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Exploring disorder and complexity in the cryptocurrency space

Citations

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Cited by:

  1. Omane-Adjepong, Maurice & Alagidede, Imhotep Paul, 2020. "High- and low-level chaos in the time and frequency market returns of leading cryptocurrencies and emerging assets," Chaos, Solitons & Fractals, Elsevier, vol. 132(C).
  2. Fernandes, Leonardo H.S. & Araújo, Fernando H.A., 2020. "Taxonomy of commodities assets via complexity-entropy causality plane," Chaos, Solitons & Fractals, Elsevier, vol. 137(C).
  3. Nick James & Max Menzies & Kevin Chin, 2022. "Economic state classification and portfolio optimisation with application to stagflationary environments," Papers 2203.15911, arXiv.org, revised Sep 2022.
  4. Bariviera, Aurelio F. & Font-Ferrer, Alejandro & Sorrosal-Forradellas, M. Teresa & Rosso, Osvaldo A., 2019. "An information theory perspective on the informational efficiency of gold price," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  5. Nick James & Max Menzies, 2023. "An exploration of the mathematical structure and behavioural biases of 21st century financial crises," Papers 2307.15402, arXiv.org, revised Sep 2023.
  6. Bui, Huy Quoc & Schinckus, Christophe & Al-Jaifi, Hamdan & Lim, Boon-Keong, 2025. "Spontaneous order in cryptocurrency markets: Crash dynamics and complexity–entropy causality plane," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 680(C).
  7. de Araujo, Fernando Henrique Antunes & Bejan, Lucian & Stosic, Borko & Stosic, Tatijana, 2020. "An analysis of Brazilian agricultural commodities using permutation – information theory quantifiers: The influence of food crisis," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
  8. Zhao, Xin & Ghaemi Asl, Mahdi & Rashidi, Muhammad Mahdi & Vasa, László & Shahzad, Umer, 2023. "Interoperability of the revolutionary blockchain architectures and Islamic and conventional technology markets: Case of Metaverse, HPB, and Bloknet," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 112-131.
  9. Lahmiri, Salim & Bekiros, Stelios, 2020. "Intelligent forecasting with machine learning trading systems in chaotic intraday Bitcoin market," Chaos, Solitons & Fractals, Elsevier, vol. 133(C).
  10. Masoudi, Oday & Mazzoccoli, Alessandro & Vellucci, Pierluigi, 2025. "Exploring cryptocurrency price dynamics and predictability with ordinal networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 674(C).
  11. Lima, David H.S. & Aquino, Andre L.L. & Rosso, Osvaldo A. & Curado, Marilia, 2024. "Characterization of task allocation techniques in data centers based on information theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 634(C).
  12. Jaroonchokanan, Nawee & Sinha, Amit & Suwanna, Sujin, 2025. "Dynamics of network structure in cryptocurrency markets during abrupt changes in Bitcoin price," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 661(C).
  13. Lahmiri, Salim & Bekiros, Stelios, 2020. "Big data analytics using multi-fractal wavelet leaders in high-frequency Bitcoin markets," Chaos, Solitons & Fractals, Elsevier, vol. 131(C).
  14. Francesco Puoti & Fabrizio Pittorino & Manuel Roveri, 2025. "Quantifying Cryptocurrency Unpredictability: A Comprehensive Study of Complexity and Forecasting," Papers 2502.09079, arXiv.org.
  15. James, Nick & Menzies, Max & Chin, Kevin, 2022. "Economic state classification and portfolio optimisation with application to stagflationary environments," Chaos, Solitons & Fractals, Elsevier, vol. 164(C).
  16. Nick James & Kevin Chin, 2021. "On the systemic nature of global inflation, its association with equity markets and financial portfolio implications," Papers 2111.11022, arXiv.org, revised Jan 2022.
  17. James, Nick & Menzies, Max & Chan, Jennifer, 2021. "Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
  18. Nick James, 2021. "Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19," Papers 2101.00576, arXiv.org, revised Feb 2021.
  19. James, Nick & Chin, Kevin, 2022. "On the systemic nature of global inflation, its association with equity markets and financial portfolio implications," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
  20. Zheng, Zhiyong & Lu, Yunfan & Zhang, Junhuan, 2022. "Multiscale complexity fluctuation behaviours of stochastic interacting cryptocurrency price model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
  21. Nick James & Max Menzies, 2021. "Efficiency of communities and financial markets during the 2020 pandemic," Papers 2104.02318, arXiv.org, revised Jul 2021.
  22. Molero González, Laura & Cerqueti, Roy & Mattera, Raffaele & Sánchez Granero, Miguel Ángel & Trinidad Segovia, Juan Evangelista, 2025. "Analyzing clustered factors in the cryptocurrency market with Random Matrix Theory," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 665(C).
  23. Nick James & Max Menzies, 2021. "Collective correlations, dynamics, and behavioural inconsistencies of the cryptocurrency market over time," Papers 2107.13926, arXiv.org, revised Dec 2021.
  24. James, Nick, 2021. "Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 570(C).
  25. Kristjanpoller, Werner & Tabak, Benjamin Miranda, 2025. "Multifractal Cross-Correlations of Dirty and Clean Cryptocurrencies with main financial indices," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 668(C).
  26. Bouri, Elie & Saeed, Tareq & Vo, Xuan Vinh & Roubaud, David, 2021. "Quantile connectedness in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
  27. Mohamed Malek Belhoula, 2025. "Bitcoin’s cross-asset influence: forks, altcoins, and stablecoins in a quantile framework," Quality & Quantity: International Journal of Methodology, Springer, vol. 59(6), pages 5649-5680, December.
  28. Minxing Wang & Pavel Braslavski & Dmitry I. Ignatov, 2025. "TimeGPT’s Potential in Cryptocurrency Forecasting: Efficiency, Accuracy, and Economic Value," Forecasting, MDPI, vol. 7(3), pages 1-19, September.
  29. Wang, Yunxiang & Ghazali, Mohd Fahmi & Ab Razak, Ruzanna & Zaidi, Mohd Azlan Shah, 2025. "Complex system and PS-LSTM prediction of cryptocurrencies, stocks, bonds, exchange rates and commodities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 679(C).
  30. Nick James, 2021. "Evolutionary correlation, regime switching, spectral dynamics and optimal trading strategies for cryptocurrencies and equities," Papers 2112.15321, arXiv.org, revised Mar 2022.
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