Study of the Behavior of Cryptocurrencies in Turbulent Times Using Association Rules
We studied the effects of the recent financial turbulence of 2020 on the cryptocurrency market, taking into account both prices and volumes from December 2019 to July 2020. Time series were transformed into transaction matrices, and the Apriori algorithm was applied to find the association rules bet...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-07-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/9/14/1620 |