Time evolution of the chaos intensity of cryptocurrencies

This work analyses the chaos intensities of the ten cryptocurrencies with larger Volumes in American Dollars from time series in reconstructed phase spaces. In the first step, the routine reveals the chaotic dynamics for the prices in Dollars and Euros and the stochastic behaviour of the financial returns by the quantifiers of chaos and diagrams. The collection of the chaos intensities covers periods before, during and after the COVID-19 health public global crisis and the Russia–Ukraine military conflict. It permits the evaluation of changes in the statistics of chaos measured in these critical times. The statistical methods used to analyse the association between cryptocurrencies are the Spearman Rank Correlation and the Two-Sample T-Test for quotations in dollars and euros. The findings include the statistical evidence against the absence of a correlation between several cryptocurrencies, the maximum chaos intensity during the COVID-19 pandemic and the exception, the insignificance of the Russia-Ukraine conflict in the chaos intensities for all prices studied, and p values in favour of equality of the means of chaos measures in Dollar and Euro.