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dc.contributor.authorAntulov-Fantulin, Ninoen_US
dc.contributor.authorTolic, Dijanaen_US
dc.contributor.authorPiskorec, Matijaen_US
dc.contributor.authorCe, Zhangen_US
dc.contributor.authorVodenska, Irenaen_US
dc.date.accessioned2019-11-13T14:35:52Z
dc.date.available2019-11-13T14:35:52Z
dc.date.issued2019
dc.identifier.citationNino Antulov-Fantulin, Dijana Tolic, Matija Piskorec, Zhang Ce, Irena Vodenska. 2019. "Inferring Short-Term Volatility Indicators from the Bitcoin Blockchain." pp. 508 - 520. https://doi.org/10.1007/978-3-030-05414-4_41
dc.identifier.issn1860-949X
dc.identifier.issn1860-9503
dc.identifier.urihttps://hdl.handle.net/2144/38486
dc.description.abstractIn 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.en_US
dc.format.extent508 - 520en_US
dc.publisherSpringer International Publishingen_US
dc.subjectFinancial networksen_US
dc.subjectMachine learningen_US
dc.subjectBitcoinen_US
dc.subjectBlockchainen_US
dc.subjectCryptocurrencyen_US
dc.subjectArtificial intelligence & image processingen_US
dc.titleInferring short-term volatility indicators from the Bitcoin blockchainen_US
dc.typeArticleen_US
dc.description.versionAccepted manuscripten_US
dc.identifier.doi10.1007/978-3-030-05414-4_41
pubs.elements-sourcecrossrefen_US
pubs.notesEmbargo: Not knownen_US
pubs.organisational-groupBoston Universityen_US
pubs.organisational-groupBoston University, Metropolitan Collegeen_US
pubs.publication-statusPublisheden_US
dc.date.online2018-12-05
dc.identifier.orcid0000-0003-1183-7941 (Vodenska, Irena)
dc.identifier.mycv399205


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