论文标题
了解加密趋势趋势相关性
Understanding Cryptocoins Trends Correlations
论文作者
论文摘要
加密币（也称为加密货币）是可交易的数字资产。值得注意的例子包括比特币，以太和莱特币。加密蛋白的所有权已在分布式分类帐（即区块链）上注册。安全的加密技术保证了交易的安全性（跨所有者的硬币转移），并注册到分类帐中。加密货币被换成特定的交易价格。尽管历史表明，这种交易价格在所有不同的加密资源集中的极端波动，但尚不清楚不同加密蛋白的交易价格之间是否存在密切的关系。主要的硬币交易所（即Coinbase）为硬币所有者提供趋势相关指标，建议可能的收购或出售。但是，这些相关性在很大程度上仍然没有验证。在本文中，我们通过研究了两年的时间来调查其硬币价格相关性趋势，从而阐明了各种加密蛋白的趋势相关性。我们的实验结果表明，主硬币（以太坊，比特币）和Alt-Coins之间的相关模式很强。我们认为，我们的研究可以支持加密蛋白的时间序列建模的预测技术。我们将数据集和代码释放到研究界。
Crypto-coins (also known as cryptocurrencies) are tradable digital assets. Notable examples include Bitcoin, Ether and Litecoin. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption techniques guarantee the security of the transactions (transfers of coins across owners), registered into the ledger. Cryptocoins are exchanged for specific trading prices. While history has shown the extreme volatility of such trading prices across all different sets of crypto-assets, it remains unclear what and if there are tight relations between the trading prices of different cryptocoins. Major coin exchanges (i.e., Coinbase) provide trend correlation indicators to coin owners, suggesting possible acquisitions or sells. However, these correlations remain largely unvalidated. In this paper, we shed lights on the trend correlations across a large variety of cryptocoins, by investigating their coin-price correlation trends over a period of two years. Our experimental results suggest strong correlation patterns between main coins (Ethereum, Bitcoin) and alt-coins. We believe our study can support forecasting techniques for time-series modeling in the context of crypto-coins. We release our dataset and code to reproduce our analysis to the research community.
