Uncertainty, Predictability, and Connectedness of Cryptocurrency Markets
A special issue of Entropy (ISSN 1099-4300). This special issue belongs to the section "Multidisciplinary Applications".
Deadline for manuscript submissions: closed (18 August 2021) | Viewed by 8104
Special Issue Editor
2. The Czech Academy of Sciences, Institute of Information Theory and Automation, CZ-182 00 Prague, Czech Republic
Interests: financial econometrics; interdisciplinary finance and economics; energy finance; cryptoassets; behavioral finance; computational finance
Special Issue Information
Dear Colleagues,
Cryptocurrencies burst into the public eye in 2017 with their unprecedented price surges while attracting the increasing interest of researchers as well. Even though the price dynamics and general finance/economics-related issues had already become topics of interest in the early 2010s, these had remained as rather marginal peculiarities in the field. Now that the waters have stabilized (at least from the perspective of the crypto-markets), the vast data availability of such assets allows for detailed analyses that cannot be attained or dreamt of for standard financial assets. With basic financial topics—such as stylized facts, autocorrelations, and distributional properties—being mostly covered, the complex dynamics and interconnections in the rich system of cryptocurrencies and tokens (including DeFi) still provide a rather unexplored field worth examination. This Special Issue aims at studies of cryptocurrency (and cryptoassets, in general) markets utilizing tools and ideas building on entropy and information theory, specifically, novel approaches in machine learning, deep learning, graph theory, big data algorithms, new entropy measures, and related concepts. The contributions may focus on a rather wide range of subtopics such as the uncertainty, predictability, and connectedness of these markets.
Prof. Dr. Ladislav Krištoufek
Guest Editor
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Keywords
- cryptocurrency
- cryptoasset
- uncertainty
- predictability
- connectedness
- networks
- portfolio
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