Stock Market Crashes as Phase Transitions

Bielinskyi, Andrii; Soloviev, Vladimir; Solovieva, Victoria; Matviychuk, Andriy; Hushko, Serhii; Velykoivanenko, Halyna

doi:10.1007/978-3-031-48325-7_15

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2024

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Cited by 2 publications

References 47 publications

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Modeling and Identifying States of Irreversibility in Energy-Related Markets

Bielinskyi,

Soloviev,

Matviychuk

et al. 2024

Lecture Notes on Data Engineering and Communications Technologies

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Modeling and Identifying States of Irreversibility in Energy-Related Markets

Bielinskyi,

Soloviev,

Matviychuk

et al. 2024

Lecture Notes on Data Engineering and Communications Technologies

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Multifractal signatures of light-driven self-organization in acrylated epoxidized soybean oil polymers

Kiv,

Soloviev,

Bielinskyi

et al. 2024

SPQEO

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Multifractal properties of acrylated epoxidized soybean oil with and without a photoinitiator have been investigated. Using multifractal detrended fluctuation analysis, the photopolymerization process is analyzed by varying illumination duration and intensity. The research is conducted in two stages: the results concerning temperature fluctuations of the entire photoirradiation process are initially presented followed by a sliding window procedure to monitor system complexity during light cycling. Various multifractal mea-sures including the generalized Hurst exponent h(q), the multifractal Rényi exponent τ(q), the generalized fractal dimensions D(q) with the left and right side curvature (ΔDL, ΔDR), the multifractal singularity exponents α, the multifractal spectrum f (α), and the multifractal heat capacity C(q) with its integrated characteristic Carea are examined for both initial and shuffled series. The empirical results demonstrate that the moments of switching on and switching off photoirradiation are characterized by an instantaneous increase in the degree of multifractality of the system. It is hypothesized that the observed increase in multi-fractality at the light-switching-on/off stages is indicative of a quasi-phase transition, which may be associated with the transformation of orientational defects in the polymer network.

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Stock Market Crashes as Phase Transitions

Cited by 2 publications

References 47 publications

Modeling and Identifying States of Irreversibility in Energy-Related Markets

Modeling and Identifying States of Irreversibility in Energy-Related Markets

Multifractal signatures of light-driven self-organization in acrylated epoxidized soybean oil polymers

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