Statistical Analysis of the Exchange Rate of Bitcoin and Other Cryptocurrencies | American University of Sharjah
S

Events

E.g., 2025-03-05
E.g., 2025-03-05
03
Oct

Statistical Analysis of the Exchange Rate of Bitcoin and Other Cryptocurrencies (October 2017)

C103, Chemistry Building
October 3, 2017
16:00 - 00:00
Free

The Department of Mathematics and Statistics of the College of Arts and Sciences invites you to attend a seminar to be conducted by Dr. Stephen Chan from American University of Sharjah.

Abstract: Bitcoin and other cryptocurrencies are becoming a popular currency. We provide a statistical analysis of the log-returns of the exchange rate of Bitcoin and cryptocurrencies versus the United States dollar. Fifteen of the most popular parametric distributions in finance are fitted to the log-returns. Predictions are given for future values of the exchange rate.

For further details contact Dr. Ayman Badawi ([email protected]) or Dr. Cristian Enache ([email protected]).

© 2024 American University of Sharjah. All rights reserved.

You are now leaving the American University of Sharjah website.

By continuing, you will be taken to a website not affiliated with American University of Sharjah. Links to external sites are provided only for users' convenience and imply no endorsement of the site and/or its content. Note that the privacy policy and security settings of the linked site may differ from those of the AUS website.

Open link