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

We present a detailed bubble analysis of the Bitcoin to US Dollar price dynamics from January 2012 to February 2018. We introduce a robust automatic peak detection method that classifies price time series into periods of uninterrupted market growth (drawups) and regimes of uninterrupted market decre...

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Bibliographic Details
Main Authors: J. C. Gerlach, G. Demos, D. Sornette
Format: Article
Language:English
Published: The Royal Society 2019-07-01
Series:Royal Society Open Science
Subjects:
Online Access:https://royalsocietypublishing.org/doi/pdf/10.1098/rsos.180643