KRIPTOAKTIVLAR (BITCOIN, ETHEREUM) NARXINING MATEMATIK MODELLARI VA VOLATILLIK TAHLILI
Keywords:
Kalit so‘zlar: kriptoaktivlar, Bitcoin, Ethereum, volatillik, GARCH, stokastik differensial tenglamalar, sakrash-diffuziya, fraktal tahlil, Hurst ko‘rsatkichi, LSTM, O‘zbekiston.Abstract
Annotatsiya: Mazkur ilmiy maqolada kriptoaktivlar (Bitcoin va Ethereum)
narxining matematik modellari va volatillik tahlili tizimli ravishda yoritilgan. Stokastik
differensial tenglamalar (Geometrik Brown harakati, sakrash-diffuziya modellari,
Heston modeli), GARCH turkum modellari (GARCH, EGARCH, GJR-GARCH,
FIGARCH), fraktal tahlil (Hurst ko‘rsatkichi, fraksional Brown harakati) va sun’iy
intellekt usullari (LSTM, Transformer) batafsil tahlil qilingan. Bitcoin va Ethereum
narxining asosiy statistik xususiyatlari (og‘ir quyruqlilik, volatillik klasterlashuvi,
uzluksiz va sakrash komponentlari) o‘rganilgan. O‘zbekiston misolida kriptoaktivlar
bo‘yicha huquqiy bazaning rivojlanishi va mumkin bo‘lgan iqtisodiy ta’sirlari
baholangan. Maqola ilmiy tadqiqotchilar, moliyachilar va raqamli iqtisodiyot
mutaxassislari uchun mo‘ljallangan.
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