From the 1 of 6 linked papers with an AI index.
6 papers
Detecting unusual trading patterns on cryptocurrency exchanges by means of complexity measures
Jakub Zwydak, Marcin WÄ torek, JarosÅaw KwapieÅ +1
The paper introduces a framework that uses complexity and statistical‑structure measures on high‑frequency trade data to identify unusual trading patterns, such as potential wash‑t…
Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market
StanisÅaw Drożdż, PaweÅ Jarosz, JarosÅaw KwapieÅ +2
Correlations in complex systems are often obscured by nonstationarity, long-range memory, and heavy-tailed fluctuations, which limit the usefulness of traditional covariance-based…
Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency market
Marcin WÄ torek, Marija Bezbradica, Martin Crane +2
Based on the cryptocurrency market dynamics, this study presents a general methodology for analyzing evolving correlation structures in complex systems using the -dependent detr…
Multifractality and its sources in the digital currency market
StanisÅaw Drożdż, Robert KluszczyÅski, JarosÅaw KwapieÅ +1
Multifractality in time series analysis characterizes the presence of multiple scaling exponents, indicating heterogeneous temporal structures and complex dynamical behaviors beyon…
Disentangling sources of multifractality in time series
Robert KluszczyÅski, StanisÅaw Drożdż, JarosÅaw KwapieÅ +2
This contribution addresses the question commonly asked in scientific literature about the sources of multifractality in time series. Two primary sources are typically considered.…
Approaching multifractal complexity in decentralized cryptocurrency trading
Marcin WÄ torek, Marcin Królczyk, JarosÅaw KwapieÅ +2
Multifractality is a concept that helps compactly grasping the most essential features of the financial dynamics. In its fully developed form, this concept applies to essentially a…