Visibility graph analysis of bitcoin price series

DOI10.1016/J.PHYSA.2019.122952OpenAlexW2975861807WikidataQ127217626 ScholiaQ127217626MaRDI QIDQ2164643FDOQ2164643

Tongfeng Weng, Keshi Liu, 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

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