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03
Oct

Statistical Analysis of the Exchange Rate of Bitcoin and Other Cryptocurrencies

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]).

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