Seeking a Chaotic Order in the Cryptocurrency Market

In this study, we investigate the existence of chaos in the global cryptocurrency market. Specifically, we analyze parameters of chaotic order, nonlinearity, sensitivity to the initial conditions, monofractality, and multifractality. For this purpose, we conduct a comprehensive series of tests, incl...

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Bibliographic Details
Main Authors: Samet Gunay, Kerem Kaşkaloğlu
Format: Article
Language:English
Published: MDPI AG 2019-04-01
Series:Mathematical and Computational Applications
Subjects:
Online Access:https://www.mdpi.com/2297-8747/24/2/36