The lack of reversibility during financial crisis and its identification

The focus of this study to measure the varying irreversibility stock markets. A fundamental idea is that financial systems are complex and nonlinear presented be non-Gaussian fractal chaotic. Their complexity different aspects properties, such as time irreversibility, vary over for a long-range scales. Therefore, our work presents approaches series. To methods we include Guzik’s index, Porta’s Costa’s based on networks measures, Multiscale index permutation patterns measures. Our corresponding measures can used indicators or indicator-precursors crisis states in