ﻣﻘﺎﯾﺴﻪ ﺳﺮي زﻣﺎﻧﯽ ﺑﺎزارﻫﺎي ﺑﻮرس و ﺑﯿﺖ ﮐﻮﯾﻦ و ﺗﺎﺛﯿﺮ آن ﺑﺮ ﺑﺎزده اﯾﻦ ﺑﺎزارﻫﺎ ﺑﺎ اﺳﺘﻔﺎده از روﯾﮑﺮد ﻓﺮﮐﺘﺎل

compare time series stock markets and bit coin and effect markets returns with fractal approach

در اﯾﻦ ﭘﺎﯾﺎن ﻧﺎﻣﻪ ﻣﻘﺎﯾﺴﻪ ﺳﺮي زﻣﺎﻧﯽ ﺑﺎزارﻫﺎي ﺑﻮرس و ﺑﯿﺖ ﮐﻮﯾﻦ و ﺗﺎﺛﯿﺮ آن ﺑﺮ ﺑﺎزده اﯾﻦ ﺑﺎزارﻫﺎ ﺑﺎ اﺳﺘﻔﺎده از روﯾﮑﺮد ﻓﺮﮐﺘﺎلﻓﺮﺿﯿﻪ آﻣﺎري ﺗﻔﺎوت ﻣﻌﻨﺎداري ﺑﯿﻦ ﺑﻌﺪ ﻓﺮاﮐﺘﺎل ﺷﺎﺧﺺ ﺑﺎزده ﺳﻬﺎم ﺑﺎزار ﺑﯿﺖ ﮐﻮﯾﻦ و ﺑﺎزار ﺳﻬﺎم در ﺑﺎزه 4ﺑﺮرﺳﯽ ﺷﺪه اﺳﺖ. ، ﺗﻮان 1397-1390، ﺗﻮان ﻟﯿﺎﭘﺎﻧﻮف ﻣﺜﺒﺖ ﺷﺎﺧﺺ ﺑﺎزده ﺳﻬﺎم ﺑﺎزار ﺑﯿﺖ ﮐﻮﯾﻦ و ﺑﺎزار ﺳﻬﺎم در ﺑﺎزه زﻣﺎﻧﯽ 1397-1390زﻣﺎﻧﯽ ، ﺗﻮان ﻟﯿﺎﭘﺎﻧﻮف ﻣﺜﺒﺖ ﺷﺎﺧﺺ ﺻﻨﻌﺖ 1397-1390 ﻟﯿﺎﭘﺎﻧﻮف ﻣﺜﺒﺖ ﺷﺎﺧﺺ ﻣﺎﻟﯽ ﺑﺎزار ﺑﯿﺖ ﮐﻮﯾﻦ و ﺑﺎزار ﺳﻬﺎم در ﺑﺎزه زﻣﺎﻧﯽ وﺟﻮد دارد. ، ﺑﺮرﺳﯽ ﺷﺪه اﺳﺖ. ﺑﺮاﺳﺎس ﻧﺘﺎﯾﺞ ﻫﺮ دو ﻓﺮﺿﯿﻪ ﺻﺤﯿﺢ 1397-1390ﺑﺎزار ﺑﯿﺖ ﮐﻮﯾﻦ و ﺑﺎزار ﺳﻬﺎم در ﺑﺎزه زﻣﺎﻧﯽ آن ﻧﯿﺰ اﻓﺰاﯾﺶ ﭘﯿﺪا ﻣﯽ 2 ﻣﻘﯿﺎس ﺑﺮاي داوﺟﻮﻧﺰ ﺑﺎ اﻓﺰاﯾﺶ ﻣﻘﯿﺎس ﻟﮕﺎرﯾﺘﻢ ﺑﺮ ﭘﺎﯾﻪ 2اﺳﺖ.ﺗﻐﯿﯿﺮات ﻣﻘﯿﺎس ﺑﺎ ﻟﮕﺎرﯾﺘﻢ در ﭘﺎﯾﻪ ﮐﻨﺪ و ﺷﯿﺐ اﯾﻦ ﻧﻤﻮدار ﺑﺮاﺑﺮ ﺑﺎ ﻧﻤﺎي ﻫﺮﺳﺖ اﺳﺖ ﮐﻪ داراي ﺷﯿﺐ ﻣﺜﺒﺖ اﺳﺖ. ﻣﻘﺪار ﺑﺎزه ﻧﻮﺳﺎﻧﯽ ﻧﺴﺒﺖ ﺑﻪ ﻧﻤﺎي ﻫﺮﺳﺖدرﺷﺎﺧﺺ ﺑﻮرس ﺗﻬﺮان ﮐﻪ ﻧﻮﺳﺎنﻫﺎي ﻣﻨﻔﯽ داراي ﻧﻤﺎي ﻫﺮﺳﺖ ﺑﯿﺸﺘﺮ ﮐﻪ ﻣﺜﺒﺖ ﺷﺪن ﻧﻮﺳﺎنﻫﺎ ﻧﻤﺎي ﻫﺮﺳﺖ ﮐﺎﻫﺶ ﭘﯿﺪا ﻣﯽ ﮐﻨﺪ.ﻣﻘﺪار ﺑﺎزه ﻧﻮﺳﺎﻧﯽ ﻧﺴﺒﺖ ﺑﻪ ﻧﻤﺎي ﻫﺮﺳﺖ در ﺑﯿﺖ ﮐﻮﯾﻦ ﮐﻪ ﻧﻮﺳﺎنﻫﺎي ﻣﻨﻔﯽ داراي ﻧﻤﺎي ﻫﺮﺳﺖ ﺑﯿﺸﺘﺮ ﮐﻪ ﻣﺜﺒﺖ ﺷﺪن ﻧﻮﺳﺎنﻫﺎ ﻧﻤﺎي ﻫﺮﺳﺖ ﮐﺎﻫﺶ ﭘﯿﺪا ﻣﯽﮐﻨﺪ ﮐﻪ ﺑﻪ ﺻﻮرت ﺗﺮﻧﺪ ﻧﺰوﻟﯽ ﺧﻄﯽ ﻣﺜﻞ ﺷﺎﺧﺺ ﺑﻮرس ﺗﻬﺮان ﺗﻐﯿﯿﺮ رﻓﺘﺎر ﻧﻤﯽدﻫﺪ.

At the article, the timing of the stock and futures markets and its impact on the returns of the markets using a fractal approach. Statistical analysis of the robust, unbiased statistical analysis of the return-to-full-year and full-market returns in market 4 is performed.juan Hovanovski There is. Has been reviewed. Based on the results of the two cycles of 1397-1979, a strong market and a raw market in the time horizon. It also has a maximum of 2 times the sum of the diagram is equal to the sharp point that it has. The fluctuating amount of money also comes to a heed The high-speed stock exchange with my fluctuations has a more vivid look at the fluctuations of the fluctuations. The value of the fluctuations in the fluctuations in the fluctuations in the fluctuations of the fluctuations in the fluctuations.