Modeling the volatity of cryptocurrency markets
نویسندگان
چکیده
The application of the model geometric Brownian motion (GBM) for problem modeling and forecasting prices cryptocurrencies is analyzed. For prediction solution stochastic differential equation GBM used, which has a linear drift diffusion coefficients. Different scenarios price movement are considered.
 Keywords: (GBM), modeling, forecasting, cryptocurrency.
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ژورنال
عنوان ژورنال: ??????? ????????????? ???????????? ???????????? "???"
سال: 2021
ISSN: ['2227-6890']
DOI: https://doi.org/10.20998/2411-0558.2021.02.08