<> <http://www.w3.org/2000/01/rdf-schema#comment> "The repository administrator has not yet configured an RDF license."^^<http://www.w3.org/2001/XMLSchema#string> .
<> <http://xmlns.com/foaf/0.1/primaryTopic> <https://discovery.ucl.ac.uk/id/eprint/10062913> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Article> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://purl.org/dc/terms/title> "Predicting cryptocurrency price bubbles using social media data and epidemic modelling"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://purl.org/ontology/bibo/abstract> "Financial price bubbles have previously been linked with the epidemic-like spread of an investment idea; such bubbles are commonly seen in cryptocurrency prices. This paper aims to predict such bubbles for a number of cryptocurrencies using a hidden Markov model previously utilised to detect influenza epidemic outbreaks, based in this case on the behaviour of novel online social media indicators. To validate the methodology further, a trading strategy is built and tested on historical data. The resulting trading strategy outperforms a buy and hold strategy. The work demonstrates both the broader utility of epidemic-detecting hidden Markov models in the identification of bubble-like behaviour in time series, and that social media can provide valuable predictive information pertaining to cryptocurrency price movements."^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://purl.org/dc/terms/date> "2018-02-05" .
<https://discovery.ucl.ac.uk/id/document/794624> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Document> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://purl.org/ontology/bibo/volume> "2017" .
<https://discovery.ucl.ac.uk/id/org/ext-af0a9a5baed87c407844a3f5db44597c> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://xmlns.com/foaf/0.1/Organization> .
<https://discovery.ucl.ac.uk/id/org/ext-af0a9a5baed87c407844a3f5db44597c> <http://xmlns.com/foaf/0.1/name> "IEEE"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://purl.org/dc/terms/publisher> <https://discovery.ucl.ac.uk/id/org/ext-af0a9a5baed87c407844a3f5db44597c> .
<https://discovery.ucl.ac.uk/id/publication/ext-cfb1edc78bcf0e20fbd941f831698053> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Collection> .
<https://discovery.ucl.ac.uk/id/publication/ext-cfb1edc78bcf0e20fbd941f831698053> <http://xmlns.com/foaf/0.1/name> "2017 IEEE SYMPOSIUM SERIES ON COMPUTATIONAL INTELLIGENCE (SSCI)"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://purl.org/dc/terms/isPartOf> <https://discovery.ucl.ac.uk/id/publication/ext-cfb1edc78bcf0e20fbd941f831698053> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://purl.org/ontology/bibo/status> <http://purl.org/ontology/bibo/status/published> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://purl.org/dc/terms/creator> <https://discovery.ucl.ac.uk/id/person/ext-c13e6c7bdbcd02a13b3437349f2de7bd> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://purl.org/ontology/bibo/authorList> <https://discovery.ucl.ac.uk/id/eprint/10062913#authors> .
<https://discovery.ucl.ac.uk/id/eprint/10062913#authors> <http://www.w3.org/1999/02/22-rdf-syntax-ns#_1> <https://discovery.ucl.ac.uk/id/person/ext-c13e6c7bdbcd02a13b3437349f2de7bd> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://purl.org/dc/terms/creator> <https://discovery.ucl.ac.uk/id/person/ext-1425472f7b13b751873da365f32bde19> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://purl.org/ontology/bibo/authorList> <https://discovery.ucl.ac.uk/id/eprint/10062913#authors> .
<https://discovery.ucl.ac.uk/id/eprint/10062913#authors> <http://www.w3.org/1999/02/22-rdf-syntax-ns#_2> <https://discovery.ucl.ac.uk/id/person/ext-1425472f7b13b751873da365f32bde19> .
<https://discovery.ucl.ac.uk/id/person/ext-c13e6c7bdbcd02a13b3437349f2de7bd> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://xmlns.com/foaf/0.1/Person> .
