Quantile connectedness in the cryptocurrency market
In order to move beyond mean-based connectedness measures in the cryptocurrency
market and capture connectedness under extreme events, this paper applies quantile-based …
market and capture connectedness under extreme events, this paper applies quantile-based …
Complexity analysis and forecasting of variations in cryptocurrency trading volume with support vector regression tuned by Bayesian optimization under different …
When cryptocurrency markets generate billions of dollars, it becomes interesting to forecast
variation in volume of transactions for better trading and for better management of …
variation in volume of transactions for better trading and for better management of …
Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market
Due to the remarkable boost in cryptocurrency trading on digital blockchain platforms, the
utilization of advanced machine learning systems for robust prediction of highly nonlinear …
utilization of advanced machine learning systems for robust prediction of highly nonlinear …
Economic state classification and portfolio optimisation with application to stagflationary environments
Motivated by the current fears of a potentially stagflationary global economic environment,
this paper uses new and recently introduced mathematical techniques to study multivariate …
this paper uses new and recently introduced mathematical techniques to study multivariate …
Taxonomy of commodities assets via complexity-entropy causality plane
LHS Fernandes, FHA Araújo - Chaos, Solitons & Fractals, 2020 - Elsevier
This paper promotes insights based on an empirical analysis of the complex dynamics of 12
significant assets of the commodity market. We applied the Complexity-entropy causality …
significant assets of the commodity market. We applied the Complexity-entropy causality …
Interoperability of the revolutionary blockchain architectures and Islamic and conventional technology markets: Case of Metaverse, HPB, and Bloknet
This study examines how Islamic and conventional technology stock indices interact with
blockchain technology assets including Metaverse, High-Performance Blockchain, and …
blockchain technology assets including Metaverse, High-Performance Blockchain, and …
Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19
N James - Physica A: Statistical Mechanics and Its Applications, 2021 - Elsevier
This paper uses new and recently introduced methodologies to study the similarity in the
dynamics and behaviours of cryptocurrencies and equities surrounding the COVID-19 …
dynamics and behaviours of cryptocurrencies and equities surrounding the COVID-19 …
An analysis of brazilian agricultural commodities using permutation–information theory quantifiers: The influence of food crisis
We analyze predictability of selected Brazilian agricultural commodity prices (cotton, sugar,
coffee, soybean and cattle) during the period 1997–2018 which encompasses the periods of …
coffee, soybean and cattle) during the period 1997–2018 which encompasses the periods of …
Efficiency of communities and financial markets during the 2020 pandemic
This paper investigates the relationship between the spread of the COVID-19 pandemic, the
state of community activity, and the financial index performance across 20 countries. First …
state of community activity, and the financial index performance across 20 countries. First …
The impact of the COVID-19 pandemic on the unpredictable dynamics of the cryptocurrency market
The global economy is under great shock again in 2020 due to the COVID-19 pandemic; it
has not been long since the global financial crisis in 2008. Therefore, we investigate the …
has not been long since the global financial crisis in 2008. Therefore, we investigate the …