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
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