Related papers: Real-time Prediction of Bitcoin Bubble Crashes
Prediction of stock prices has been a crucial and challenging task, especially in the case of highly volatile digital currencies such as Bitcoin. This research examineS the potential of using neural network models, namely LSTMs and GRUs, to…
In modern business modeling and analytics, data monitoring plays a critical role. Nowadays, sophisticated models often rely on hundreds or even thousands of input variables. Over time, structural changes such as abrupt level shifts or trend…
This paper analyses the high-frequency intraday Bitcoin dataset from 2019 to 2022. During this time frame, the Bitcoin market index exhibited two distinct periods, 2019-20 and 2021-22, characterized by an abrupt change in volatility. The…
Every year, criminals launder billions of dollars acquired from serious felonies (e.g., terrorism, drug smuggling, or human trafficking) harming countless people and economies. Cryptocurrencies, in particular, have developed as a haven for…
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…
Bitcoin's price has been described as following a power law (PL) in time, $P \sim t^{\beta}$ with $\hat\beta \approx 5.7$ over 2010-2026. We test this claim using the Clauset-Shalizi-Newman protocol applied to Bitcoin's tail-relevant…
Cryptocurrencies, such as Bitcoin, are one of the most controversial and complex technological innovations in today's financial system. This study aims to forecast the movements of Bitcoin prices at a high degree of accuracy. To this aim,…
Cryptocurrency markets are characterized by extreme volatility, making accurate forecasts essential for effective risk management and informed trading strategies. Traditional deterministic (point) forecasting methods are inadequate for…
By investigating nonfungible tokens (NFTs), we provide the first systematic study of retail investor behavior through asset bubbles. Given that NFTs are recorded in public blockchains, we are able to track investor behavior over time,…
This work delves into presenting a probabilistic method for analyzing linear process data with weakly dependent innovations, focusing on detecting change-points in the mean and estimating its spectral density. We develop a test for…
There is a growing concern in recent years over the potential formation of bubbles in the Chinese real estate market. This paper aims to conduct a series of bubble diagnostic analysis over nine representative Chinese cities from two…
The Log-Periodic Power Law Singularity (LPPLS) model offers a general framework for capturing dynamics and predicting transition points in diverse natural and social systems. In this work, we present two calibration techniques for the LPPLS…
Sequences of random objects arise from many real applications, including high throughput omic data and functional imaging data. Those sequences are usually dependent, non-linear, or even Non-Euclidean, and an important problem is…
Cryptocurrencies have gained popularity across various sectors, especially in finance and investment. Despite their growing popularity, cryptocurrencies can be a high-risk investment due to their price volatility. The inherent volatility in…
We tested 45 indices and common stocks traded in the South African stock market for the possible existence of a bubble over the period from Jan. 2003 to May 2006. A bubble is defined by a faster-than-exponential acceleration with…
Cryptocoins (i.e., Bitcoin, Ether, Litecoin) are tradable digital assets. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption techniques guarantee the security of the transactions…
Bitcoin as a cryptocurrency has been one of the most important digital coins and the first decentralized digital currency. Deep neural networks, on the other hand, has shown promising results recently; however, we require huge amount of…
Bitcoin provides freshness properties by forming a blockchain where each block is associated with its timestamp and the previous block. Due to these properties, the Bitcoin protocol is being used as a decentralized, trusted, and secure…
Bitcoin is the most common cryptocurrency involved in cyber scams. Cybercriminals often utilize pseudonymity and privacy protection mechanism associated with Bitcoin transactions to make their scams virtually untraceable. The Ponzi scheme…
We introduce a mathematical criterion defining the bubbles or the crashes in financial market price fluctuations by considering exponential fitting of the given data. By applying this criterion we can automatically extract the periods in…