / string equation. The string is damped at the two boundaries but leading to a stable open-loop system. The…
The limit order book mechanism has been the core trading mechanism of the modern financial market. In the cryptocurrency market, centralized exchanges also adopt this limit order book mechanism and a centralized matching engine dynamically…
The stability of difference schemes for, in general, hyperbolic systems of conservation laws with source terms are studied. The basic approach is to investigate the stability of a non-linear scheme in terms of its cor- responding scheme in…
Threats on the stability of a financial system may severely affect the functioning of the entire economy, and thus considerable emphasis is placed on the analyzing the cause and effect of such threats. The financial crisis in the current…
The problem of investing into a cryptocurrency market requires good understanding of the processes that regulate the price of the currency. In this paper we offer a view of a cryptocurrency market as an environment for realization of a…
This paper investigates systemic risk transmission across stablecoin markets using Quantile Vector Autoregression (QVAR). Analyzing eight major stablecoins with day data coverage from 2021 to 2025, supplemented by minute-level event studies…
A commonly used approach to study stability in a complex system is by analyzing the Jacobian matrix at an equilibrium point of a dynamical system. The equilibrium point is stable if all eigenvalues have negative real parts. Here, by…
We study the dynamics of small fluctuations about the uniform state of a crystal moving through a dissipative medium, e.g. a sedimenting colloidal crystal or a moving flux lattice, using a set of continuum equations for the displacement…
Since the inception of Bitcoin in 2008, cryptocurrencies have played an increasing role in the world of e-commerce, but the recent turbulence in the cryptocurrency market in 2018 has raised some concerns about their stability and associated…
An extension of the idea of state tameness is presented in a dynamic framework. The proposed model for financial markets is rich enough to provide analytical tools that are mostly obtained in models that arise as the solution of SDEs with…
One of the exciting recent developments in decentralized finance (DeFi) has been the development of decentralized cryptocurrency exchanges that can autonomously handle conversion between different cryptocurrencies. Decentralized exchange…
Bitcoin has emerged as a fascinating phenomenon of the financial markets. Without any central authority issuing the currency, it has been associated with controversy ever since its popularity and public interest reached high levels. Here,…
We devise a Monte Carlo based method for detecting whether a non-negative Markov chain is stable for a given set of parameter values. More precisely, for a given subset of the parameter space, we develop an algorithm that is capable of…
Resilience broadly describes a quality of withstanding perturbations. Measures of system resilience have gathered increasing attention across applied disciplines, yet existing metrics often lack computational accessibility and…
Water distribution networks are hydraulic infrastructures that aim to meet water demands at their various nodes. Water flows through pipes in the network create nonlinear dynamics on networks. A desirable feature of water distribution…
We propose a method to stabilise a solution to equations describing the interface of thin liquid films falling under gravity with a finite number of actuators and restricted observations. As for many complex systems, full observation of the…
There are no solid arguments to sustain that digital currencies are the future of online payments or the disruptive technology that some of its former participants declared when used to face critiques. This paper aims to solve the…
In Proof-of-Work blockchains, difficulty algorithms serve the crucial purpose of maintaining a stable transaction throughput by dynamically adjusting the block difficulty in response to the miners' constantly changing computational power.…
The stability of stationary solutions of first-order systems of PDE's are considered. They may include some singular geometric terms, leading to discontinuous flux and non-conservative products. Based on several examples in Fluid Mechanics,…