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dc.contributor.authorSoloviev, Vladimir-
dc.contributor.authorSemerikov, Serhii-
dc.contributor.authorSolovieva, Victoria-
dc.contributor.authorСемеріков, Сергій Олексійович-
dc.contributor.authorСемериков, Сергей Алексеевич-
dc.date.accessioned2020-04-13T05:49:31Z-
dc.date.available2020-04-13T05:49:31Z-
dc.date.issued2020-03-23-
dc.identifier.citationSoloviev V. Lempel-Ziv Complexity and Crises of Cryptocurrency Market [Electronic resource] / Vladimir Soloviev, Serhiy Semerikov, Victoria Solovieva // Proceedings of the III International Scientific Congress Society of Ambient Intelligence 2020 (ISC-SAI 2020) / editors: Serhii Hushko, Victoria Solovieva. – P. 385-388. – (Advances in Economics, Business and Management Research, volume 129). – DOI : 10.2991/aebmr.k.200318.037. – Access mode : https://download.atlantis-press.com/article/125937244.pdf.uk_UA
dc.identifier.isbn978-94-6252-933-5-
dc.identifier.issn2352-5428-
dc.identifier.urihttps://download.atlantis-press.com/article/125937244.pdf-
dc.identifier.urihttp://ds.knu.edu.ua/jspui/handle/123456789/2107-
dc.description.abstractThe informational (Kolmogorov) measure of complexity in accordance with the Lempel-Ziv algorithm (LZC) is calculated for the logarithmic returns of daily Bitcoin/$ values. The calculations were carried out for a moving window with a variation in its size (50–250 days) in increments of one day in the framework of the implemented coarse graining procedure. It is shown that in both mono-and multi-scaling versions, LZC is sensitive to noticeable fluctuations in the Bitcoin price that occur as a result of critical events in the cryptocurrency market. In equilibrium, stable state, having a relatively low value, LZC rapidly increases immediately before the crisis, which proves the dominance of the chaotic component of the time series. The classification and periodization of crisis phenomena in the cryptocurrency market for the period 2010–2020 has been carried out. The results demonstrate the possibility of using the LZC measure as an indicator-precursor of crisis phenomena in the cryptocurrency market.uk_UA
dc.language.isoenuk_UA
dc.publisherAtlantis Pressuk_UA
dc.relation.ispartofseriesAdvances in Economics, Business and Management Research;129-
dc.subjectinformation theoryuk_UA
dc.subjecttime seriesuk_UA
dc.subjectreturnsuk_UA
dc.subjectcomplex systemsuk_UA
dc.subjectKolmogorov complexityuk_UA
dc.subjectentropyuk_UA
dc.subjectLempel-Ziv complexityuk_UA
dc.subjectcryptocurrencyuk_UA
dc.subjectBitcoinuk_UA
dc.subjectcrisisuk_UA
dc.titleLempel-Ziv Complexity and Crises of Cryptocurrency Marketuk_UA
dc.typeArticleuk_UA
dc.identifier.doi10.2991/aebmr.k.200318.037-
local.submitter.emailsemerikov@ccjourn...uk_UA
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