Bitcoin risk modeling with blockchain graphs

【Author】 Akcora, Cuneyt Gurcan; Dixon, Matthew F.; Gel, Yulia R.; Kantarcioglu, Murat

【Source】ECONOMICS LETTERS

【影响因子】1.469

【Abstract】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.

【Keywords】Cryptocurrencies; Graph analysis; Forecasting; Financial risk; ICOs

【发表时间】2018 DEC

【收录时间】2022-01-02

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