| Project/Area Number |
19K01738
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Review Section |
Basic Section 07060:Money and finance-related
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| Research Institution | International Christian University |
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Principal Investigator |
PICHL Lukas 国際基督教大学, 教養学部, 上級准教授 (10343394)
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| Project Period (FY) |
2019-04-01 – 2022-03-31
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| Project Status |
Granted (Fiscal Year 2019)
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| Budget Amount *help |
¥3,250,000 (Direct Cost: ¥2,500,000、Indirect Cost: ¥750,000)
Fiscal Year 2021: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2020: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2019: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
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| Keywords | cryptocurrency analysis / deep learning / extreme event prediction / machine learning |
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| Outline of Research at the Start |
In economics, Bitcoin is an asset that is difficult to categorize: on one hand, it has the features of a currency, providing anonymous transaction opportunities, on the other hand, legislation in various countries considers it a digital commodity. Bitcoin prices are known to wildly fluctuate, offering high profits as well as substantial losses within a short period of time. The key scientific question we study here is about the market efficiency and volatility prediction, i.e. whether we can predict them by any algorithm, especially using machine learning and recent deep learning algorithms.
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