<https://discovery.ucl.ac.uk/id/person/ext-c13e6c7bdbcd02a13b3437349f2de7bd> <http://xmlns.com/foaf/0.1/givenName> "RC"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/person/ext-c13e6c7bdbcd02a13b3437349f2de7bd> <http://xmlns.com/foaf/0.1/familyName> "Phillips"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/person/ext-c13e6c7bdbcd02a13b3437349f2de7bd> <http://xmlns.com/foaf/0.1/name> "RC Phillips"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/person/ext-1425472f7b13b751873da365f32bde19> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://xmlns.com/foaf/0.1/Person> .
<https://discovery.ucl.ac.uk/id/person/ext-1425472f7b13b751873da365f32bde19> <http://xmlns.com/foaf/0.1/givenName> "D"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/person/ext-1425472f7b13b751873da365f32bde19> <http://xmlns.com/foaf/0.1/familyName> "Gorse"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/person/ext-1425472f7b13b751873da365f32bde19> <http://xmlns.com/foaf/0.1/name> "D Gorse"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Article> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://purl.org/ontology/bibo/presentedAt> <https://discovery.ucl.ac.uk/id/event/ext-2a79e3386deaaa9fba3222af48db2dae> .
<https://discovery.ucl.ac.uk/id/event/ext-2a79e3386deaaa9fba3222af48db2dae> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/ontology/bibo/Conference> .
<https://discovery.ucl.ac.uk/id/event/ext-2a79e3386deaaa9fba3222af48db2dae> <http://purl.org/dc/terms/title> "2017 IEEE Symposium Series on Computational Intelligence (SSCI)"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/event/ext-2a79e3386deaaa9fba3222af48db2dae> <http://purl.org/NET/c4dm/event.owl#place> <https://discovery.ucl.ac.uk/id/location/ext-934aa60d2db6b1226eac52b13e26a68f> .
<https://discovery.ucl.ac.uk/id/event/ext-2a79e3386deaaa9fba3222af48db2dae> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://purl.org/NET/c4dm/event.owl#Event> .
<https://discovery.ucl.ac.uk/id/event/ext-2a79e3386deaaa9fba3222af48db2dae> <http://purl.org/NET/c4dm/event.owl#place> <https://discovery.ucl.ac.uk/id/location/ext-934aa60d2db6b1226eac52b13e26a68f> .
<https://discovery.ucl.ac.uk/id/location/ext-934aa60d2db6b1226eac52b13e26a68f> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://www.w3.org/2003/01/geo/wgs84_pos#SpatialThing> .
<https://discovery.ucl.ac.uk/id/location/ext-934aa60d2db6b1226eac52b13e26a68f> <http://www.w3.org/2000/01/rdf-schema#label> "Honolulu, HI"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/EPrint> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/ProceedingsSectionEPrint> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://purl.org/dc/terms/isPartOf> <https://discovery.ucl.ac.uk/id/repository> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://eprints.org/ontology/hasDocument> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/document/794624> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<https://discovery.ucl.ac.uk/id/document/794624> <http://www.w3.org/2000/01/rdf-schema#label> "Predicting cryptocurrency price bubbles using social media data and epidemic modelling (Text)"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://purl.org/dc/elements/1.1/hasVersion> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://eprints.org/ontology/hasAccepted> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/document/794624> <http://eprints.org/ontology/hasFile> <https://discovery.ucl.ac.uk/id/eprint/10062913/1/Gorse_Predicting-Cryptocurrency-RP-DG.pdf> .
<https://discovery.ucl.ac.uk/id/document/794624> <http://purl.org/dc/terms/hasPart> <https://discovery.ucl.ac.uk/id/eprint/10062913/1/Gorse_Predicting-Cryptocurrency-RP-DG.pdf> .
<https://discovery.ucl.ac.uk/id/eprint/10062913/1/Gorse_Predicting-Cryptocurrency-RP-DG.pdf> <http://www.w3.org/2000/01/rdf-schema#label> "Gorse_Predicting-Cryptocurrency-RP-DG.pdf"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://eprints.org/ontology/hasDocument> <https://discovery.ucl.ac.uk/id/document/794625> .
