64 citations · 102 across the 6 of their papers we have counts for
3 papers · 1 filter
Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market
Stanisław Drożdż, Paweł Jarosz, Jarosław Kwapień +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 Wątorek, 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
Stanisław Drożdż, Robert Kluszczyński, Jarosław Kwapień +1
Multifractality in time series analysis characterizes the presence of multiple scaling exponents, indicating heterogeneous temporal structures and complex dynamical behaviors beyon…