no code implementations • 11 Jun 2021 • Darko Stosic, Dusan Stosic, Irena Vodenska, H. Eugene Stanley, Tatijana Stosic
From the time-dependent multifractal analysis we find that multifractal spectra for Monday returns are much wider than for other days during periods of financial crises.
no code implementations • 19 Sep 2018 • Nino Antulov-Fantulin, Dijana Tolic, Matija Piskorec, Zhang Ce, Irena Vodenska
In this paper, we study the possibility of inferring early warning indicators (EWIs) for periods of extreme bitcoin price volatility using features obtained from Bitcoin daily transaction graphs.
