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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Bibliographic Details

Published in:	Physica A Vol. 548; p. 123843
Main Authors:	Gidea, Marian, Goldsmith, Daniel, Katz, Yuri, Roldan, Pablo, Shmalo, Yonah
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 15.06.2020
Subjects:	[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
Online Access:	Get full text
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