Cryptocurrency price analysis with ordinal partition networks

作者:

Highlights:

• Ordinal partition networks are constructed using cryptocurrency prices

• The properties of these networks are determined to investigate the variations

• We apply our method to ten different cryptocurrencies

• Our research provides new means for analyzing cryptocurrency price variations

摘要

•Ordinal partition networks are constructed using cryptocurrency prices•The properties of these networks are determined to investigate the variations•We apply our method to ten different cryptocurrencies•Our research provides new means for analyzing cryptocurrency price variations

论文关键词:Complex system,Nonlinear dynamics,Time series,Ordinal partition network,Cryptocurrency

论文评审过程:Received 20 March 2022, Revised 28 April 2022, Accepted 6 May 2022, Available online 22 May 2022, Version of Record 22 May 2022.

论文官网地址:https://doi.org/10.1016/j.amc.2022.127237