Examinando por Autor "Saavedra, Mario Gregorio"
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- ÍtemAnálisis predictivo de la crypto moneda monero(Fundación Universitaria Los Libertadores. Sede Bogotá., ) Aguilar, Juan David; Saavedra, Mario Gregorio; Sandoval Rodriguez, WilsonThe Crypto market has grown in the last years with different types of currencies, some of them are transaction public and other encrypted like Monero (XMR). Using this crypto currency, we want to identify if his behavior is described by a linear stochastic process or a deterministic no linear process using surrogate data testing and based on that create a model to predict the behavior of the series. The result obtained by the surrogate data testing method using Nolinear Prediction and Entropy complexity statistics were not conclusive, this shows us that an approximation of the underling process is not deterministic no-linear process based on that we model the series with a linear stochastic process and we found the necessity to split the series in two parts before COVID-19 and after because this event affected drastically the market behavior. The final model is an Auto Regressive with one lag using data from 2020-03-12 to 2020-10-18 being able to correctly identify the tendency of the Monero series in different time points.