International audienceThe cyber-space of crypto-currency market is a main issue in terms of security and stability. The novelty and the high volatility of crypto-currencies question their speculative nature. Recently, the crypto-currency price exponentially increased and reached an important burst in the end of 2017. The objective of this article is to detect and test the prediction of this crypto-currency market crash using the Log-Periodic Power Law model (LPPL). We consider 2 main crypto-currencies, Bitcoin and Ether. We find that the LPPL model allows to estimate the date of the crash in the crypto-currency market depending on the window sensitivity
This paper surveys the academic literature concerning the formation of pricing bubbles in digital c...
This master thesis focuses on the analysis of the cryptocurrency market in 2016-2019 period and aims...
A number of papers claim that a Log Periodic Power Law (LPPL) fitted to financial market bubbles tha...
We develop a strong diagnostic for bubbles and crashes in Bitcoin, by analyzing the coincidence (and...
Cryptocurrencies are a new field of investment opportunities that has experienced a significant grow...
This bachelor thesis concerns itself with multiple objectives. First, to compare two apparently cont...
Research on cryptocurrencies has focused on price and volatility formation in isolation, however kno...
Being capable to foresee the future of a given financial asset as an investor, may lead to significa...
Many believe that financial indices near a crash exhibit a type of critical point characterized by l...
Many believe that financial indices near a crash exhibit a type of critical point characterized by l...
In this paper the authors investigate the statistical properties of some cryptocurrencies by using t...
In this study the cross-correlations between the cryptocurrency market represented by the two most l...
Cryptocurrencies refer to a type of digital asset that uses distributed ledger, or blockchain techno...
AbstractBy combining (i) the economic theory of rational expectation bubbles, (ii) behavioral financ...
Everybody is talking about cryptocurrencies. These digital tokens, which started in a one-asset mark...
This paper surveys the academic literature concerning the formation of pricing bubbles in digital c...
This master thesis focuses on the analysis of the cryptocurrency market in 2016-2019 period and aims...
A number of papers claim that a Log Periodic Power Law (LPPL) fitted to financial market bubbles tha...
We develop a strong diagnostic for bubbles and crashes in Bitcoin, by analyzing the coincidence (and...
Cryptocurrencies are a new field of investment opportunities that has experienced a significant grow...
This bachelor thesis concerns itself with multiple objectives. First, to compare two apparently cont...
Research on cryptocurrencies has focused on price and volatility formation in isolation, however kno...
Being capable to foresee the future of a given financial asset as an investor, may lead to significa...
Many believe that financial indices near a crash exhibit a type of critical point characterized by l...
Many believe that financial indices near a crash exhibit a type of critical point characterized by l...
In this paper the authors investigate the statistical properties of some cryptocurrencies by using t...
In this study the cross-correlations between the cryptocurrency market represented by the two most l...
Cryptocurrencies refer to a type of digital asset that uses distributed ledger, or blockchain techno...
AbstractBy combining (i) the economic theory of rational expectation bubbles, (ii) behavioral financ...
Everybody is talking about cryptocurrencies. These digital tokens, which started in a one-asset mark...
This paper surveys the academic literature concerning the formation of pricing bubbles in digital c...
This master thesis focuses on the analysis of the cryptocurrency market in 2016-2019 period and aims...
A number of papers claim that a Log Periodic Power Law (LPPL) fitted to financial market bubbles tha...