Topological recognition of critical transitions in time series of cryptocurrencies

We analyze four major cryptocurrencies (Bitcoin, Ethereum, Litecoin, and Ripple) before the digital asset market crash at the beginning of 2018. We also analyze Bitcoin before some of the mini-crashes that occurred during the period 2016–2018. All relevant time series exhibited a highly erratic beha...

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Vydané v:	Physica A Ročník 548; s. 123843
Hlavní autori:	Gidea, Marian, Goldsmith, Daniel, Katz, Yuri, Roldan, Pablo, Shmalo, Yonah
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 15.06.2020
Predmet:	[formula omitted]-means clustering Complex systems dynamics Critical transitions Cryptocurrency Financial time series Topological data analysis k-means clustering Critical transitions Cryptocurrency Topological data analysis Financial time series Complex systems dynamics
ISSN:	0378-4371, 1873-2119
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