Criticality of Bitcoin Market

被引：3
|
作者：
Chudzynski, F. [1 ]
Struzik, Z. [1 ,2 ]
机构：
[1] Univ Warsaw, Krakowskie Przedmiescie 26-28, PL-00927 Warsaw, Poland
[2] Univ Tokyo, Bunkyo Ku, 7-3-1 Hongo, Tokyo 1138656, Japan
来源：
ACTA PHYSICA POLONICA A | 2021年 / 139卷 / 04期
关键词：
criticality; invariance; Bitcoin; non-gaussian;
D O I：
10.12693/APhysPolA.139.447
中图分类号：
O4 [物理学];
学科分类号：
0702 ;
摘要：
In this paper, we present an analysis of the non-Gaussianity of the Bitcoin market, in which we focus on the scale dependence of the variance lambda(2) estimated by fitting the Castaing equation to the detrended price series. Our analysis showed scale invariance across a large range of scales in the years 2012-2019, which indicates that the Bitcoin market is in a critical state.
引用
收藏
页码：447 / 450
页数：4
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