Quantcast
Channel: MoneyScience: MoneyScience's news channel - arXiv > Recent Papers in Quant Finance
Viewing all articles
Browse latest Browse all 2696

Fractal Time Series Analysis of Social Network Activities. (arXiv:1905.01018v1 [q-fin.ST])

$
0
0

In the work, a comparative correlation and fractal analysis of time series of Bitcoin crypto currency rate and community activities in social networks associated with Bitcoin was conducted. A significant correlation between the Bitcoin rate and the community activities was detected. Time series fractal analysis indicated the presence of self-similar and multifractal properties. The results of researches showed that the series having a strong correlation dependence have a similar multifractal structure.


Viewing all articles
Browse latest Browse all 2696

Trending Articles