Related papers: Complex network analysis of cryptocurrency market …
This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task…
Threshold rules of spreading in binary-state networks lead to cascades. We study persistent cascade-recovery dynamics on quasi-robust networks, i.e., networks which are robust against small trigger but may collapse for larger one. It is…
We identify a robust structural signature of stock markets during exogenous shock events by analyzing collective return dynamics across G5 countries. Using Random Matrix Theory, we introduce the complexity gap, defined as the difference…
This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…
While attention is a predictor for digital asset prices, and jumps in Bitcoin prices are well-known, we know little about its alternatives. Studying high frequency crypto data gives us the unique possibility to confirm that cross market…
The performance of an artificial neural network (ANN) in forecasting crash risk is shown in this paper. To begin, some traffic and weather data are acquired as raw data. This data is then analyzed, and relevant characteristics are chosen to…
A novel class of extreme link-flooding DDoS (Distributed Denial of Service) attacks is designed to cut off entire geographical areas such as cities and even countries from the Internet by simultaneously targeting a selected set of network…
We study recurrent patterns in volatility and volume for major cryptocurrencies, Bitcoin and Ether, using data from two centralized exchanges (Coinbase Pro and Binance) and a decentralized exchange (Uniswap V2). We find systematic patterns…
Random Threshold Networks with sparse, asymmetric connections show complex dynamical behavior similar to Random Boolean Networks, with a transition from ordered to chaotic dynamics at a critical average connectivity $K_c$. In this type of…
We study the extreme events taking place on complex networks. The transport on networks is modelled using random walks and we compute the probability for the occurance and recurrence of extreme events on the network. We show that the nodes…
Cross-correlations in fluctuations of the daily exchange rates within the basket of the 100 highest-capitalization cryptocurrencies over the period October 1, 2015, through March 31, 2019, are studied. The corresponding dynamics…
Flash crashes in financial markets have become increasingly important attracting attention from financial regulators, market makers as well as from the media and the broader audience. Systemic risk and propagation of shocks in financial…
We review the state of the art of clustering financial time series and the study of their correlations alongside other interaction networks. The aim of this review is to gather in one place the relevant material from different fields, e.g.…
The insufficient understanding of the credit network structure was recognized as a key factor for regulators' underestimation of the destructive systematic risk during the financial crisis that started in 2007. The existing credit network…
Recent empirical evidence has highlighted the crucial role of jumps in both price and volatility within the cryptocurrency market. In this paper, we integrate price--volatility co-jumps and volatility short-term dependency into a coherent…
A certain complexity threshold is proposed which defines the term `complex network' for RSN, e.g. Kauffman networks with s>=2 - more than two equally probable state variants. Such Kauffman networks are no longer Boolean networks. RSN are…
When network products and services become more valuable as their userbase grows (network effects), this tendency can become a major determinant of how they compete with each other in the market and how the market is structured. Network…
Cross-border equity and long-term debt securities portfolio investment networks are analysed from 2002 to 2012, covering the 2008 global financial crisis. They serve as network-proxies for measuring the robustness of the global financial…
We investigate the behavior of extended urban traffic networks within the framework of percolation theory by using real and synthetic traffic data. Our main focus shifts from the statistical properties of the cluster size distribution…
In the past decade, synchronization on complex networks has attracted increasing attentions from various research disciplines. Most previous works, however, focus only on the dynamic behaviors of synchronization process in the stable…