Realised volatility connectedness among Bitcoin exchange markets

Q Ji, E Bouri, L Kristoufek, B Lucey - Finance Research Letters, 2021 - Elsevier
This paper examines the system of Bitcoin exchanges with respect to their common
dynamics. We employ connectedness measures based on the daily realised volatility of …

Natural visibility encoding for time series and its application in stock trend prediction

Y Huang, X Mao, Y Deng - Knowledge-Based Systems, 2021 - Elsevier
As a newly developed method, the natural visibility graph (NVG) has attracted great
attention. Most of the previous research focuses on exploring the time series using the NVG …

The chaotic, self-similar and hierarchical patterns in Bitcoin and Ethereum price series

A Partida, S Gerassis, R Criado, M Romance… - Chaos, Solitons & …, 2022 - Elsevier
Abstract Bitcoin (BTC) and Ethereum (ETH), pioneering public blockchains implementations,
are two fundamental levers to register and transfer digital value. This article studies the …

An adaptive time series segmentation algorithm based on visibility graph and particle swarm optimization

Z He, S Zhang, J Hu, F Dai - Physica A: Statistical Mechanics and its …, 2024 - Elsevier
Time series segmentation is a crucial area of research in time series analysis as it can
reveal meaningful patterns or segments hidden within time series data. In this paper, we …

Multiple serial correlations in global air temperature anomaly time series

M Gao, X Fang, R Ge, Y Fan, Y Wang - Plos one, 2024 - journals.plos.org
Serial correlations within temperature time series serve as indicators of the temporal
consistency of climate events. This study delves into the serial correlations embedded in …

A review of visibility graph analysis

H Azizi, S Sulaimany - IEEE Access, 2024 - ieeexplore.ieee.org
A graph approach to time series data provides a new perspective for analyzing and
comprehending the characteristics of the data. One common method of converting time …

Analysis of stock market based on visibility graph and structure entropy

J Zhu, D Wei - Physica A: Statistical Mechanics and its Applications, 2021 - Elsevier
Complex network has been widely used to reveal the rule of complex system. Recently,
visibility graph method is useful tool to convert time series into complex network. And that …

Visibility graph analysis of IOTA and IoTeX price series: an intentional risk-based strategy to use 5G for IoT

A Partida, R Criado, M Romance - Electronics, 2021 - mdpi.com
The transformation of time series into complex networks through visibility graphs is an
innovative way to study time-based events. In this work, we use visibility graphs to transform …

Mapping time series into signed networks via horizontal visibility graph

M Gao, R Ge - Physica A: Statistical Mechanics and its Applications, 2024 - Elsevier
Time series could be mapped into complex networks through the visibility or horizontal
visibility algorithms, and the properties of the constructed network reflect the nonlinear …

Analysis of precipitation characteristics in Shanghai based on the visibility graph algorithm

RH Cao, ZH Deng, JW Xu - Physica A: Statistical Mechanics and its …, 2022 - Elsevier
Most of the existing studies on the characteristics of precipitation in Shanghai only focus on
the statistical characteristics of the precipitation series rather than the internal dynamic …