Témata prací (Výběr práce)Témata prací (Výběr práce)(verze: 341)
Detail práce
   Přihlásit přes CAS
Bitcoin as a leader of crypto-currencies: A predictability study
Název práce v češtině: Bitcoin jakožto leader kryptoměn:
predikční studie
Název v anglickém jazyce: Bitcoin as a leader of crypto-currencies:
A predictability study
Klíčová slova: Kryptoměna, Bitcoin, Litecoin, Ripple, Peercoin, Dogecoin, altcoin, kauzalita, předvídatelnost, predikce.
Klíčová slova anglicky: Crypto-currency, Bitcoin, Litecoin, Ripple, Peercoin, Dogecoin, altcoin, causality, predictability, forecast.
Akademický rok vypsání: 2013/2014
Typ práce: bakalářská práce
Jazyk práce: angličtina
Ústav: Institut ekonomických studií (23-IES)
Vedoucí / školitel: prof. PhDr. Ladislav Krištoufek, Ph.D.
Řešitel: skrytý - zadáno vedoucím/školitelem
Datum přihlášení: 22.04.2014
Datum zadání: 22.04.2014
Datum a čas obhajoby: 16.06.2015 08:00
Místo konání obhajoby: IES
Datum odevzdání elektronické podoby:15.05.2015
Datum proběhlé obhajoby: 16.06.2015
Oponenti: PhDr. Mgr. Jiří Skuhrovec, Ph.D.
 
 
 
Kontrola URKUND:
Předběžná náplň práce
Description of the topic:

Bitcoin – the mysterious crypto-currency that made a lot people incredibly rich after reaching the peak in November 2013 but recently losing its value. Can we expect another rocket of bitcoin or is it going to slowly disappear? I would like to reveal some possible relationships useful for prediction of such a development using econometric analysis of current panel data. Secondly, I would like to take a look at the other crypto-currencies protocols, namely Litecoin, Peercoin and Nxt, hidden in the shadow of Bitcoin, but still with a market cap about $ 400.000.000. To what extent are they following the movement of its leader?


Hypotheses:

1. Is the bitcoin predictable using standard financial series analysis?
2. Do the other crypto-currencies follow the movements of the bitcoin price?


Methodology:

The thesis will use financial econometrics methods to reveal and analyse possible relationships between corresponding panel data having impact on the future development of the analysed crypto-currencies.


Outline:

1. Introduction
2. Definitions and Historical Data Analysis
2.1. Bitcoin
2.2 Other Crypto-Currencies
3. Literature Review
4. Methodology
5. Models
6. Results Analysis
7. Conclusion


Core bibliography:

1. WOOLDRIDGE, Jeffrey M. (2002). Econometric analysis of cross section and panel data. Cambridge, Mass.: MIT Press, 752 p. ISBN 02-622-3219-7.
2. CIPRA, Tomáš. (2008). Finanční ekonometrie. 1st ed. Ekopress, 538 p. ISBN 978-80-86929-43-9.
3. DORIT, R. and SHAMIR, A. (2012). Quantitative Analysis of the Full Bitcoin Transaction Graph. [online] Available at: http://eprint.iacr.org/2012/584.pdf.
4. STEVENSON, John.(2013). Bitcoins, litecoins, what coins?: A global phenomenon [online]. John Stevenson Publishing, 74 p. Available at: https://play.google.com/store/books
5. Coinmarketcap.com, (2014). Crypto-Currency Market Capitalizations | Bitcoin Litecoin Peercoin Nxt and more.... [online] Available at: http://coinmarketcap.com/
Předběžná náplň práce v anglickém jazyce
Description of the topic:

Bitcoin – the mysterious crypto-currency that made a lot people incredibly rich after reaching the peak in November 2013 but recently losing its value. Can we expect another rocket of bitcoin or is it going to slowly disappear? I would like to reveal some possible relationships useful for prediction of such a development using econometric analysis of current panel data. Secondly, I would like to take a look at the other crypto-currencies protocols, namely Litecoin, Peercoin and Nxt, hidden in the shadow of Bitcoin, but still with a market cap about $ 400.000.000. To what extent are they following the movement of its leader?


Hypotheses:

1. Is the bitcoin predictable using standard financial series analysis?
2. Do the other crypto-currencies follow the movements of the bitcoin price?


Methodology:

The thesis will use financial econometrics methods to reveal and analyse possible relationships between corresponding panel data having impact on the future development of the analysed crypto-currencies.


Outline:

1. Introduction
2. Definitions and Historical Data Analysis
2.1. Bitcoin
2.2 Other Crypto-Currencies
3. Literature Review
4. Methodology
5. Models
6. Results Analysis
7. Conclusion


Core bibliography:

1. WOOLDRIDGE, Jeffrey M. (2002). Econometric analysis of cross section and panel data. Cambridge, Mass.: MIT Press, 752 p. ISBN 02-622-3219-7.
2. CIPRA, Tomáš. (2008). Finanční ekonometrie. 1st ed. Ekopress, 538 p. ISBN 978-80-86929-43-9.
3. DORIT, R. and SHAMIR, A. (2012). Quantitative Analysis of the Full Bitcoin Transaction Graph. [online] Available at: http://eprint.iacr.org/2012/584.pdf.
4. STEVENSON, John.(2013). Bitcoins, litecoins, what coins?: A global phenomenon [online]. John Stevenson Publishing, 74 p. Available at: https://play.google.com/store/books
5. Coinmarketcap.com, (2014). Crypto-Currency Market Capitalizations | Bitcoin Litecoin Peercoin Nxt and more.... [online] Available at: http://coinmarketcap.com/
 
Univerzita Karlova | Informační systém UK