Fractal time series analysis of social network activities
| Autor: | Radivilova Tamara, Kirichenko Lyudmyla, Bulakh Vitalii |
|---|---|
| Rok vydání: | 2017 |
| Předmět: |
FOS: Computer and information sciences
0209 industrial biotechnology Cryptocurrency Computer Science - Cryptography and Security Computer science E.3 02 engineering and technology FOS: Economics and business Correlation 020901 industrial engineering & automation Fractal 0202 electrical engineering electronic engineering information engineering Econometrics Time series 90B18 Statistical Finance (q-fin.ST) Social network Series (mathematics) business.industry Quantitative Finance - Statistical Finance Multifractal system D.4.6 Fractal analysis 020201 artificial intelligence & image processing C.2 business Cryptography and Security (cs.CR) |
| Zdroj: | 2017 4th International Scientific-Practical Conference Problems of Infocommunications. Science and Technology (PIC S&T). |
| DOI: | 10.1109/infocommst.2017.8246438 |
| Popis: | In the work, a comparative correlation and fractal analysis of time series of Bitcoin crypto currency rate and community activities in social networks associated with Bitcoin was conducted. A significant correlation between the Bitcoin rate and the community activities was detected. Time series fractal analysis indicated the presence of self-similar and multifractal properties. The results of researches showed that the series having a strong correlation dependence have a similar multifractal structure. Comment: 4 |
| Databáze: | OpenAIRE |
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