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 (abadawi@aus.edu) or Dr. Cristian Enache (cenache@aus.edu).