Dynamics of BWRs and mathematical models

Prieto‐Guerrero, Alfonso; Espinosa-Paredes, Gilberto

doi:10.1016/b978-0-08-102445-4.00005-9

Cited by 2 publications

(4 citation statements)

References 33 publications

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“…To identify whether the motion is periodic or chaotic, especially, for large t it is recommended to contribute to the largest Lyapunov exponent (LLE) among the others of the n-dimensional dynamical system [219], as the diameter of ellipsoid starts to be controlled by it. Exactly the LLE is used to quantify the predictability of the systems, since exponential divergence means that in the system where the initial difference was infinitesimally small, start to rapidly lose its predictability behaving differently.…”

Section: Lyapunov Exponentsmentioning

confidence: 99%

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Econophysics of cryptocurrency crashes: an overview

et al. 2021

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Cryptocurrencies refer to a type of digital asset that uses distributed ledger, or blockchain technology to enable a secure transaction. Like other financial assets, they show signs of complex systems built from a large number of nonlinearly interacting constituents, which exhibits collective behavior and, due to an exchange of energy or information with the environment, can easily modify its internal structure and patterns of activity. We review the econophysics analysis methods and models adopted in or invented for financial time series and their subtle properties, which are applicable to time series in other disciplines. Quantitative measures of complexity have been proposed, classified, and adapted to the cryptocurrency market. Their behavior in the face of critical events and known cryptocurrency market crashes has been analyzed. It has been shown that most of these measures behave characteristically in the periods preceding the critical event. Therefore, it is possible to build indicators-precursors of crisis phenomena in the cryptocurrency market.

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Section: Lyapunov Exponentsmentioning

confidence: 99%

“…The world of Lyapunov exponents remains a growing interest in their definition, numerical methods, and application to various complex systems. In summary, LLE allows us to establish [219]:…”

Section: Lyapunov Exponentsmentioning

confidence: 99%

Econophysics of cryptocurrency crashes: an overview

et al. 2021

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show abstract

“…To identify whether the motion is periodic or chaotic, especially, for large 𝑡 it is recommended to contribute to the largest Lyapunov exponent (LLE) among the others of the 𝑛-dimensional dynamical system [220], as the diameter of ellipsoid starts to be controlled by it. Exactly the LLE is used to quantify the predictability of the systems, since exponential divergence means that in the system where the initial difference was infinitesimally small, start to rapidly lose its predictability behaving differently.…”

Section: Lyapunov Exponentsmentioning

confidence: 99%

Section: Lyapunov Exponentsmentioning

confidence: 99%