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

@article{Gerlach2019DissectionOB,
  title={Dissection of Bitcoin’s multiscale bubble history from January 2012 to February 2018},
  author={Jan-Christian Gerlach and Guilherme Demos and Didier Sornette},
  journal={Royal Society Open Science},
  year={2019},
  volume={6}
}
  • Jan-Christian Gerlach, Guilherme Demos, Didier Sornette
  • Published in Royal Society Open Science 2019
  • Medicine, Computer Science, Economics, Biology
  • 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 decrease (drawdowns). In combination with the Lagrange Regularization Method for detecting the beginning of a new market regime, we identify three major peaks and 10 additional smaller peaks, that have… CONTINUE READING
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