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Pricing cryptocurrencies: Modelling the ETHBTC spot-quotient variation as a d...
The ETHBTC Spot-quotient variation is calculated using the formula: ln (ETHBTC [ i])âln (ETHUSDT [i]/BTCUSDT [i]) -
Ornstein-Uhlenbeck process
The dataset used in the paper is an Ornstein-Uhlenbeck process, which is a type of diffusion process. -
Synthetic Data
The dataset used in the paper is a synthetic dataset for off-policy contextual bandits, with contexts x â X, a finite set of actions A, and bounded real rewards r â A â [0, 1].