英文标题:
《On the Complexity and Behaviour of Cryptocurrencies Compared to Other
  Markets》
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作者:
Daniel Wilson-Nunn and Hector Zenil
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最新提交年份:
2014
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英文摘要:
  We show that the behaviour of Bitcoin has interesting similarities to stock and precious metal markets, such as gold and silver. We report that whilst Litecoin, the second largest cryptocurrency, closely follows Bitcoin\'s behaviour, it does not show all the reported properties of Bitcoin. Agreements between apparently disparate complexity measures have been found, and it is shown that statistical, information-theoretic, algorithmic and fractal measures have different but interesting capabilities of clustering families of markets by type. The report is particularly interesting because of the range and novel use of some measures of complexity to characterize price behaviour, because of the IRS designation of Bitcoin as an investment property and not a currency, and the announcement of the Canadian government\'s own electronic currency MintChip. 
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中文摘要:
我们发现比特币的行为与黄金和白银等股票和贵金属市场有着有趣的相似性。我们报告称,虽然第二大加密货币Litecoin密切关注比特币的行为,但它并未显示比特币的所有报告属性。在明显不同的复杂性度量之间已经找到了一致性,并且表明统计、信息论、算法和分形度量在按类型聚类市场族方面具有不同但有趣的能力。该报告特别有趣,因为它广泛且新颖地使用了一些复杂指标来描述价格行为,因为美国国税局将比特币指定为投资财产而非货币,以及加拿大ZF宣布自己的电子货币芯片。
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分类信息:
一级分类:Quantitative Finance        数量金融学
二级分类:Statistical Finance        统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类:Computer Science        计算机科学
二级分类:Information Theory        信息论
分类描述:Covers theoretical and experimental aspects of information theory and coding. Includes material in ACM Subject Class E.4 and intersects with H.1.1.
涵盖信息论和编码的理论和实验方面。包括ACM学科类E.4中的材料,并与H.1.1有交集。
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一级分类:Mathematics        数学
二级分类:Information Theory        信息论
分类描述:math.IT is an alias for cs.IT. Covers theoretical and experimental aspects of information theory and coding.
它是cs.it的别名。涵盖信息论和编码的理论和实验方面。
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