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Complex networks theory and precursors of financial crashes
International Conference on Monitoring, Modeling & Management of Emergent Economy
Based on the network paradigm of complexity in the work, a systematic analysis of the dynamics of the largest stock markets in the world and cryptocurrency market has been carried out. According to the algorithms of the visibility graph and recurrence plot, the daily values of stock and crypto indices are converted into a networks and multiplex networks, the spectral and topological properties of which are sensitive to the critical and crisis phenomena of the studied complex systems. This workdblp:conf/m3e2/SolovievSTHP20 fatcat:pohf52esjjcgdiv4oft7rohhua