Visibility graph analysis of bitcoin price series

DOI10.1016/J.PHYSA.2019.122952MaRDI QIDQ2164643zbMATH OpenOpenAlexWikidataFDO

Authors Keshi Liu, Tongfeng Weng, Changgui Gu, Huijie Yang

Publication date 15 August 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2019.122952

zbMATH Keywords

hierarchical structurevisibility graphscale-freebitcoin price series

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

• Chaos, randomness and multi-fractality in bitcoin market
• Characterizing pseudoperiodic time series through the complex network approach
• Cluster state entanglement of semiconductor quantum dots based on Faraday rotation
• Community structure in social and biological networks
• Complex network approach for recurrence analysis of time series
• Degree distributions of the visibility graphs mapped from fractional Brownian motions and multifractal random walks
• Fast unfolding of communities in large networks
• From time series to complex networks: the visibility graph
• Power-law distributions in empirical data
• Recurrence networks -- a novel paradigm for nonlinear time series analysis
• Superfamily phenomena and motifs of networks induced from time series
• Wavelet Multiresolution Complex Network for Analyzing Multivariate Nonlinear Time Series

Cited in

(2)

• Mapping time series into signed networks via horizontal visibility graph
• Complexity traits and synchrony of cryptocurrencies price dynamics

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