Fourth Edition of the International Conference on Research in Applied Mathematics and Computer Science ICRAMCS 2022
 March 24-25-26, 2022
Online and Face-to-Face Conference

ICRAMCS, 4 (2022) | Proceedings ISSN: 2605-7700

Research Communication | Open Access
Volume 2022 | Communication ID 402
Modelling the adoption of Bitcoin by using the stochastic Weibull diffusion model
Oussama Rida, Ahmed Nafidi, Boujemaa Achchab
Academic Editor: Youssef EL FOUTAYENI
Received
Accepted
Published
January 31, 2022
March 03, 2339
April 15, 2339

Abstract: The goal of this study is to provide a new diffusion model for modelling S-shaped-type behavior patterns, [3], in which the mean function is proportional to the Weibull cumulative distribution function (CDF), see Bergman [1]. In addition, its transition density can be found explicitly, which allows to analyse inference from the discrete sampling of trajectories. The main characteristics of the process will be analysed and the maximum likelihood estimation of parameters will be performed through discrete sampling. In order to solve the likelihood equation, we propose a hybrid optimization ...