在NFT市场的相关性与噪音
Marcin Wątorek1, Paweł Szydło1, Jarosław Kwapień2
1Faculty of Computer Science and Telecommunications, Cracow University of Technology, ul. Warszawska 24, 31-155 Kraków, Poland.
Chaos (Woodbury, N.Y.)
|July 3, 2024
概括
非可变代币 (NFT) 市场与其他金融市场相比,相关性较弱,由高频交易驱动的全球联系. 资本化的变化是无规模的,而交易数量更分散的.
科学领域:
- * 金融市场分析分析
- * 区块链技术和加密货币
- * 复杂系统科学 复杂系统科学
背景情况:
- * 非可真菌代币 (NFT) 市场是一种利用区块链技术的新型交易创新.
- * NFT市场的动态与加密货币市场有相似之处.
- * 了解采集间的依赖关系对于市场分析至关重要.
研究的目的:
- *分析以太坊平台NFT市场的资本化变化和交易量.
- *使用多变量统计方法检查集合间的依赖关系.
- * 将市场动态与其他金融市场进行比较.
主要方法:
- *分析了基于以太坊的众多NFT集合的资本化和交易量.
- * 应用偏差波动分析和相关性矩阵形式主义.
- *使用Pearson和detrended交叉相关系数构建相关性矩阵.
- *对资本化变化和交易数量进行最小跨度树分析.
主要成果:
- * 与之前研究的金融市场相比,NFT市场的相关性强度较低.
- * 相关性矩阵的自身值光谱紧密遵循马琴科-帕斯图尔分布,但偏差很小.
- * NFT市场的全球相关性主要是由更高频率波动驱动的.
- * 用于资本化可变性的最小跨越树显示无尺度的属性.
- * 交易号码的最小跨越树表示更分散的结构.
结论:
- * NFT市场虽然表现出一些类似市场的特征,但具有独特的相关性结构.
- * 马琴科-帕斯图尔分布的适用性表明大量的随机相关性.
- *高频交易在NFT生态系统中建立全球相关性方面发挥着关键作用.
- *对于资本化变化与交易动态存在不同的结构性质.
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