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- W3122262677 abstract "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." @default.
- W3122262677 created "2021-02-01" @default.
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- W3122262677 date "2019-01-01" @default.
- W3122262677 modified "2023-09-27" @default.
- W3122262677 title "Was the 2017 Crash of the Crypto-currency Market Predictable?" @default.
- W3122262677 hasPublicationYear "2019" @default.
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