Dissection of Bitcoin’s multiscale bubble history from January 2012 to February 2018

Comparing nested data sets and objectively determining financial bubbles’ inceptions

(2019) G. Demos et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Are Bitcoin bubbles predictable? Combining a generalized Metcalfe’s Law and the Log-Periodic Power Law Singularity model

(2019) Spencer Wheatley et al.   Royal Society Open Science

Scaling properties of extreme price fluctuations in Bitcoin markets

(2018) Stjepan Begušić et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Classification of cryptocurrency coins and tokens by the dynamics of their market capitalizations

(2018) Ke Wu et al.   Royal Society Open Science

Micro-foundation using percolation theory of the finite time singular behavior of the crash hazard rate in a class of rational expectation bubbles

(2016) Maximilian Seyrich et al.   INTERNATIONAL JOURNAL OF MODERN PHYSICS C

Early Warning Signals of Financial Crises with Multi-Scale Quantile Regressions of Log-Periodic Power Law Singularities

(2016) Qun Zhang et al.   PLoS One

Birth or burst of financial bubbles: which one is easier to diagnose?

(2016) G. Demos et al.   QUANTITATIVE FINANCE

Power law scaling and “Dragon-Kings” in distributions of intraday financial drawdowns

(2015) Vladimir Filimonov et al.   CHAOS SOLITONS & FRACTALS

Social signals and algorithmic trading of Bitcoin

(2015) David Garcia et al.   Royal Society Open Science

Why Do Markets Crash? Bitcoin Data Offers Unprecedented Insights

(2015) Jonathan Donier et al.   PLoS One

The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy

(2014) D. Garcia et al.   Journal of the Royal Society Interface

BitCoin meets Google Trends and Wikipedia: Quantifying the relationship between phenomena of the Internet era

(2013) Ladislav Kristoufek   Scientific Reports

Optimal Detection of Changepoints With a Linear Computational Cost

(2012) R. Killick et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Prediction accuracy and sloppiness of log-periodic functions

(2011) David S. Brée et al.   QUANTITATIVE FINANCE