{"id":"https://openalex.org/W2947977784","doi":"https://doi.org/10.1051/shsconf/20196506006","title":"Levy\u2019s stable distribution for stock crash detecting","display_name":"Levy\u2019s stable distribution for stock crash detecting","publication_year":2019,"publication_date":"2019-01-01","ids":{"openalex":"https://openalex.org/W2947977784","doi":"https://doi.org/10.1051/shsconf/20196506006","mag":"2947977784"},"language":"en","primary_location":{"id":"doi:10.1051/shsconf/20196506006","doi":"https://doi.org/10.1051/shsconf/20196506006","is_oa":true,"landing_page_url":"https://doi.org/10.1051/shsconf/20196506006","pdf_url":"https://www.shs-conferences.org/articles/shsconf/pdf/2019/06/shsconf_m3e22019_06006.pdf","source":{"id":"https://openalex.org/S4210202797","display_name":"SHS Web of Conferences","issn_l":"2261-2424","issn":["2261-2424","2416-5182"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["cwts-core","ddh","doaj","jufo-1","norway-1"],"host_organization":"https://openalex.org/P4310319748","host_organization_name":"EDP Sciences","host_organization_lineage":["https://openalex.org/P4310319748","https://openalex.org/P4310319982"],"host_organization_lineage_names":["EDP Sciences","Science Press"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SHS Web of Conferences","raw_type":"journal-article"},"volume":null,"type":"conference-paper","is_traditional":true,"indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"https://www.shs-conferences.org/articles/shsconf/pdf/2019/06/shsconf_m3e22019_06006.pdf","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5075230214","display_name":"\u0410\u043d\u0434\u0440\u0456\u0439 \u041e\u043b\u0435\u043a\u0441\u0430\u043d\u0434\u0440\u043e\u0432\u0438\u0447 \u0411\u0454\u043b\u0456\u043d\u0441\u044c\u043a\u0438\u0439","orcid":"https://orcid.org/0000-0002-2821-2895","observed_orcids":["https://orcid.org/0000-0002-2821-2895"]},"institutions":[{"id":"https://openalex.org/I4210108589","display_name":"Kryvyi Rih State Pedagogical University","ror":"https://ror.org/01wx1q736","country_code":"UA","type":"education","lineage":["https://openalex.org/I4210108589"]}],"countries":["UA"],"is_corresponding":false,"raw_author_name":"Andrii Bielinskyi","raw_affiliation_strings":["Kryvyi Rih State Pedagogical University, 54, Gagarina Ave, Kryvyi Rih, 50086, Ukraine"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Kryvyi Rih State Pedagogical University, 54, Gagarina Ave, Kryvyi Rih, 50086, Ukraine","institution_ids":["https://openalex.org/I4210108589"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5086547751","display_name":"Serhiy O. Semerikov","orcid":"https://orcid.org/0000-0003-0789-0272","observed_orcids":["https://orcid.org/0000-0003-0789-0272"]},"institutions":[{"id":"https://openalex.org/I4210108589","display_name":"Kryvyi Rih State Pedagogical University","ror":"https://ror.org/01wx1q736","country_code":"UA","type":"education","lineage":["https://openalex.org/I4210108589"]}],"countries":["UA"],"is_corresponding":false,"raw_author_name":"Serhiy Semerikov","raw_affiliation_strings":["Kryvyi Rih State Pedagogical University, 54, Gagarina Ave, Kryvyi Rih, 50086, Ukraine"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Kryvyi Rih State Pedagogical University, 54, Gagarina Ave, Kryvyi Rih, 50086, Ukraine","institution_ids":["https://openalex.org/I4210108589"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5060940135","display_name":"Victoria Solovieva","orcid":"https://orcid.org/0000-0002-8090-9569","observed_orcids":["https://orcid.org/0000-0002-8090-9569"]},"institutions":[{"id":"https://openalex.org/I57156483","display_name":"Kyiv National Economic University named after Vadym Hetman","ror":"https://ror.org/019z71x08","country_code":"UA","type":"education","lineage":["https://openalex.org/I57156483"]}],"countries":["UA"],"is_corresponding":false,"raw_author_name":"Viktoria Solovieva","raw_affiliation_strings":["Kryvyi Rih Economic Institute of Kyiv National Economic University named after Vadym Hetman, 16, Medychna St., Kryvyi Rih, 50000, Ukraine"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Kryvyi Rih Economic Institute of Kyiv National Economic University named after Vadym Hetman, 16, Medychna St., Kryvyi Rih, 50000, Ukraine","institution_ids":["https://openalex.org/I57156483"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5018376521","display_name":"Vladimir Soloviev","orcid":"https://orcid.org/0000-0002-4945-202X","observed_orcids":["https://orcid.org/0000-0002-4945-202X"]},"institutions":[{"id":"https://openalex.org/I4210108589","display_name":"Kryvyi Rih State Pedagogical University","ror":"https://ror.org/01wx1q736","country_code":"UA","type":"education","lineage":["https://openalex.org/I4210108589"]}],"countries":["UA"],"is_corresponding":false,"raw_author_name":"Vladimir Soloviev","raw_affiliation_strings":["Kryvyi Rih State Pedagogical University, 54, Gagarina Ave, Kryvyi Rih, 50086, Ukraine"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Kryvyi Rih State Pedagogical University, 54, Gagarina Ave, Kryvyi Rih, 50086, Ukraine","institution_ids":["https://openalex.org/I4210108589"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":9.4724,"has_fulltext":true,"cited_by_count":17,"citation_normalized_percentile":{"value":0.97674419,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":98},"biblio":{"volume":"65","issue":null,"first_page":"06006","last_page":"06006"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9922000169754028,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9922000169754028,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12261","display_name":"Statistical Mechanics and Entropy","score":0.00279999990016222,"subfield":{"id":"https://openalex.org/subfields/3109","display_name":"Statistical and Nonlinear Physics"},"field":{"id":"https://openalex.org/fields/31","display_name":"Physics and Astronomy"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.000699999975040555,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stable-distributions","display_name":"stable distributions","score":0.8209999799728394},{"id":"https://openalex.org/keywords/stock-market-crash","display_name":"stock market crash","score":0.8059999942779541},{"id":"https://openalex.org/keywords/crash-prediction","display_name":"accident prediction","score":0.6990000009536743},{"id":"https://openalex.org/keywords/precursors","display_name":"precursors","score":0.5299999713897705},{"id":"https://openalex.org/keywords/power-law-tails","display_name":"power-law tails","score":0.7799999713897705},{"id":"https://openalex.org/keywords/stock-market-indices","display_name":"stock market indices","score":0.6169999837875366},{"id":"https://openalex.org/keywords/dow-jones-industrial-average","display_name":"Dow Jones Industrial Average","score":0.8980000019073486},{"id":"https://openalex.org/keywords/stability-parameters","display_name":"stability parameters","score":0.4880000054836273},{"id":"https://openalex.org/keywords/skewness","display_name":"skewness","score":0.8880000114440918},{"id":"https://openalex.org/keywords/financial-crises","display_name":"financial crisis","score":0.4650000035762787},{"id":"https://openalex.org/keywords/critical-state","display_name":"critical state","score":0.4300000071525574}],"concepts":[{"id":"https://openalex.org/C147061848","wikidata":"https://www.wikidata.org/wiki/Q1934245","display_name":"Stable distribution","level":2,"score":0.8284816741943359},{"id":"https://openalex.org/C122342681","wikidata":"https://www.wikidata.org/wiki/Q330828","display_name":"Skewness","level":2,"score":0.7661651372909546},{"id":"https://openalex.org/C118918019","wikidata":"https://www.wikidata.org/wiki/Q4114998","display_name":"L\u00e9vy flight","level":3,"score":0.6418271660804749},{"id":"https://openalex.org/C183469790","wikidata":"https://www.wikidata.org/wiki/Q333501","display_name":"Crash","level":2,"score":0.6187943816184998},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6045386791229248},{"id":"https://openalex.org/C179709323","wikidata":"https://www.wikidata.org/wiki/Q1042429","display_name":"L\u00e9vy