Forecasting Cryptocurrency Investment Return Using Time Series and Monte Carlo Simulation

被引：0

作者：

Zornic, Nikola ^{[1
]}

Markovic, Aleksandar ^{[1
]}

Cavoski, Sava ^{[2
]}

机构：

[1] Univ Belgrade, Fac Org Sci, Dept Business Syst Org, Jove Ilica 154, Belgrade 11000, Serbia

[2] Metropolitan Univ, FEFA, Bulevar Zorana Dindica 44, Belgrade 11000, Serbia

来源：

CENTRAL EUROPEAN CONFERENCE ON INFORMATION AND INTELLIGENT SYSTEMS (CECIIS 2018) | 2018年

关键词：

cryptocurrency; return on investment; time series; simulation; model; Monte Carlo simulation;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

Cryptocurrencies are attracting significant amount of attention. Everything started with Bitcoin and built up to the situation where we have over 1500 cryptocurrencies. One can say that cryptocurrency market is the new stock market. This market is still highly volatile, but decentralized, open, and widely accessible. In this paper we will use time series analysis and Monte Carlo simulation for forecasting cryptocurrencies' return for selected time period. With huge price oscillations present it is hard to provide precise return predictions, but any step towards analysing cryptocurrencies adds to understanding the market.

引用

页码：153 / 160

页数：8