Blockchain is a related FinTech asset but it is not the same technology. Basically, Blockchain is a decentralized and distributed digital ledger used to record Bitcoin transactions. The goal of this work is to employ multi-scale analysis to examine self-similarity in EDC Blockchain digital asset. Specifically, market technical data are examined; namely, open, high, low, and close. The resulting generalized Hurst exponent (GHE) estimates revealed that all Blockchain technical indicators exhibit multi-scale dynamics. In addition, short and long dynamics are different. It is concluded that market technical indicators associated with Blockchain provide valuable information for traders.

Multi-Scale Analysis Reveals Different Patterns in Technical Indicators of Blockchain

ANASTASIA GIAKOUMELOU
2021-01-01

Abstract

Blockchain is a related FinTech asset but it is not the same technology. Basically, Blockchain is a decentralized and distributed digital ledger used to record Bitcoin transactions. The goal of this work is to employ multi-scale analysis to examine self-similarity in EDC Blockchain digital asset. Specifically, market technical data are examined; namely, open, high, low, and close. The resulting generalized Hurst exponent (GHE) estimates revealed that all Blockchain technical indicators exhibit multi-scale dynamics. In addition, short and long dynamics are different. It is concluded that market technical indicators associated with Blockchain provide valuable information for traders.
File in questo prodotto:
File Dimensione Formato  
Research Article 7 Fractals.pdf

non disponibili

Tipologia: Documento in Pre-print
Licenza: Accesso chiuso-personale
Dimensione 591.59 kB
Formato Adobe PDF
591.59 kB Adobe PDF   Visualizza/Apri

I documenti in ARCA sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10278/3755090
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 2
  • ???jsp.display-item.citation.isi??? 2
social impact