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2023, Vol. 8, Issue 2, Part B

Measuring value at risk of cryptocurrency using quantum harmonic oscillator


Author(s): Atman Bhatt and Ravi Gor

Abstract:
Cryptocurrency, also known as crypto is a type of digital currency that operates as an exchange mechanism over a computer network and is not supported or maintained by any governing authority. Compared to other equities and bonds, the price of crypto-currencies is highly volatile in nature. Its fluctuations are highly influenced by supply and demand, sentiments of investors and media hype. This paper introduces quantum harmonic oscillator model to measure the value at risk for the fix amount of investment to identify the maximum risk behaviour of cryptocurrency.


DOI: 10.22271/maths.2023.v8.i2b.966

Pages: 113-116 | Views: 185 | Downloads: 11

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How to cite this article:
Atman Bhatt, Ravi Gor. Measuring value at risk of cryptocurrency using quantum harmonic oscillator. Int J Stat Appl Math 2023;8(2):113-116. DOI: 10.22271/maths.2023.v8.i2b.966
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