9 papers
Anomaly prediction in XRP price with topological features
Illia Donhauzer, Pierluigi Cesana, Tomoyuki Shirai +1
The aim of this research is to study XRP cryptoasset price dynamics, with a particular focus on forecasting atypical price movements. Recent studies suggest that topological proper…
Extended Isolation Forest with feature sensitivities
Illia Donhauzer
Compared to theoretical frameworks that assume equal sensitivity to deviations in all features of data, the theory of anomaly detection allowing for variable sensitivity across fea…
Asymptotics of multifractal products of spherical random fields
Illia Donhauzer
The paper studies multifractal random measures on the sphere constructed via multifractal products of random fields. It presents new limit theorems for multifractal…
Construction and limit theorems for supCAR fields
Illia Donhauzer, Nikolai Leonenko, Andriy Olenko
The paper introduces a new class of random fields, supCAR fields, which are constructed as superpositions of continuous autoregressive random fields. These supCAR fields possess in…
Stochastic diffusion within expanding space-time
Philip Broadbridge, Illia Donhauzer, Andriy Olenko
The paper examines stochastic diffusion within an expanding space-time framework. It starts with providing a rationale for the considered model and its motivation from cosmology wh…
Limit theorems for multifractal products of random fields
Illia Donhauzer, Andriy Olenko
This paper investigates asymptotic properties of multifractal products of random fields. The obtained limit theorems provide sufficient conditions for the convergence of cumulative…
Asymptotics of running maxima for -subgaussian random double arrays
Nour Al Hayek, Illia Donhauzer, Rita Giuliano +2
The article studies the running maxima where is a double array of -subgaussian ra…
Strong Law of Large Numbers for Functionals of Random Fields With Unboundedly Increasing Covariances
Illia Donhauzer, Andriy Olenko, Andrei Volodin
The paper proves the Strong Law of Large Numbers for integral functionals of random fields with unboundedly increasing covariances. The case of functional data and increasing domai…
On stationarity properties of generalized Hermite-type processes
Illia Donhauzer, Andriy Olenko
The paper investigates properties of generalized Hermite-type processes that arise in non-central limit theorems for integral functionals of long-range dependent random fields. The…