A singular value decomposition approach for testing the efficiency of Bitcoin and Ethereum markets
José Álvarez‐Ramírez, Eduardo Pérez Rodríguez
Topics & Concepts
Singular value decompositionUncorrelatedBoomEconometricsEconomicsCryptocurrencyComputationEntropy (arrow of time)Efficient-market hypothesisValue (mathematics)MathematicsStatisticsComputer scienceAlgorithmEnvironmental engineeringComputer securityPaleontologyHorseBiologyQuantum mechanicsEngineeringPhysicsStock marketBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityComplex Systems and Time Series Analysis