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dc.contributor.authorArratia Quesada, Argimiro Alejandro
dc.contributor.authorLópez Barrantes, Albert
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament de Ciències de la Computació
dc.identifier.citationArratia, A.; López, A. Do Google Trends forecast bitcoins? Stylized facts and statistical evidence. A: International Conference on Time Series and Forecasting. "ITISE 2019 : International Conference on Time Series and Forecasting : proceedings of papers". 2019, p. 331-342.
dc.description.abstractIn early 2018 Bitcoin prices peaked at USD 20,000 and, almost two years later, we still continue debating if cryptocurrencies can actually become a currency for the everyday life or not. From the economic point of view, and playing in the field of behavioral finance, this paper analyses the relation between Bitcoin prices and the search interest on "Bitcoin" since 2014. We questioned the forecasting ability of Google Bitcoin Trends for the behavior of Bitcoin price by performing linear and nonlinear dependency tests, and exploring performance of ARIMA and Neural Network models enhanced with this social sentiment indicator. Our analyses and models are founded upon a set of statistical properties common to financial returns that we establish for Bitcoin, Ethereum, Ripple and Litecoin.
dc.format.extent12 p.
dc.subjectÀrees temàtiques de la UPC::Informàtica
dc.subject.lcshNeural networks (Computer science)
dc.subject.otherGoogle Trends
dc.subject.otherNeural Networks
dc.titleDo Google Trends forecast bitcoins? Stylized facts and statistical evidence
dc.typeConference report
dc.subject.lemacXarxes neuronals (Informàtica)
dc.contributor.groupUniversitat Politècnica de Catalunya. LARCA - Laboratori d'Algorísmia Relacional, Complexitat i Aprenentatge
dc.identifier.dlGr 1209-2019
dc.description.peerreviewedPeer Reviewed
dc.rights.accessOpen Access
dc.description.versionPostprint (author's final draft)
local.citation.authorArratia, A.; López, A.
local.citation.contributorInternational Conference on Time Series and Forecasting
local.citation.publicationNameITISE 2019 : International Conference on Time Series and Forecasting : proceedings of papers

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