Bitcoin risk modeling with blockchain graphs

被引：28
|
作者：
Akcora, Cuneyt Gurcan [1 ]
Dixon, Matthew F. [2 ]
Gel, Yulia R. [3 ]
Kantarcioglu, Murat [1 ]
机构：
[1] Univ Texas Dallas, Data Secur & Privacy Lab, Richardson, TX 75083 USA
[2] IIT, Stuart Sch Business, Finance & Stat, 565 W Adams St, Chicago, IL 60646 USA
[3] Univ Texas Dallas, Dept Math Sci, Richardson, TX 75083 USA
来源：
ECONOMICS LETTERS | 2018年 / 173卷
基金：
美国国家科学基金会;
关键词：
Cryptocurrencies; Graph analysis; Forecasting; Financial risk; ICOs;
D O I：
10.1016/j.econlet.2018.07.039
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
A key challenge for Bitcoin cryptocurrency holders is managing FX risk. We identify certain sub-graphs ('chainlets') which exhibit predictive influence on Bitcoin price and volatility and characterize the types of chainlets that signify extreme losses. (C) 2018 Published by Elsevier B.V.
引用
收藏
页码：138 / 142
页数：5
相关论文
共 50 条
  • [1] Modeling of Bitcoin's Blockchain Delivery Network
    Misic, Jelena
    Misic, Vojislav B.
    Chang, Xiaolin
    Motlagh, Saeideh Gholamrezazadeh
    Ali, M. Zulfiker
    IEEE TRANSACTIONS ON NETWORK SCIENCE AND ENGINEERING, 2020, 7 (03): : 1368 - 1381
  • [2] Modeling and analysis of block arrival times in the Bitcoin blockchain
    Bowden, R.
    Keeler, H. P.
    Krzesinski, A. E.
    Taylor, P. G.
    STOCHASTIC MODELS, 2020, 36 (04) : 602 - 637
  • [3] Bitcoin: Bubble or Blockchain
    Godsiff, Philip
    AGENT AND MULTI-AGENT SYSTEMS: TECHNOLOGIES AND APPLICATIONS, 2015, 38 : 191 - 203
  • [4] Blockchain Beyond Bitcoin
    Underwood, Sarah
    COMMUNICATIONS OF THE ACM, 2016, 59 (11) : 15 - 17
  • [5] Cryptocurrencies (Bitcoin) and Blockchain
    Garcia-Bringas, Pablo
    Psaila, Giuseppe
    DYNA, 2018, 93 (02): : 126 - 128
  • [6] Inside Blockchain and Bitcoin
    Fernandez-Vazquez, Simon
    Rosillo, Rafael
    Priore, Paolo
    Fernandez, Isabel
    Gomez, Alberto
    Parreno, Jose
    ADVANCES IN ARTIFICIAL INTELLIGENCE AND APPLIED COGNITIVE COMPUTING, 2021, : 905 - 911
  • [7] Does blockchain patent-development influence Bitcoin risk?
    Hu, Yang
    Hou, Yang
    Oxley, Les
    Corbet, Shaen
    JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY, 2021, 70
  • [8] Bitcoin blockchain: Participants typology
    Glotov, Vladimir I.
    Mikhaylov, Dmitri M.
    Yurov, Alexey A.
    Uglov, Dmitri O.
    Taranov, Maxim V.
    AMAZONIA INVESTIGA, 2019, 8 (21): : 243 - 251
  • [9] Bitcoin Blockchain Steganographic Analysis
    Giron, Alexandre Augusto
    Martina, Jean Everson
    Custodio, Ricardo
    APPLIED CRYPTOGRAPHY AND NETWORK SECURITY WORKSHOPS, ACNS 2020, 2020, 12418 : 41 - 57
  • [10] Bitcoin Blockchain Transactions Visualization
    Shrestha, Ajay Kumar
    Vassileva, Julita
    2018 INTERNATIONAL CONFERENCE ON CLOUD COMPUTING, BIG DATA AND BLOCKCHAIN (ICCBB 2018), 2018, : 102 - 107
12345