Detecting Stock Crashes Using Levy Distribution

Andrii Bielinskyi, Vladimir N. Soloviev, Serhiy Semerikov, Viktoria Solovieva. Detecting Stock Crashes Using Levy Distribution. In Arnold Kiv, Serhiy Semerikov, Vladimir N. Soloviev, Liubov Kibalnyk, Hanna Danylchuk, Andriy Matviychuk, editors, Proceedings of the Selected Papers of the 8th International Conference on Monitoring, Modeling & Management of Emergent Economy, M3E2-EEMLPEED 2019, Odessa, Ukraine, May 22-24, 2019. Volume 2422 of CEUR Workshop Proceedings, pages 420-433, CEUR-WS.org, 2019. [doi]

Abstract

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