A Log-Periodic Power Law (LPPL) model is used to see whether the price action for Bitcoin follows a log-periodic oscillation model for a speculative bubble and predicting its subsequent "crash".
Bubble Trouble! Exploring an “LPPL” model for Bitcoin
When holding Bitcoin is not enough: Mean Variance Optimization for a Cryptocurrency Portfolio
Mean Variance Optimization is performed on a test basket of 15 cryptocurrencies to create an optimal portfolio that lies on the Efficient Frontier. Several practical portfolio scenarios are examined.
Navigating the world of crypto... 