Lyapunov Exponents as Indicators of the Stock Market Crashes

Vladimir Soloviev, Andrii Bielinskyi, Oleksandr Serdyuk, Viktoria Solovieva, Serhiy Semerikov. Lyapunov Exponents as Indicators of the Stock Market Crashes. In Oleksandr Sokolov, Grygoriy Zholtkevych, Vitaliy Yakovyna, Yulia Tarasich, Vyacheslav Kharchenko, Vitaliy Kobets, Olexandr Burov, Serhiy Semerikov, Hennadiy Kravtsov, editors, Proceedings of the 16th International Conference on ICT in Education, Research and Industrial Applications. Integration, Harmonization and Knowledge Transfer. Volume II: Workshops, Kharkiv, Ukraine, October 06-10, 2020. Volume 2732 of CEUR Workshop Proceedings, pages 455-470, CEUR-WS.org, 2020. [doi]

Abstract

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