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Correlations versus noise in the NFT market
The non-fungible token (NFT) market emerges as a recent trading innovation leveraging blockchain technology, mirroring the dynamics of the cryptocurrency market.
Multifractal organization of EEG signals in Multiple Sclerosis
Quantifying the complex/multifractal organization of the brain signals is crucial to fully understanding the brain processes and structure.
Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
A non-fungible token (NFT) market is a new trading invention based on the blockchain technology which parallels the cryptocurrency market.
Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components
This paper investigates the temporal patterns of activity in the cryptocurrency market with a focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022.
What is mature and what is still emerging in the cryptocurrency market?
In relation to the traditional financial markets, the cryptocurrency market is a recent invention and the trading dynamics of all its components are readily recorded and stored.
Cryptocurrencies Are Becoming Part of the World Global Financial Market
Instead, it is related to the dynamics of the traditional financial markets, which is especially evident now in 2022, when the bitcoin and ethereum coupling to the US tech stocks is observed during the market bear phase.
Task-dependent fractal patterns of information processing in working memory
We applied detrended fluctuation analysis, power spectral density, and eigenanalysis of detrended cross-correlations to investigate fMRI data representing a diurnal variation of working memory in four visual tasks: two verbal and two nonverbal.
Multifractal cross-correlations of bitcoin and ether trading characteristics in the post-COVID-19 time
Unlike price fluctuations, the temporal structure of cryptocurrency trading has seldom been a subject of systematic study.
Analysis of inter-transaction time fluctuations in the cryptocurrency market
We analyse tick-by-tick data representing major cryptocurrencies traded on some different cryptocurrency trading platforms.
Cryptocurrency Market Consolidation in 2020--2021
A spectral analysis of the detrended correlation matrix and a topological analysis of the minimal spanning trees calculated based on this matrix are applied for different positions of a moving window.
Financial Return Distributions: Past, Present, and COVID-19
We analyze the price return distributions of currency exchange rates, cryptocurrencies, and contracts for differences (CFDs) representing stock indices, stock shares, and commodities.
Multiscale characteristics of the emerging global cryptocurrency market
Finally, an interesting observation on the Covid-19 pandemic impact on the cryptocurrency market is presented and discussed: recently we have witnessed a "phase transition" of the cryptocurrencies from being a hedge opportunity for the investors fleeing the traditional markets to become a part of the global market that is substantially coupled to the traditional financial instruments like the currencies, stocks, and commodities.
Complexity in economic and social systems: cryptocurrency market at around COVID-19
We show that, throughout the considered interval, the exchange rate returns were multifractal with intermittent signatures of bifractality that can be associated with the most volatile periods of the market dynamics like a bull market onset in April 2019 and the Covid-19 outburst in March 2020.
