Using correlated stochastic differential equations to forecast cryptocurrency rates and social media activities

Using correlated stochastic differential equations to forecast cryptocurrency rates and social media activities

Abstract The growing interconnectivity of socio-economic systems requires one to treat multiple relevant social and economic variables simultaneously as parts of a strongly interacting complex system. Here, we analyze and exploit correlations between the price fluctuations of selected cryptocurrenci...

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Bibliographic Details
Main Authors: Stephen Dipple, Abhishek Choudhary, James Flamino, Boleslaw K. Szymanski, G. Korniss
Format: Article
Language:English
Published: SpringerOpen 2020-03-01
Series:Applied Network Science
Subjects:
Cryptocurrency
Social media activity
Stochastic differential equations
Maximum likelihood estimation
Predictive modeling
Online Access:http://link.springer.com/article/10.1007/s41109-020-00259-1

Internet

http://link.springer.com/article/10.1007/s41109-020-00259-1

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