Proceedings of the 2019 7th International Conference on Modeling, Development and Strategic Management of Economic System (MDSMES 2019)

Construction of crisis precursors in multiplex networks

Authors
Vladimir Soloviev, Viktoria Solovieva, Anna Tuliakova, Margaryta Ivanova
Corresponding Author
Vladimir Soloviev
Available Online October 2019.
DOI
10.2991/mdsmes-19.2019.68How to use a DOI?
Keywords
Stock markets, graph theory, complex networks
Abstract

Based on the network paradigm of complexity in the work, a systematic analysis of the dynamics of the largest stock markets in the world has been carried out. According to the algorithms of the visibility graph and recurrence plot, the daily values of stock indices are converted into a multiplex networks, the spectral and topological properties of which are sensitive to the critical and crisis phenomena of the studied complex systems. It is shown that some of the spectral and topological characteristics can serve as measures of the complexity of the stock market, and their specific behaviour in the pre-crisis period is used as indicators-precursors of crisis phenomena.

Copyright
© 2019, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Volume Title
Proceedings of the 2019 7th International Conference on Modeling, Development and Strategic Management of Economic System (MDSMES 2019)
Series
Advances in Economics, Business and Management Research
Publication Date
October 2019
ISBN
978-94-6252-800-0
ISSN
2352-5428
DOI
10.2991/mdsmes-19.2019.68How to use a DOI?
Copyright
© 2019, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - CONF
AU  - Vladimir Soloviev
AU  - Viktoria Solovieva
AU  - Anna Tuliakova
AU  - Margaryta Ivanova
PY  - 2019/10
DA  - 2019/10
TI  - Construction of crisis precursors in multiplex networks
BT  - Proceedings of the 2019 7th International Conference on Modeling, Development and Strategic Management of Economic System (MDSMES 2019)
PB  - Atlantis Press
SP  - 361
EP  - 366
SN  - 2352-5428
UR  - https://doi.org/10.2991/mdsmes-19.2019.68
DO  - 10.2991/mdsmes-19.2019.68
ID  - Soloviev2019/10
ER  -