Abstract
Application of Transformed Distribution: Volume and Market Cap of Bitcoin
by
Harini Srinivasan
Bitcoin is digital currency which is emerging and becoming popular in the financial market. Studies have shown that lognormal, generalized hyperbolic parametric distributions has been best fit for studying the bitcoin datasets. In this study, we considered transformed distributions for fitting the volume and market cap of bitcoin dataset. Further, a comparison is also attempted by considering Gamma-Pareto, Weibull-Pareto, Beta-Pareto, Beta-Cauchy and Gamma-Exponential-Cauchy transformed distributions. The study shows that Weibull-Pareto is more appropriate for fitting the volume and market cap of bitcoin dataset.
Committee
Workshop
Key Dates
Communication
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