Evaluation of the importance of criteria for the selection of cryptocurrencies

Natalia A. Van Heerden, Juan B. Cabral and Nadia Luczywo

Papers from arXiv.org

Abstract: In recent years, cryptocurrencies have gone from an obscure niche to a prominent place, with investment in these assets becoming increasingly popular. However, cryptocurrencies carry a high risk due to their high volatility. In this paper, criteria based on historical cryptocurrency data are defined in order to characterize returns and risks in different ways, in short time windows (7 and 15 days); then, the importance of criteria is analyzed by various methods and their impact is evaluated. Finally, the future plan is projected to use the knowledge obtained for the selection of investment portfolios by applying multi-criteria methods.

Date: 2021-08
New Economics Papers: this item is included in nep-isf, nep-pay and nep-rmg
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2109.00130

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