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Related papers: Real-time Prediction of Bitcoin Bubble Crashes

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Uncertainty propagation of large scale discrete supply chains can be prohibitive when a large number of events occur during the simulated period and discrete event simulations (DES) are costly. We present a time bucket method to approximate…

Computation · Statistics 2019-01-17 Nai-Yuan Chiang , Yinqing Lin , Quan Long

Crashes have fascinated and baffled many canny observers of financial markets. In the strict orthodoxy of the efficient market theory, crashes must be due to sudden changes of the fundamental valuation of assets. However, detailed empirical…

Trading and Market Microstructure · Quantitative Finance 2017-02-08 Jonathan Donier , Jean-Philippe Bouchaud

The Johansen-Ledoit-Sornette (JLS) model of rational expectation bubbles with finite-time singular crash hazard rates has been developed to describe the dynamics of financial bubbles and crashes. It has been applied successfully to a large…

General Finance · Quantitative Finance 2013-09-09 Didier Sornette , Ryan Woodard , Wanfeng Yan , Wei-Xing Zhou

In multivariate time series systems, it has been observed that certain groups of variables partially lead the evolution of the system, while other variables follow this evolution with a time delay; the result is a lead-lag structure amongst…

Machine Learning · Statistics 2022-01-21 Stefanos Bennett , Mihai Cucuringu , Gesine Reinert

Cryptocurrencies, such as Bitcoin, are becoming increasingly popular, having been widely used as an exchange medium in areas such as financial transaction and asset transfer verification. However, there has been a lack of solutions that can…

Computation and Language · Computer Science 2020-03-12 Shubhankar Mohapatra , Nauman Ahmed , Paulo Alencar

This work develops techniques for the sequential detection and location estimation of transient changes in the volatility (standard deviation) of time series data. In particular, we introduce a class of change detection algorithms based on…

Systems and Control · Computer Science 2017-12-29 Alireza Ahrabian , Nazli Farajidavar , Clive Cheong-Took , Payam Barnaghi

We study the information dynamics between the largest Bitcoin exchange markets during the bubble in 2017-2018. By analysing high-frequency market-microstructure observables with different information theoretic measures for dynamical…

Statistical Finance · Quantitative Finance 2022-05-04 Vaiva Vasiliauskaite , Fabrizio Lillo , Nino Antulov-Fantulin

Using a recently introduced rational expectation model of bubbles, based on the interplay between stochasticity and positive feedbacks of prices on returns and volatility, we develop a new methodology to test how this model classifies 9…

Statistical Mechanics · Physics 2009-11-10 J. V. Andersen , D Sornette

In light of micro-scale inefficiencies induced by the high degree of fragmentation of the Bitcoin trading landscape, we utilize a granular data set comprised of orderbook and trades data from the most liquid Bitcoin markets, in order to…

Trading and Market Microstructure · Quantitative Finance 2021-08-24 Jakob Albers , Mihai Cucuringu , Sam Howison , Alexander Y. Shestopaloff

The rise of cryptocurrencies like Bitcoin, which enable transactions with a degree of pseudonymity, has led to a surge in various illicit activities, including ransomware payments and transactions on darknet markets. These illegal…

Cryptography and Security · Computer Science 2023-06-16 Poupak Azad , Baris Coskunuzer , Murat Kantarcioglu , Cuneyt Gurcan Akcora

Oil price data have a complicated multi-scale structure that may vary with time. We use time-frequency analysis to identify the main features of these variations and, in particular, the regime shifts. The analysis is based on a…

Statistical Finance · Quantitative Finance 2019-05-01 Josselin Garnier , Knut Solna

Detection of power-law behavior and studies of scaling exponents uncover the characteristics of complexity in many real world phenomena. The complexity of financial markets has always presented challenging issues and provided interesting…

Statistical Finance · Quantitative Finance 2018-08-01 Stjepan Begušić , Zvonko Kostanjčar , H. Eugene Stanley , Boris Podobnik

Bitcoin and its decentralized computing paradigm for digital currency trading are one of the most disruptive technology in the 21st century. This paper presents a novel approach to developing a Bitcoin transaction forecast model,…

Social and Information Networks · Computer Science 2022-03-10 Wenqi Wei , Qi Zhang , Ling Liu

As the pioneer of blockchain technology, Bitcoin is the most popular cryptocurrency to date. Given its dramatic price spikes (and crashes) along with the never-ending news from SEC regulations to security breaches, there seems to be a lack…

Computers and Society · Computer Science 2020-06-04 Anthony Luo , Dianxiang Xu

Controller design faces a trade-off between robustness and performance, and the reliability of linear controllers has caused many practitioners to focus on the former. However, there is renewed interest in improving system performance to…

Optimization and Control · Mathematics 2012-08-07 Anil Aswani , Humberto Gonzalez , S. Shankar Sastry , Claire Tomlin

Financial fraud cases are on the rise even with the current technological advancements. Due to the lack of inter-organization synergy and because of privacy concerns, authentic financial transaction data is rarely available. On the other…

We study a rational expectation model of bubbles and crashes. The model has two components : (1) our key assumption is that a crash may be caused by local self-reinforcing imitation between noise traders. If the tendency for noise traders…

Condensed Matter · Physics 2007-05-23 Anders Johansen , Olivier Ledoit , Didier Sornette

Over the past decade, blockchain technology has attracted a huge attention from both industry and academia because it can be integrated with a large number of everyday applications of modern information and communication technologies (ICT).…

Cryptography and Security · Computer Science 2022-07-08 Muneeb Ul Hassan , Mubashir Husain Rehmani , Jinjun Chen

A hypothesis that the financial log-periodicity, cascading self-similarity through various time scales, carries signatures of a law is pursued. It is shown that the most significant historical financial events can be classified amazingly…

Statistical Mechanics · Physics 2009-11-07 S. Drozdz , F. Grummer , F. Ruf , J. Speth

The Bitcoin Lightning Network (BLN), a so-called "second layer" payment protocol, was launched in 2018 to scale up the number of transactions between Bitcoin owners. In this paper, we analyse the structure of the BLN over a period of 18…

Physics and Society · Physics 2020-09-08 Jian-Hong Lin , Kevin Primicerio , Tiziano Squartini , Christian Decker , Claudio J. Tessone