<https://discovery.ucl.ac.uk/id/document/794625> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<https://discovery.ucl.ac.uk/id/document/794625> <http://www.w3.org/2000/01/rdf-schema#label> "Predicting cryptocurrency price bubbles using social media data and epidemic modelling (Other)"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/document/794625> <http://eprints.org/relation/isVersionOf> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/document/794625> <http://eprints.org/relation/isVolatileVersionOf> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/document/794625> <http://eprints.org/relation/islightboxThumbnailVersionOf> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://eprints.org/ontology/hasDocument> <https://discovery.ucl.ac.uk/id/document/794626> .
<https://discovery.ucl.ac.uk/id/document/794626> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<https://discovery.ucl.ac.uk/id/document/794626> <http://www.w3.org/2000/01/rdf-schema#label> "Predicting cryptocurrency price bubbles using social media data and epidemic modelling (Other)"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/document/794626> <http://eprints.org/relation/isVersionOf> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/document/794626> <http://eprints.org/relation/isVolatileVersionOf> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/document/794626> <http://eprints.org/relation/ispreviewThumbnailVersionOf> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://eprints.org/ontology/hasDocument> <https://discovery.ucl.ac.uk/id/document/794627> .
<https://discovery.ucl.ac.uk/id/document/794627> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<https://discovery.ucl.ac.uk/id/document/794627> <http://www.w3.org/2000/01/rdf-schema#label> "Predicting cryptocurrency price bubbles using social media data and epidemic modelling (Other)"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/document/794627> <http://eprints.org/relation/isVersionOf> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/document/794627> <http://eprints.org/relation/isVolatileVersionOf> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/document/794627> <http://eprints.org/relation/ismediumThumbnailVersionOf> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://eprints.org/ontology/hasDocument> <https://discovery.ucl.ac.uk/id/document/794628> .
<https://discovery.ucl.ac.uk/id/document/794628> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<https://discovery.ucl.ac.uk/id/document/794628> <http://www.w3.org/2000/01/rdf-schema#label> "Predicting cryptocurrency price bubbles using social media data and epidemic modelling (Other)"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/document/794628> <http://eprints.org/relation/isVersionOf> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/document/794628> <http://eprints.org/relation/isVolatileVersionOf> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/document/794628> <http://eprints.org/relation/issmallThumbnailVersionOf> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://eprints.org/ontology/hasDocument> <https://discovery.ucl.ac.uk/id/document/794630> .
<https://discovery.ucl.ac.uk/id/document/794630> <http://www.w3.org/1999/02/22-rdf-syntax-ns#type> <http://eprints.org/ontology/Document> .
<https://discovery.ucl.ac.uk/id/document/794630> <http://www.w3.org/2000/01/rdf-schema#label> "Predicting cryptocurrency price bubbles using social media data and epidemic modelling (Other)"^^<http://www.w3.org/2001/XMLSchema#string> .
<https://discovery.ucl.ac.uk/id/document/794630> <http://eprints.org/relation/isVersionOf> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/document/794630> <http://eprints.org/relation/isVolatileVersionOf> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/document/794630> <http://eprints.org/relation/isIndexCodesVersionOf> <https://discovery.ucl.ac.uk/id/document/794624> .
<https://discovery.ucl.ac.uk/id/eprint/10062913> <http://www.w3.org/2000/01/rdf-schema#seeAlso> <https://discovery.ucl.ac.uk/id/eprint/10062913/> .
<https://discovery.ucl.ac.uk/id/eprint/10062913/> <http://purl.org/dc/elements/1.1/title> "HTML Summary of #10062913 \n\nPredicting cryptocurrency price bubbles using social media data and epidemic modelling\n\n" .
<https://discovery.ucl.ac.uk/id/eprint/10062913/> <http://purl.org/dc/elements/1.1/format> "text/html" .
<https://discovery.ucl.ac.uk/id/eprint/10062913/> <http://xmlns.com/foaf/0.1/primaryTopic> <https://discovery.ucl.ac.uk/id/eprint/10062913> .