Modelling and analysis modern state of the cryptocurrency market

- Данильчук, Г.Б., Кібальник, Л.О. and Ковтун, О.А. (2020) Modelling and analysis modern state of the cryptocurrency market In: Економіка та менеджмент у період цифрової трансформації бізнесу, суспільства і держави : матеріали Ювілейної Міжнародної науково-практичної конференції (28-29 травня 2020 р., м. Запоріжжя) . ЗНУ Інженерний інститут, м. Запоріжжя, Україна.

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The cryptocurrency market is characterized by significant volatility, exchange rate fluctuations, complexity application of administrative methods of regulation and crisis phenomena. Therefore, the use of traditional modeling methods is inefficient, which makes it impossible to obtain adequate forecasts for the development of this market. The paper proposes the use of tools for fractal analysis and analysis of volatility dynamics, which allows for constant monitoring of the market and forecasting the dynamics of cryptocurrencies of different degrees of capitalization.

Item Type: Book Section
Keywords: Cryptocurrency market, modelling, fractal analysis, volatility, time series
Subjects: Science and knowledge. Organization. Computer science. Information. Documentation. Librarianship. Institutions. Publications > 00 Prolegomena. Fundamentals of knowledge and culture. Propaedeutics > 004 Computer science and technology. Computing. Data processing > 004.9 ІКТ ( Application-oriented computer-based techniques ) > 004.94 Simulation
Divisions: State institution of higher education «University of educational management» > Educational and scientific institute of management and psychology > Department of Public Administration and Project Management
Depositing User: ОпКомНаб T.І. Коваленко
Date Deposited: 18 Feb 2021 20:05
Last Modified: 18 Feb 2021 20:05


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