The 2021 Bitcoin Bubbles and Crashes—Detection and Classification
In this study, the Log-Periodic Power Law Singularity (LPPLS) model is adopted for real-time identification and monitoring of Bitcoin bubbles and crashes using different time scale data, and the modified Lagrange regularization method is proposed to alleviate the impact of potential LPPLS model over...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-11-01
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| Series: | Stats |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-905X/4/4/56 |