Faris, Mahrus and Fauzan, Rizky and Wendy, . and Komari, Nurul and Purnomo, Bintoro Bagus (2023) Intensification Dimension of Prices Cryptocurrency with Hamiltonian Quantum Mechanics. Asian Journal of Economics, Business and Accounting, 23 (2). pp. 21-34. ISSN 2456-639X
918-Article Text-1607-1-10-20230116.pdf - Published Version
Download (1MB)
Abstract
Aims: Cryptocurrency (CC) is a digital currency innovation that has impacted the financial sector's distribution mechanism since December 2013. This research aims to discover a non-linear mathematical Quantum relationship between the escalation of the development of cryptocurrency price fluctuations and prices in CC predictors.
Study Design: The research uses simulation techniques to operate numerical models that correspond to the process of dynamic observation behavior.
Place and Duration of Study: Types of crypto chosen based on this research data are Bitcoin (BTC), Ethereum (ETH), USD Coin (USDC), and Binance (BNB). The data collection period coverage is required with a number per week from 2019 to 2021 or 52 weeks.
Methodology: From the collection of crypto prices that have been selected, there are 157 data samples taken using a systematic sampling strategy with elements that are randomly selected and then followed by the next element from the column on the table after the first choice. The conceptual form of the research background is modeled by a multiple regression term equation which predicts a continuous variable unit as a non-linear mathematical function.
Results: The results of the research study found that the most prominent altcoins traded in the market are not affected by the price of Bitcoin securities. Percentage-wise, there were 40.33% of factors that influenced the movement of crypto coin price progress, with 59.67% being the remaining limiting factors in the study. Partial results show Bitcoin and altcoin assets have arbitrage potential with significant positives on put option volatility with asset discounting producing negative results and martingale strategies arising from a Hamiltonian perspective.
Conclusion: By time limitations, BTC and USDC have the most potential in martingale conditions, while the cryptocurrency ETH might be a solution in picking assets with growing values at medium risk. Meanwhile, crypto BNB is an asset that offers new data on many market indices.
Item Type: | Article |
---|---|
Subjects: | STM Open Press > Social Sciences and Humanities |
Depositing User: | Unnamed user with email support@stmopenpress.com |
Date Deposited: | 17 Jan 2023 10:50 |
Last Modified: | 07 May 2024 05:08 |
URI: | http://journal.submissionpages.com/id/eprint/140 |