Sökning: "Litecoin"

Visar resultat 1 - 5 av 6 uppsatser innehållade ordet Litecoin.

  1. 1. Portfolio Performance Analysis: Combining Cryptocurrencies with Traditional Assets

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Mihail Huzun; [2022-06-29]
    Nyckelord :Cryptocurrencies; Bitcoin; Ethereum; Ripple; Litecoin; Portfolio Strategies; Diversification Benefits; Markowitz;

    Sammanfattning : This paper investigates the role of cryptocurrencies in enhancing the performance of portfolios constructed with traditional assets. Therefore, my thesis wants to ascertain if investors should consider adding cryptocurrencies to their investment portfolios. The sample period covers almost seven years of daily data. LÄS MER

  3. 2. A machine learning approach leveraging technical- and sentiment analysis to forecast price movements in major crypto currencies

    Master-uppsats, KTH/Matematik (Avd.)

    Författare :Ludvig Harting; Nils Åkesson; [2022]
    Nyckelord :Artifical Neural Network; Crypto; Sentiment Analysis; Twitter; Technical Analysis; Bitcoin; Ether; Litecoin; Artificiellt Neuronnät; Kryptovalutor; Sentimentsanalys; Twitter; Teknisk Analys; Bitcoin; Ether; Litecoin;

    Sammanfattning : This paper uses a back-propagating neural network (BPN) to predict the price movements of major crypto currencies, leveraging technical factors as well as measurements of collective sentiment derived from the micro-blogging network Twitter. Our dataset consists of daily, hourly and minutely price levels for Bitcoin, Ether and Litecoin along with 8 popular technical indicators, as well as all tweets with the currencies' cash tags during respective time periods. LÄS MER

  4. 3. Cointegration among cryptocurrencies : A cointegration analysis of Bitcoin, Bitcoin Cash, EOS, Ethereum, Litecoin and Ripple

    Magister-uppsats, Umeå universitet/Nationalekonomi

    Författare :Joline Göttfert; [2019]
    Nyckelord :;

    Sammanfattning : The purpose of this paper is to examine if there is cointegration between the daily closing price of the cryptocurrency Bitcoin and five other cryptocurrencies; Ethereum, Ripple, Bitcoin Cash, EOS and Litecoin in five different time periods, all ending April 9, 2019. To test if there is a long-run relationship between Bitcoin and these mentioned cryptocurrencies, two different tests for cointegration are applied; the Engle-Granger two step approach and Johansen’s cointegration test as well as a Vector Error Correction Model (VECM). LÄS MER

  5. 4. Analysis of Cryptocurrency volatility and statistical distributions using ARMA and GARCH-type models

    Magister-uppsats, Lunds universitet/Statistiska institutionen

    Författare :Zhiyi You; [2019]
    Nyckelord :Cryptocurrency; Bitcoin; Litecoin; Ethereum; volatility; ARMA; GARCH-type models; eGARCH; Student s t-distribution; Laplace distribution; statistical distributions; Mathematics and Statistics;

    Sammanfattning : This study aims to investigate and model statistical properties of Bitcoin and other major cryptocurrencies. There were recent drastic changes in the level of Bitcoin prices as it moved from $740 in 2014 to $19,187 in 2017, and down to $3,830 in 2018. LÄS MER

  7. 5. Can Bitcoin, and other cryptocurrencies, be modeled effectively with a Markov-Switching approach?

    Master-uppsats, KTH/Matematisk statistik

    Författare :Thomas Maupin; [2019]
    Nyckelord :;

    Sammanfattning : This research is an attempt at deepening the understanding of hyped cryptocurrencies. A deductive nature is used where we attempt to estimate the linear dependencies of cryptocurrencies with four different time series models. LÄS MER