NUMEX
NUMEX
Menu
  • Home
  • About
  • Python HOWTO
  • Downloads
  • Contact
  • Disclaimer
numex-blog.com - where knowledge is shared.
Browse: Home » Monte Carlo
Advanced Crypto Price Simulations based on Monte Carlo

Advanced Crypto Price Simulations based on Monte Carlo

11. February 2018 · by johannes · in Cryptocurrency

In this post I will deepen crypto price simulations based on Monte Carlo. Therefore, a Brownian motion model including jump diffussion will be considered. Furthermore, we will use the cryptocurrency Ethereum for price simulations to compare various methods. Additional disclaimer:…

Crypto Price Simulations using Monte Carlo and Python

Crypto Price Simulations using Monte Carlo and Python

23. January 2018 · by johannes · in Cryptocurrency

In this post we will use Monte Carlo simulations to guess the Bitcoin price in the near future using Python. Therefore, I will explain some related statistics and ways to analyze the generated data. Furthermore, we will use crypto price…

Stay updated | Access downloads

Loading

Github

Access code repository

Categories

  • Cryptocurrency (8)
  • Engineering (6)
  • Numerics (4)

Recent Posts

  • Correlations of Cryptocurrency Indicators and Google trend data
  • Crypto Portfolio Optimization Part 3: Numerical Optimization
  • Crypto Portfolio Optimization Part 2: Pareto Optimization
  • Scraping websites for historical Bitcoin data using Python
  • Crypto Portfolio Optimization Part 1: Correlation Matrix

Archives

  • November 2018
  • September 2018
  • July 2018
  • June 2018
  • May 2018
  • March 2018
  • February 2018
  • January 2018
  • December 2017
  • November 2017

Tags

Abwärmenutzung Verdichtungsstoß Fixpunktiteration Derivative Portfolio optimization Differentiation Gas flow Monte Carlo Bitcoin Colebrook-White Correlation Pinch Analysis Ethereum python Shock Van der Waals Markowitz portfolio optimization Newton-Raphson Thermodynamics Chemical reactor Cryptocurrency Data Analysis Mertons jump diffusion Fixed point iteration Blockchain pump Heat exchanger Google trends Fluid dynamics Waste Heat Recovery Web scraping Mathematical optimization transient Pareto optimization Kryptowährung Gasströmung Fanno curve Brownian motion Numerics Price jumps Solving equations integrator

Copyright © 2021 NUMEX | All Rights Reserved | Impressum | Privacy Policy

Powered by WordPress and Origin