Robust outliers detection method for ethereum exchange rate: a statistical approach using high frequency data
Ethereum is one of the cryptocurrency that attracts attention from investors in year of 2017. Therefore, the objective of this study is to evaluate the data distribution of Ethereum exchange rate to validate the dynamic behavior of price movement. The finding of this study will help investors to und...
保存先:
主要な著者: | Abu Bakar, Nashirah, Rosbi, Sofian |
---|---|
フォーマット: | 論文 |
言語: | English |
出版事項: |
2018
|
主題: | |
オンライン・アクセス: | http://repo.uum.edu.my/26309/1/TIJES%207%204%202018%201%208.pdf http://repo.uum.edu.my/26309/ http://www.theijes.com/Vol7-Issue4.html |
タグ: |
タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
|
類似資料
-
Robust statistical normality transformation method with outlier consideration in bitcoin exchange rate analysis
著者:: Abu Bakar, Nashirah, 等
出版事項: (2017) -
Robust outliers detection method for volatility of bitcoin exchange rate using three sigma (3Σ) approach
著者:: Abu Bakar, Nashirah, 等
出版事項: (2017) -
High volatility detection method using statistical process control for cryptocurrency exchange rate:
a case study of bitcoin
著者:: Abu Bakar, Nashirah, 等
出版事項: (2017) -
Autoregressive Integrated Moving Average (ARIMA) model for forecasting cryptocurrency exchange rate in high volatility environment: a new insight of bitcoin transaction
著者:: Abu Bakar, Nashirah, 等
出版事項: (2017) -
Multivariate outlier detection in currency exchange rate
著者:: Sharif, Shamshuritawati, 等
出版事項: (2013)