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Communication Dans Un Congrès Année : 2019

Was the 2017 Crash of the Crypto-currency Market Predictable?

Résumé

The cyber-space of crypto-currency market is a main issue in terms of security and stability. The novelty and the high volatility of crypto-currencies question their speculative nature. Recently, the crypto-currency price exponentially increased and reached an important burst in the end of 2017. The objective of this article is to detect and test the prediction of this crypto-currency market crash using the Log-Periodic Power Law model (LPPL). We consider 2 main crypto-currencies, Bitcoin and Ether. We find that the LPPL model allows to estimate the date of the crash in the crypto-currency market depending on the window sensitivity.
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Dates et versions

hal-02952123 , version 1 (29-09-2020)

Identifiants

  • HAL Id : hal-02952123 , version 1

Citer

Élise Alfieri, Radu Burlacu, Geoffroy Enjolras. Was the 2017 Crash of the Crypto-currency Market Predictable?. 10th International Multi-Conference on Complexity, Informatics and Cybernetics (IMCIC Conference 2019), Mar 2019, Miami, United States. ⟨hal-02952123⟩

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