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Record W2597630227

Bitcoin Value Analysis Based on Cross-Correlations

2017· article· en· W2597630227 on OpenAlexvenueno aff
Savvas Vassiliadis, Perikles Papadopoulos, Maria Rangoussi, Tomaz Konieczny, Jacek Gralewski

Bibliographic record

VenueThe Journal of Internet Banking and Commerce · 2017
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsCryptocurrencyCurrencyComputer scienceValue (mathematics)Stock (firearms)Relation (database)Virtual currencyInterest rateEconometricsEconomicsMacroeconomicsData miningComputer security
DOInot available

Abstract

fetched live from OpenAlex

Bitcoin is attracting a steadily increasing interest since its first appearance in 2008. Bitcoin price forecasting would be of great practical interest given its role as a relatively new virtual “currency”. This presupposes the modeling and verification of some kind of relation, causal or not, connecting bitcoin price to other “established” factors of economic interest. Towards this goal, cross-correlation analysis is used in this work to investigate relations between bitcoin price and a set of other factors of economic interest. The years 2013 to 2015 are selected as the temporal basis of this research, because earlier bitcoin prices were practically zero. Results reveal a strong correlation between bitcoin and stock market indices or other economical factor values. SWOT analysis for bitcoin is carried out for the same period of time, based on cross-correlation as well as on existing research results. Bitcoin is seen to possess more benefits than risks, while its strong temporal correlations with other economic indices or prices constitute an opportunity to be further explored towards the goal of bitcoin price forecasting.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.003
metaresearch head score (Gemma)0.013
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.009
Threshold uncertainty score0.015

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0030.013
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0090.006
Science and technology studies0.0000.000
Scholarly communication0.0020.002
Open science0.0010.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0040.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.031
GPT teacher head0.275
Teacher spread0.244 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations30
Published2017
Admission routes1
Has abstractyes

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