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]

@inproceedings{SolovievBSSS20,
  title = {Lyapunov Exponents as Indicators of the Stock Market Crashes},
  author = {Vladimir Soloviev and Andrii Bielinskyi and Oleksandr Serdyuk and Viktoria Solovieva and Serhiy Semerikov},
  year = {2020},
  url = {http://ceur-ws.org/Vol-2732/20200455.pdf},
  researchr = {https://researchr.org/publication/SolovievBSSS20},
  cites = {0},
  citedby = {0},
  pages = {455-470},
  booktitle = {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},
  editor = {Oleksandr Sokolov and Grygoriy Zholtkevych and Vitaliy Yakovyna and Yulia Tarasich and Vyacheslav Kharchenko and Vitaliy Kobets and Olexandr Burov and Serhiy Semerikov and Hennadiy Kravtsov},
  volume = {2732},
  series = {CEUR Workshop Proceedings},
  publisher = {CEUR-WS.org},
}