A Stochastic Analysis of the Effect of Trading Parameters on the Stability of the Financial Markets Using a Bayesian Approach

A Stochastic Analysis of the Effect of Trading Parameters on the Stability of the Financial Markets Using a Bayesian Approach

The purpose of this study was to identify and measure the impact of the different effects of entropy states over the high-frequency trade of the cryptocurrency market, especially in Bitcoin, using and selecting optimal parameters of the Bayesian approach, specifically through approximate Bayesian co...

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Bibliographic Details
Main Authors: Rolando Rubilar-Torrealba, Karime Chahuán-Jiménez, Hanns de la Fuente-Mella
Format: Article
Language:English
Published: MDPI AG 2023-05-01
Series:Mathematics
Subjects:
cryptocurrencies
econometric models
stochastic processes
Bayesian analysis
market efficiency
entropy
Online Access:https://www.mdpi.com/2227-7390/11/11/2527

Internet

https://www.mdpi.com/2227-7390/11/11/2527

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