Cryptocurrencies: return’s analysis using Kálmán filter
Di Pasquale, Annagiulia (A.A. 2017/2018) Cryptocurrencies: return’s analysis using Kálmán filter. Tesi di Laurea in Mathematics 2, LUISS Guido Carli, relatore Marco Papi, pp. 49. [Bachelor's Degree Thesis]
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Abstract/Index
From Fiat crypto currency. The blockchain. What blockchain and how it works. Statistical analysis. State space derivation. Application.
References
Bibliografia: pp. 45-46.
Thesis Type: | Bachelor's Degree Thesis |
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Institution: | LUISS Guido Carli |
Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
Chair: | Mathematics 2 |
Thesis Supervisor: | Papi, Marco |
Academic Year: | 2017/2018 |
Session: | Summer |
Deposited by: | Alessandro Perfetti |
Date Deposited: | 15 Jan 2019 10:41 |
Last Modified: | 15 Jan 2019 10:41 |
URI: | https://tesi.luiss.it/id/eprint/21870 |
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