Multifractal analysis of financial markets: A review

ZQ Jiang, WJ Xie, WX Zhou… - Reports on Progress in …, 2019 - iopscience.iop.org
Multifractality is ubiquitously observed in complex natural and socioeconomic systems.
Multifractal analysis provides powerful tools to understand the complex nonlinear nature of …

A bibliometric analysis of bitcoin scientific production

I Merediz-Solà, AF Bariviera - Research in International Business and …, 2019 - Elsevier
Blockchain technology, and more specifically bitcoin (one of its foremost applications), have
been receiving increasing attention in the scientific community. The first publications with …

A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series

S Karasu, A Altan, S Bekiros, W Ahmad - Energy, 2020 - Elsevier
Forecasting the future price of crude oil, which has an important role in the global economy,
is considered as a hot matter for both investment companies and governments. However …

Cryptocurrencies as a financial asset: A systematic analysis

S Corbet, B Lucey, A Urquhart, L Yarovaya - International Review of …, 2019 - Elsevier
This paper provides a systematic review of the empirical literature based on the major topics
that have been associated with the market for cryptocurrencies since their development as a …

Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques

A Altan, S Karasu, S Bekiros - Chaos, Solitons & Fractals, 2019 - Elsevier
The price forecasting of the digital currencies in the financial market is of great importance,
especially after the recent global economic crises. Due to the nonlinear dynamics, which is …

Cryptocurrency forecasting with deep learning chaotic neural networks

S Lahmiri, S Bekiros - Chaos, Solitons & Fractals, 2019 - Elsevier
We implement deep learning techniques to forecast the price of the three most widely traded
digital currencies ie, Bitcoin, Digital Cash and Ripple. To the best of our knowledge, this is …

Price movement prediction of cryptocurrencies using sentiment analysis and machine learning

F Valencia, A Gómez-Espinosa, B Valdés-Aguirre - entropy, 2019 - mdpi.com
Cryptocurrencies are becoming increasingly relevant in the financial world and can be
considered as an emerging market. The low barrier of entry and high data availability of the …

Analysis of the impact of COVID-19 on the correlations between crude oil and agricultural futures

J Wang, W Shao, J Kim - Chaos, Solitons & Fractals, 2020 - Elsevier
In this study, we explored the impact of COVID-19 on the cross-correlations between crude
oil and agricultural futures markets. A multifractal detrended cross-correlation analysis (MF …

Volatility spillover in crypto-currency markets: Some evidences from GARCH and wavelet analysis

AS Kumar, S Anandarao - Physica A: statistical mechanics and its …, 2019 - Elsevier
We study the dynamics of volatility spillover across four major cryptocurrency returns namely
Bitcoin, Ethereum, Ripple and Litecoin from 15− 08− 2015 to 18− 01− 2018. In the first step …

Secure social internet of things based on post-quantum blockchain

H Yi - IEEE transactions on Network Science and …, 2021 - ieeexplore.ieee.org
With the advancement of the application of Internet of Things (IoTs), the IoT technology is
combining with the social network, forming a new network with private object information as …