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Found 5 papers, 0 papers with code
Complex network analysis of cryptocurrency market during crashes
We get $\bar{l}$ is minimal during the crash period, suggesting a rapid flow of information.
High-Frequency Stock Market Order Transitions during the US-China Trade War 2018: A Discrete-Time Markov Chain Analysis
Further, we found similar spectral gap and entropy rate values, which indicates that similar trading strategies are employed on both high and low volatility days during the trade war.
Controlling species densities in structurally perturbed intransitive cycles with higher-order interactions
The persistence of biodiversity of species is a challenging proposition in ecological communities in the face of Darwinian selection.
Detection and Forecasting of Extreme event in Stock Price Triggered by Fundamental, Technical, and External Factors
The analysis shows that the $IE$ concentration in the stock price is very high during both positive and negative EE with $IE>E_{\mu}+4\sigma,$ where $E_{\mu}$ and $\sigma$ are the mean energy and standard deviation of energy, respectively.
Role of assortativity in predicting burst synchronization using echo state network
In this study, we use a reservoir computing based echo state network (ESN) to predict the collective burst synchronization of neurons.