distribution","level":3,"score":0.5675183534622192},{"id":"https://openalex.org/C190373308","wikidata":"https://www.wikidata.org/wiki/Q837683","display_name":"Pareto distribution","level":2,"score":0.5378424525260925},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.519487738609314},{"id":"https://openalex.org/C110121322","wikidata":"https://www.wikidata.org/wiki/Q865811","display_name":"Distribution (mathematics)","level":2,"score":0.5029703974723816},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.48809516429901123},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.47435152530670166},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.4681580066680908},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3602883517742157},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3053169250488281},{"id":"https://openalex.org/C149441793","wikidata":"https://www.wikidata.org/wiki/Q200726","display_name":"Probability distribution","level":2,"score":0.2518870234489441},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.17644670605659485},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.13872897624969482},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.1346716284751892},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.10119661688804626},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C121194460","wikidata":"https://www.wikidata.org/wiki/Q856741","display_name":"Random walk","level":2,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1051/shsconf/20196506006","doi":"https://doi.org/10.1051/shsconf/20196506006","is_oa":true,"landing_page_url":"https://doi.org/10.1051/shsconf/20196506006","pdf_url":"https://www.shs-conferences.org/articles/shsconf/pdf/2019/06/shsconf_m3e22019_06006.pdf","source":{"id":"https://openalex.org/S4210202797","display_name":"SHS Web of Conferences","issn_l":"2261-2424","issn":["2261-2424","2416-5182"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["cwts-core","ddh","doaj","jufo-1","norway-1"],"host_organization":"https://openalex.org/P4310319748","host_organization_name":"EDP Sciences","host_organization_lineage":["https://openalex.org/P4310319748","https://openalex.org/P4310319982"],"host_organization_lineage_names":["EDP Sciences","Science Press"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SHS Web of Conferences","raw_type":"journal-article"},{"id":"pmh:oai:lib.iitta.gov.ua:716535","doi":null,"is_oa":false,"landing_page_url":"http://lib.iitta.gov.ua/716535/1/shsconf_m3e22019_06006.pdf","pdf_url":"http://lib.iitta.gov.ua/716535/1/shsconf_m3e22019_06006.pdf","source":{"id":"https://openalex.org/S4306400896","display_name":"Digital Library NAES of Ukraine (National Academy of Educational Sciences of Ukraine)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I4210158089","host_organization_name":"National Academy of Educational Sciences of Ukraine","host_organization_lineage":["https://openalex.org/I4210158089"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":"","raw_type":"Article"},{"id":"pmh:oai:edpsciences.org:dkey/10.1051/shsconf/20196506006","doi":null,"is_oa":false,"landing_page_url":"https://www.shs-conferences.org/10.1051/shsconf/20196506006/pdf","pdf_url":"https://www.shs-conferences.org/10.1051/shsconf/20196506006/pdf","source":{"id":"https://openalex.org/S4306400744","display_name":"Springer Link (Chiba Institute of Technology)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I8488066","host_organization_name":"Chiba Institute of Technology","host_organization_lineage":["https://openalex.org/I8488066"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"https://doi.org/10.1051/shsconf/20196506006","raw_type":"Text"},{"id":"pmh:oai:doaj.org/article:0ba82d4eca394692826541afed8ac7ef","doi":null,"is_oa":false,"landing_page_url":"https://doaj.org/article/0ba82d4eca394692826541afed8ac7ef","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"SHS Web of Conferences, Vol 65, p 06006 (2019)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1051/shsconf/20196506006","doi":"https://doi.org/10.1051/shsconf/20196506006","is_oa":true,"landing_page_url":"https://doi.org/10.1051/shsconf/20196506006","pdf_url":"https://www.shs-conferences.org/articles/shsconf/pdf/2019/06/shsconf_m3e22019_06006.pdf","source":{"id":"https://openalex.org/S4210202797","display_name":"SHS