Bitcoin risk modeling with blockchain graphs
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DOI: 10.1016/j.econlet.2018.07.039
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References listed on IDEAS
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Cited by:
- Aurelio F. Bariviera & Ignasi Merediz‐Solà, 2021.
"Where Do We Stand In Cryptocurrencies Economic Research? A Survey Based On Hybrid Analysis,"
Journal of Economic Surveys, Wiley Blackwell, vol. 35(2), pages 377-407, April.
- Aurelio F. Bariviera & Ignasi Merediz-Sol`a, 2020. "Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis," Papers 2003.09723, arXiv.org.
- Xiao Fan Liu & Xin-Jian Jiang & Si-Hao Liu & Chi Kong Tse, 2020. "Knowledge Discovery in Cryptocurrency Transactions: A Survey," Papers 2010.01031, arXiv.org.
- Kurbucz, Marcell Tamás, 2019. "Predicting the price of Bitcoin by the most frequent edges of its transaction network," Economics Letters, Elsevier, vol. 184(C).
- Matthew F. Dixon & Cuneyt Gurcan Akcora & Yulia R. Gel & Murat Kantarcioglu, 2019. "Blockchain analytics for intraday financial risk modeling," Digital Finance, Springer, vol. 1(1), pages 67-89, November.
- Thomas E. Koker & Dimitrios Koutmos, 2020. "Cryptocurrency Trading Using Machine Learning," JRFM, MDPI, vol. 13(8), pages 1-7, August.
- Rico-Peña, Juan Jesús & Arguedas-Sanz, Raquel & López-Martin, Carmen, 2023. "Models used to characterise blockchain features. A systematic literature review and bibliometric analysis," Technovation, Elsevier, vol. 123(C).
- Almeida, José & Gonçalves, Tiago Cruz, 2023. "A systematic literature review of investor behavior in the cryptocurrency markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
- Yufang Wang & Haiyan Wang, 2020. "Using Networks and Partial Differential Equations to Predict Bitcoin Price," Papers 2001.03099, arXiv.org.
- Nikolaos A. Kyriazis, 2021. "A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets," JRFM, MDPI, vol. 14(7), pages 1-46, June.
- Apergis, Nicholas & Koutmos, Dimitrios & Payne, James E., 2021. "Convergence in cryptocurrency prices? the role of market microstructure," Finance Research Letters, Elsevier, vol. 40(C).
- Samuel W. Akingbade & Marian Gidea & Matteo Manzi & Vahid Nateghi, 2023. "Why Topological Data Analysis Detects Financial Bubbles?," Papers 2304.06877, arXiv.org.
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More about this item
Keywords
Cryptocurrencies; Graph analysis; Forecasting; Financial risk; ICOs;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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