通过序数网络探索加密货币价格动态和可预测性

IF 2.8 3区物理与天体物理 Q2 PHYSICS, MULTIDISCIPLINARY

Physica A: Statistical Mechanics and its Applications Pub Date : 2025-06-13 DOI:10.1016/j.physa.2025.130752

Oday Masoudi , Alessandro Mazzoccoli , Pierluigi Vellucci

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引用次数: 0

摘要

有序网络代表了时间序列分析的一种创新和通用的方法，能够将数据序列转换为基于值的相对顺序的复杂网络。这种方法为揭示数据的内部结构提供了新的视角，允许识别重复模式和可预测性动态。在我们的研究中，我们使用有序网络和排列熵来分析四种加密货币的可预测性和演变动态：比特币、以太坊、莱特币和狗狗币。通过利用这种方法，我们研究了表征每种加密货币价格波动和波动性的时间关系和顺序转换，从而更深入地了解了它们在加密货币市场中的动态复杂性和预测潜力。

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Exploring cryptocurrency price dynamics and predictability with ordinal networks

Ordinal networks represent an innovative and versatile approach for time series analysis, enabling the transformation of data sequences into complex networks based on the relative order of values. This method provides a fresh perspective on uncovering the internal structure of the data, allowing the identification of recurring patterns and predictability dynamics. In our study, we employ ordinal networks and permutation entropy to analyze the predictability and evolving dynamics of four cryptocurrencies: Bitcoin, Ethereum, Litecoin, and Dogecoin. By leveraging this methodology, we investigate the temporal relationships and ordinal transitions that characterize the price fluctuations and volatility of each cryptocurrency, offering deeper insights into their dynamic complexity and predictive potential in cryptocurrency markets.

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来源期刊

Physica A: Statistical Mechanics and its Applications 物理-物理：综合

CiteScore

7.20

自引率

9.10%

发文量

852

审稿时长

6.6 months

期刊介绍： Physica A: Statistical Mechanics and its Applications Recognized by the European Physical Society Physica A publishes research in the field of statistical mechanics and its applications. Statistical mechanics sets out to explain the behaviour of macroscopic systems by studying the statistical properties of their microscopic constituents. Applications of the techniques of statistical mechanics are widespread, and include: applications to physical systems such as solids, liquids and gases; applications to chemical and biological systems (colloids, interfaces, complex fluids, polymers and biopolymers, cell physics); and other interdisciplinary applications to for instance biological, economical and sociological systems.