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Pregled bibliografske jedinice broj: 1242292

Inferring Short-Term Volatility Indicators from the Bitcoin Blockchain

Antulov-Fantulin, Nino; Tolic, Dijana; Piskorec, Matija; Ce, Zhang; Vodenska, Irena
Inferring Short-Term Volatility Indicators from the Bitcoin Blockchain // Complex Networks and Their Applications VII
Cambridge, Ujedinjeno Kraljevstvo: Springer, 2018. str. 508-520 doi:10.1007/978-3-030-05414-4_41 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)

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Naslov
Inferring Short-Term Volatility Indicators from the Bitcoin Blockchain

Autori
Antulov-Fantulin, Nino ; Tolic, Dijana ; Piskorec, Matija ; Ce, Zhang ; Vodenska, Irena

Vrsta, podvrsta i kategorija rada
Radovi u zbornicima skupova, cjeloviti rad (in extenso), znanstveni

Izvornik
Complex Networks and Their Applications VII / - : Springer, 2018, 508-520

Skup
Complex Networks 2018

Mjesto i datum
Cambridge, Ujedinjeno Kraljevstvo, 11.12.2018. - 13.12.2018

Vrsta sudjelovanja
Predavanje

Vrsta recenzije
Međunarodna recenzija

Ključne riječi
Financial networks ; Machine learning ; Bitcoin ; Blockchain

Sažetak
In this paper, we study the possibility of inferring early warning indicators (EWIs) for periods of extreme bitcoin price volatility using features obtained from Bitcoin daily transaction graphs. We infer the low-dimensional representations of transaction graphs in the time period from 2012 to 2017 using Bitcoin blockchain, and demonstrate how these representations can be used to predict extreme price volatility events. Our EWI, which is obtained with a non-negative decomposition, contains more predictive information than those obtained with singular value decomposition or scalar value of the total Bitcoin transaction volume.

Izvorni jezik
Engleski

Znanstvena područja
Interdisciplinarne prirodne znanosti, Računarstvo, Interdisciplinarne tehničke znanosti



POVEZANOST RADA

Profili:

Avatar Url Dijana Tolić (autor)

Avatar Url Nino Antulov-Fantulin (autor)

Avatar Url Matija Piškorec (autor)

Poveznice na cjeloviti tekst rada:

doi arxiv.org link.springer.com

Citiraj ovu publikaciju:

Antulov-Fantulin, Nino; Tolic, Dijana; Piskorec, Matija; Ce, Zhang; Vodenska, Irena
Inferring Short-Term Volatility Indicators from the Bitcoin Blockchain // Complex Networks and Their Applications VII
Cambridge, Ujedinjeno Kraljevstvo: Springer, 2018. str. 508-520 doi:10.1007/978-3-030-05414-4_41 (predavanje, međunarodna recenzija, cjeloviti rad (in extenso), znanstveni)
Antulov-Fantulin, N., Tolic, D., Piskorec, M., Ce, Z. & Vodenska, I. (2018) Inferring Short-Term Volatility Indicators from the Bitcoin Blockchain. U: Complex Networks and Their Applications VII doi:10.1007/978-3-030-05414-4_41.
@article{article, author = {Antulov-Fantulin, Nino and Tolic, Dijana and Piskorec, Matija and Ce, Zhang and Vodenska, Irena}, year = {2018}, pages = {508-520}, DOI = {10.1007/978-3-030-05414-4\_41}, keywords = {Financial networks, Machine learning, Bitcoin, Blockchain}, doi = {10.1007/978-3-030-05414-4\_41}, title = {Inferring Short-Term Volatility Indicators from the Bitcoin Blockchain}, keyword = {Financial networks, Machine learning, Bitcoin, Blockchain}, publisher = {Springer}, publisherplace = {Cambridge, Ujedinjeno Kraljevstvo} }
@article{article, author = {Antulov-Fantulin, Nino and Tolic, Dijana and Piskorec, Matija and Ce, Zhang and Vodenska, Irena}, year = {2018}, pages = {508-520}, DOI = {10.1007/978-3-030-05414-4\_41}, keywords = {Financial networks, Machine learning, Bitcoin, Blockchain}, doi = {10.1007/978-3-030-05414-4\_41}, title = {Inferring Short-Term Volatility Indicators from the Bitcoin Blockchain}, keyword = {Financial networks, Machine learning, Bitcoin, Blockchain}, publisher = {Springer}, publisherplace = {Cambridge, Ujedinjeno Kraljevstvo} }

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