3 papers
q-fin.ST2025
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…
q-fin.ST2025
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…
q-fin.ST2025
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…