英文标题：
《An analysis of high-frequency cryptocurrencies prices dynamics using
permutation-information-theory quantifiers》
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作者：
Aurelio F. Bariviera, Luciano Zunino, Osvaldo A. Rosso
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最新提交年份：
2018
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英文摘要：
This paper discusses the dynamics of intraday prices of twelve cryptocurrencies during last months\' boom and bust. The importance of this study lies on the extended coverage of the cryptoworld, accounting for more than 90\\% of the total daily turnover. By using the complexity-entropy causality plane, we could discriminate three different dynamics in the data set. Whereas most of the cryptocurrencies follow a similar pattern, there are two currencies (ETC and ETH) that exhibit a more persistent stochastic dynamics, and two other currencies (DASH and XEM) whose behavior is closer to a random walk. Consequently, similar financial assets, using blockchain technology, are differentiated by market participants.
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中文摘要：
本文讨论了12种加密货币在过去几个月的繁荣与萧条期间的日内价格动态。这项研究的重要性在于加密世界的覆盖范围扩大，占每日总营业额的90%以上。通过使用复杂性熵因果平面，我们可以区分数据集中的三种不同动态。虽然大多数加密货币遵循类似的模式，但有两种货币（ETC和ETH）表现出更持久的随机动态，还有两种货币（DASH和XEM）的行为更接近随机游动。因此，使用区块链技术的类似金融资产因市场参与者而异。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Physics 物理学
二级分类：Chaotic Dynamics 混沌动力学
分类描述：Dynamical systems, chaos, quantum chaos, topological dynamics, cycle expansions, turbulence, propagation
动力系统，混沌，量子混沌，拓扑动力学，循环展开，湍流，传播
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一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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