A Dynamic Network Perspective on the Latent Group Structure of Cryptocurrencies
In this paper, we study the latent group structure in cryptocurrencies market by forming a dynamic return inferred network with coin attributions. We develop a dynamic covariate-assisted spectral clustering method to detect the communities in dynamic network framework and prove its uniform consisten...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2018
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2182 https://ink.library.smu.edu.sg/context/soe_research/article/3178/viewcontent/DynamicNetworkPerspectives_Crytocurrencies_2018_wp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |