After the Splits: Information Flow between Bitcoin and Bitcoin Family

Yi, Eunjou; Cho, Yerim; Sohn, Sungbin; Ahn, Kwangwon

doi:10.1016/j.chaos.2020.110464

Cited by 19 publications

(13 citation statements)

References 32 publications

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“…Subsequently, the size of the rolling window is determined to quantify the subsequence bundles consisting of 𝑺 binary numbers. Each subsequence bundle is converted from a binary sequence to a new decimal number, 𝑿 𝑺 [10][11][12][13][14][15]. Then, the entropy of the random variable 𝑿 𝑺 is derived as…”

Section: Entropymentioning

confidence: 99%

A Stochastic Process for Music: The Example of K-pop Music

Park

Kim

Ahn

2022

J. Phys.: Conf. Ser.

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This study analyzes music using a stochastic process, particularly, the Vasicek model. This approach interprets note progression in a song as a mean-reverting process, allowing the estimation of three parameters such as the speed of the revision to the mean, long-term level of the mean, and volatility. In addition, the entropy is evaluated for each song to identify the randomness of rise–fall patterns for each music genre. Our results characterize certain types of music and could be used to create new indicators for music classification.

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Section: Entropymentioning

confidence: 99%

A Stochastic Process for Music: The Example of K-pop Music

Park

Kim

Ahn

2022

J. Phys.: Conf. Ser.

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“…Several approaches investigate information flow between different assets: the Granger causality test [14,15], information shares [16], and common factor weights [17]. We used transfer entropy [18], which is free from restrictions on model structure [12,15,19], and calculated the histogram-based transfer entropy defined on equally spaced bins [15], where appropriate bin width h was determined using Freedman-Diaconis' rule [20,21]. Effective transfer entropy was further considered to correct the bias from the finite sample size.…”

Section: Transfer Entropymentioning

confidence: 99%

Information Flow Between Crude Palm Oil and Crude Oil Futures

Jeong

Kim²,

2022

J. Phys.: Conf. Ser.

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This study finds asymmetric information flow from the crude palm oil (CPO) futures to the West Texas Intermediate (WTI) crude oil futures market despite the CPO futures market’s low liquidity and small market capitalization. Our finding is robust regardless of the 2019 Coronavirus outbreak and the asymmetric information flow becomes even unilateral considering the exchange rate risk on the Malaysian Ringgit. Finally, we explain the asymmetric information flow from the CPO futures to WTI futures market given that the impact of speculation on market efficiency crowds out that of liquidity.

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“…The literature reveals that the process of how potential developers perceive OSS projects is one of the main determinants of developer engagement in many developer participation models (Alyahya & Alamer, 2019;Bosu et al, 2019;Reboucas et al, 2017;Xu et al, 2009). The open nature of Blockchain allows a developer an inclusive decision-right to contribute to the projects that directly influence the decision processes of implementing new ideas (Islam et al, 2019;Lindman, 2021;Yi et al, 2021). A Blockchain developer refers to an individual who voluntarily contributes to Blockchain projects.…”

Section: Personal Characteristicsmentioning

confidence: 99%

“…However, in a distributed autonomous community context, the lack of centralized formal authority makes it impossible to balance the interests of all developers (Dirose & Mansouri, 2018;Islam et al, 2019;Yi et al, 2021). The coordination issue often leads to the desertion or abandonment of necessary governance mechanisms by a more significant number of developers (Arrunada & Garicano, 2018;Pelt et al, 2021).…”

Section: Introductionmentioning

confidence: 99%

Predicting Key Predictors of Project Desertion in Blockchain: Experts’ Verification Using One-Sample T-Test

SarkinTudu

Wahab

Ibrahim

2022

IJIKM

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Aim/Purpose: The aim of this study was to identify the critical predictors affecting project desertion in Blockchain projects. Background: Blockchain is one of the innovations that disrupt a broad range of industries and has attracted the interest of software developers. However, despite being an open-source software (OSS) project, the maintenance of the project ultimately relies on small core developers, and it is still uncertain whether the technology will continue to attract a sufficient number of developers. Methodology: The study utilized a systematic literature review (SLR) and an expert review method. The SLR identified 21 primary studies related to project desertion published in Scopus databases from the year 2010 to 2020. Then, Blockchain experts were asked to rank the importance of the identified predictors of project desertion in Blockchain. Contribution: A theoretical framework was constructed based on Social Cognitive Theory (SCT) constructs; personal, behavior, and environmental predictors and related theories. Findings: The findings indicate that the 12 predictors affecting Blockchain project desertion identified through SLR were important and significant. Recommendations for Practitioners: The framework proposed in this paper can be used by the Blockchain development community as a basis to identify developers who might have the tendency to abandon a Blockchain project. Recommendation for Researchers: The results show that some predictors, such as code testing tasks, contributed code decoupling, system integration and expert heterogeneity that are not covered in the existing developer turnover models can be integrated into future research efforts. Impact on Society: This study highlights how an individual’s design choices could determine the success or failure of IS projects. It could direct Blockchain crypto-currency investors and cyber-security managers to pay attention to the developer’s behavior while ensuring secure investments, especially for crypto-currencies projects. Future Research: Future research may employ additional methods, such as a meta-analysis, to provide a comprehensive picture of the main predictors that can predict project desertion in Blockchain.

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After the Splits: Information Flow between Bitcoin and Bitcoin Family

Cited by 19 publications

References 32 publications

A Stochastic Process for Music: The Example of K-pop Music

A Stochastic Process for Music: The Example of K-pop Music

Information Flow Between Crude Palm Oil and Crude Oil Futures

Predicting Key Predictors of Project Desertion in Blockchain: Experts’ Verification Using One-Sample T-Test

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