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Topic: Modeling the Historical Price of Bitcoin Long w/ sincx Morlet Wavelets... help? (Read 1383 times)

full member
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Stand on the shoulders of giants
I've been played a little bit with "Agent-based model" ...

You can try http://www.altreva.com/ , you can import cvs historical data and run simulations ..

Wink
newbie
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I don't think that the graph really fits. I know it would be sweet to try and find a magic formula to predict pricing trends but I personally believe the market is just very volatile and it makes the graph go a little nuts as a result. The trollboxes, numerous exchanges with slightly different currencies, and technical difficulties also are contributors to the hard to lay an equation to nature of bitcoin pricing trends.
full member
Activity: 358
Merit: 118
Google Keyword this expression:


100(1.01^x)+(90sin(x)+20sin(1.1x^2)+8sin(x^3))*(5*(((1.5)/(2(3.14)))^(1/2))*(2.77^((-1.5)/((2)*(x+0)))/((x+0)^(1/2))*(2.77^-((3.14)*(.12(x-.5))^2)



**zoom out**


roughly price in dollars and time in days beginning w/ April 2013 and "expecting" another parabolic event.


I posted that in the trollbox archive at btce after the April crash.   Seems we got another "parabolic event" Smiley

Thoughts?


Would like to build a model which includes April 2013 event, Dec 2013, and Aug 2012.

Any takers to help approximate?



Please post equations.




https://en.wikipedia.org/wiki/Morlet_wavelet
Quote
Morlet wavelet
From Wikipedia, the free encyclopedia


In mathematics, the Morlet wavelet (or Gabor wavelet)[1] is a wavelet composed of a complex exponential (carrier) multiplied by a Gaussian window (envelope). This wavelet is closely related to human perception, both hearing[2] and vision.[3]

In 1946, physicist Dennis Gabor, applying ideas from quantum physics, introduced the use of Gaussian-windowed sinusoids for time-frequency decomposition, which he referred to as atoms, and which provide the best trade-off between spatial and frequency resolution.[1] These are used in the Gabor transform, a type of short-time Fourier transform.[2] In 1984, Jean Morlet introduced Gabor's work to the seismology community and, with Goupillaud and Grossmann, modified it to keep the same wavelet shape over equal octave intervals, resulting in the first formalization of the continuous wavelet transform.[4] (See also Wavelet history)
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