Web of Conferences","issn_l":"2261-2424","issn":["2261-2424","2416-5182"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["cwts-core","ddh","doaj","jufo-1","norway-1"],"host_organization":"https://openalex.org/P4310319748","host_organization_name":"EDP Sciences","host_organization_lineage":["https://openalex.org/P4310319748","https://openalex.org/P4310319982"],"host_organization_lineage_names":["EDP Sciences","Science Press"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SHS Web of Conferences","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W2947977784.pdf","grobid_xml":"https://content.openalex.org/works/W2947977784.grobid-xml"},"referenced_works_count":33,"referenced_works":["https://openalex.org/W576600485","https://openalex.org/W1534638135","https://openalex.org/W1564609383","https://openalex.org/W1578071744","https://openalex.org/W1582286382","https://openalex.org/W1990559054","https://openalex.org/W1994075895","https://openalex.org/W1996124770","https://openalex.org/W2007339555","https://openalex.org/W2028441171","https://openalex.org/W2035446389","https://openalex.org/W2045345437","https://openalex.org/W2057116804","https://openalex.org/W2060164407","https://openalex.org/W2073861195","https://openalex.org/W2076007320","https://openalex.org/W2076209196","https://openalex.org/W2090637028","https://openalex.org/W2095761749","https://openalex.org/W2113687945","https://openalex.org/W2122528211","https://openalex.org/W2127394248","https://openalex.org/W2129889116","https://openalex.org/W2160980005","https://openalex.org/W2169471158","https://openalex.org/W2203990173","https://openalex.org/W2755922783","https://openalex.org/W2950196866","https://openalex.org/W3116610118","https://openalex.org/W3122895822","https://openalex.org/W3125246470","https://openalex.org/W4200346838","https://openalex.org/W6600812106"],"related_works":["https://openalex.org/W2973159438","https://openalex.org/W4288911468","https://openalex.org/W4206311534","https://openalex.org/W1533505892","https://openalex.org/W3205911788","https://openalex.org/W2244108125","https://openalex.org/W2755922783","https://openalex.org/W3109502747","https://openalex.org/W2055562897","https://openalex.org/W2113017810"],"abstract_inverted_index":{"In":[0,72],"this":[1],"paper":[2],"we":[3,24,83,102],"study":[4],"the":[5,14,33,55,64,77],"possibility":[6],"of":[7,13,51,57,74,76,111,129],"construction":[8],"indicators-precursors":[9],"relying":[10],"on":[11,54],"one":[12],"most":[15],"power-law":[16],"tailed":[17],"distributions":[18],"-":[19],"Levy\u2019s":[20,26,86,112],"stable":[21,87,113],"distribution.":[22],"Here,":[23],"apply":[25],"parameters":[27,110],"for":[28,32,63,119],"29":[29],"stock":[30],"indices":[31],"period":[34,65],"from":[35,66],"1":[36],"March":[37,41],"2000":[38],"to":[39,70,93],"28":[40],"2019":[42],"daily":[43],"values":[44],"and":[45,97,107,121],"show":[46],"their":[47],"effectiveness":[48],"as":[49,126],"indicators":[50],"crisis":[52],"states":[53],"example":[56],"Dow":[58],"Jones":[59],"Industrial":[60],"Average":[61],"index":[62],"2":[67],"January":[68],"1920":[69],"2019.":[71],"spite":[73],"popularity":[75],"Gaussian":[78],"distribution":[79,88,114],"in":[80],"financial":[81],"modeling,":[82],"demonstrated":[84],"that":[85,104],"is":[89],"more":[90],"suitable":[91],"due":[92],"its":[94],"theoretical":[95],"reasons":[96],"analysis":[98],"results.":[99],"And":[100],"finally,":[101],"conclude":[103],"stability":[105],"\u03b1":[106],"skewness":[108],"\u03b2":[109],"which":[115],"demonstrate":[116],"characteristic":[117],"behavior":[118],"crash":[120],"critical":[122],"states,":[123],"can":[124],"serve":[125],"an":[127],"indicator-precursors":[128],"unstable":[130],"states.":[131]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":8},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":1}],"updated_date":"2026-11-07T11:25:07.637180","created_date":"2019-06-07T00:00:00"}