4 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…