Shunji Kakinaka - Asymmetric volatility dynamics in cryptocurrency markets京都大学大学院情报学研究科数理工学専攻
?
Presentation slides given at the AMP departmental seminar, May 31, 2021.
Shunji Kakinaka is a PhD student with the Physical Statistics Research Group, Department of Applied Mathematics and Physics (AMP), Graduate School of Informatics, Kyoto University.
Abstract:
Asymmetric correlation between price and volatility is a prominent feature of financial market time series. In this short presentation, the stylized facts of the relationship between price and volatility in cryptocurrency markets are introduced. In addition, the presence of asymmetric volatility effect between uptrend (bull) and downtrend (bear) regimes are investigated using the nonlinear cross-correlation coefficient measures.
Shunji Kakinaka - Asymmetric volatility dynamics in cryptocurrency markets京都大学大学院情报学研究科数理工学専攻
?
Presentation slides given at the AMP departmental seminar, May 31, 2021.
Shunji Kakinaka is a PhD student with the Physical Statistics Research Group, Department of Applied Mathematics and Physics (AMP), Graduate School of Informatics, Kyoto University.
Abstract:
Asymmetric correlation between price and volatility is a prominent feature of financial market time series. In this short presentation, the stylized facts of the relationship between price and volatility in cryptocurrency markets are introduced. In addition, the presence of asymmetric volatility effect between uptrend (bull) and downtrend (bear) regimes are investigated using the nonlinear cross-correlation coefficient measures.
京都大学大学院情報学研究科 数理工学専攻
离散数理分野(研究室)の案内
離散数学や組合せ最適化の理論と応用を研究している研究室です.
キーワード:離散数学,組合せ最適化,グラフ理論,オペレーションズリサーチ
http://www-or.amp.i.kyoto-u.ac.jp
Department of Applied Mathematics and Physics,
Graduate School of Informatics, Kyoto University,
Japan
This document describes an algorithm for generating all non-equivalent colorings of a graph with certain symmetries. The algorithm uses family trees and blocks defined by the graph's automorphisms. It assigns numbers to blocks of vertices with the leading color, then decides the positions of the new color in each block to generate the child colorings recursively. This allows generating all colorings with polynomial delay by avoiding duplicate calculations.
Exact Algorithms for Minimum Edge Dominating Set and Lowest Edge Dominating Set京都大学大学院情报学研究科数理工学専攻
?
This document presents algorithms for solving minimum edge dominating set (EDS) and lowest EDS problems on graphs. It introduces an algorithm that solves minimum EDS in O(1.89n) time and parameterized EDS in O(1.44^k+kn) time. It also presents an algorithm that solves lowest EDS, where the goal is to find an EDS of size equal to a maximum matching, in O(n+m) time. The document discusses properties of these problems and the time complexity of the proposed algorithms.