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
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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