Related Experiment Video
Updated: Aug 22, 2025

Probing Structural and Dynamic Properties of Trafficking Subcellular Nanostructures by Spatiotemporal Fluctuation Spectroscopy
Published on: August 16, 2021
Dependency Structures in Cryptocurrency Market from High to Low Frequency
Antonio Briola1,2, Tomaso Aste1,2,3
1Department of Computer Science, University College London, London WC1E 6BT, UK.
Abstract:
We investigate logarithmic price returns cross-correlations at different time horizons for a set of 25 liquid cryptocurrencies traded on the FTX digital currency exchange. We study how the structure of the Minimum Spanning Tree (MST) and the Triangulated Maximally Filtered Graph (TMFG) evolve from high (15 s) to low (1 day) frequency time resolutions. For each horizon, we test the stability, statistical significance and economic meaningfulness of the networks. Results give a deep insight into the evolutionary process of the time dependent hierarchical organization of the system under analysis. A decrease in correlation between pairs of cryptocurrencies is observed for finer time sampling resolutions. A growing structure emerges for coarser ones, highlighting multiple changes in the hierarchical reference role played by mainstream cryptocurrencies. This effect is studied both in its pairwise realizations and intra-sector ones.
Related Concept Videos
Relative Frequency Histogram
Relative Frequency Distribution
Histogram
A histogram graph consists of contiguous (adjoining) boxes. The heights of the bars correspond to frequency values. The graph will have the same shape with respective labels. The...
Aliasing
If the sampling frequency is below the Nyquist rate, these replicas overlap, preventing the original...
Downsampling
The Fourier transform of the decimated sequence reveals a combination of scaled and shifted versions of the original spectrum. This...
Upsampling

