MULTI-SCALE ANALYSIS REVEALS DIFFERENT PATTERNS IN TECHNICAL INDICATORS OF BLOCKCHAIN

Salim Lahmiri, Stelios Bekiros and Anastasia Giakoumelou ()
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Salim Lahmiri: Department of Supply Chain & Business Technology Management, John Molson School of Business, Concordia University, Montreal, Canada
Anastasia Giakoumelou: �Department of Law and Management, School of Economics, University of Rome Tor Vergata, Rome, Italy

FRACTALS (fractals), 2021, vol. 29, issue 07, 1-6

Abstract: Blockchain is a related FinTech asset but it is not the same technology. Basically, Blockchain is a decentralized and distributed digital ledger used to record Bitcoin transactions. The goal of this work is to employ multi-scale analysis to examine self-similarity in EDC Blockchain digital asset. Specifically, market technical data are examined; namely, open, high, low, and close. The resulting generalized Hurst exponent (GHE) estimates revealed that all Blockchain technical indicators exhibit multi-scale dynamics. In addition, short and long dynamics are different. It is concluded that market technical indicators associated with Blockchain provide valuable information for traders.

Keywords: Bitcoin; Blockchain; FinTech; Cryptocurrency; Market Technical Indicators; Multi-Scale Analysis; Generalized Hurst Exponent (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1142/S0218348X21501851

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