Critical phenomena in stock exchange are regularly occurring and difficult to predict events, often leading to disastrous consequences. The presented paper is devoted to the search and research of early warning signals of critical transitions in stock exchange based on the results of a multifractal analysis of a series of transactions in shares of public companies. We have proposed and justified the use of certain features of behavior of multifractal spectrum shape parameters such as signals. As model time series, on (...) which methods of multifractal analysis were tested, we used a series of the number of unstable sites of the sandpile automaton on the random Erdős–Rényi graph, self-organizing into critical and bistable states. It was found that the early warning signals for both cellular automata and stock exchanges are an increase in the magnitude of the maximum position, a decrease in the width, and a decrease, followed by a sharp increase, in the value of the spectrum asymmetry parameter. (shrink)

There is a number of studies, in which it is established that the observed flows of microposts generated by microblogging social networks are characterized by avalanche-like behavior. Time series of microposts depicting such streams are the time series with a power-law distribution, with 1/f noise and long memory. Despite this, there are no studies devoted to the detection and analysis of self-organized critical state, subcritical phase, and supercritical phase. The presented paper is devoted to the detection and investigation of such (...) critical states and phases. An algorithm is proposed that allowed to detect of critical phases and critical conditions on Twitter, based on the analysis of retweets time series corresponding to the three debates of the 2016 United States Presidential Election, as the most popular debate in the history of America, collecting 84 million live views. (shrink)