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| DC 欄位 | 值 | 語言 |
|---|---|---|
| dc.contributor.advisor | 盧信銘 | |
| dc.contributor.author | Tsan-Tsung Fang | en |
| dc.contributor.author | 方贊宗 | zh_TW |
| dc.date.accessioned | 2021-06-17T01:19:18Z | - |
| dc.date.available | 2017-08-14 | |
| dc.date.copyright | 2017-08-14 | |
| dc.date.issued | 2017 | |
| dc.date.submitted | 2017-08-11 | |
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Spagnuolo, M., Maggi, F., & Zanero, S. (2014). BitIodine: Extracting Intelligencefrom the Bitcoin Network. Proceedings of the 18th International Conference on Financial Cryptography and Data Security. (pp. 457–468). Christ Church, Barbados. Yang, S. Y., & Kim, J. (2015). Bitcoin Market Return and Volatility Forecasting Using Transaction Network Flow Properties. Proceedings of the 2015 IEEE Symposium Series on Computational Intelligence. (pp. 1778-1785). Cape Town, South Africa. Yelowitz, A., & Wilson, M. (2015). Characteristics of Bitcoin Users: An Analysis of Google Search Data. Applied Economics Letters, Taylor & Francis Journals, 22(13), 1030-1036. Yu, A., & Bünz, B. (2015). Community Detection and Analysis in the Bitcoin Network. Technical Report, Stanford University. Retrieved from http://snap.stanford.edu/class/cs224w-2015/projects_2015/ Community_Detection_and_Analysis_in_the_Bitcoin_Network.pdf. | |
| dc.identifier.uri | http://tdr.lib.ntu.edu.tw/jspui/handle/123456789/67078 | - |
| dc.description.abstract | 比特幣為一個對等式架構的數位貨幣系統，其背後的核心技術為區塊鏈，而區塊鏈記載了比特幣的所有歷史交易紀錄，並且公開分散放置在網路當中。因此，我們將針對區塊鏈中的交易記錄進行分析，並以三個不同的觀點來探討比特幣的特性，包含了時間、貨幣性質以及比特幣投資者的活動。首先，我們以時間維度作為出發點，觀察比特幣從2009年至2016年間，其整體環境的成長變化，發現比特幣的區塊、交易以及地址數量皆呈現指數成長的趨勢。接下來，以貨幣角度來看，我們定義了比特幣的貨幣流通速度以及吉尼係數的計算方式，並以這兩個指標來與真實貨幣相比較。最後，則是以比特幣的投資活動來看，我們利用Cox風險比例模型及羅吉斯回歸檢驗比特幣投資者是否存在正向回饋循環的現象。我們從研究結果中發現，比特幣正以指數遞增的方式快速地成長，並且有越來越多人在使用比特幣。即便如此，我們從比特幣的使用情形來看，認為比特幣的特質仍與現實世界的貨幣具有相當的差距。而若將比特幣視為一項投資工具，結果顯示比特幣的投資者會因爲前次投資的正向報酬，而促使其進行下一次的投資行為，間接顯示比特幣投資市場具有泡沫化的可能。透過直接對比特幣的交易記錄進行分析，有助於從中發現比特幣潛在的特性，並能快速的掌握比特幣的變化趨勢。 | zh_TW |
| dc.description.abstract | Bitcoin is a peer-to-peer digital currency system in which all transactions are recorded in a public ledger called blockchain. We analyze the blockchain transaction data to characterize the features of Bitcoin. Specifically, we investigates Bitcoin from three distinct perspectives: time, currency, and individual investment behavior. Our analysis are based on historical transaction records from 2009 to 2016. First, we visualize the changes of Bitcoin in the time dimension. Second, we calculated the velocity of Bitcoin and the Gini coefficient for investigating the characteristics of Bitcoin as a pseudo-currency. Finally, we use Cox regression and Logistic regression to understand individual investment behavior. We found that Bitcoin is growing very rapidly in terms of transaction numbers and address. Even so, the characteristics of Bitcoin are very different from the real-world currency. By analyzing investor behavior, we found that Bitcoin has the possibility to form a bubble. In conclusion, we further explored and found the characteristics of Bitcoin using blockchain data. | en |
| dc.description.provenance | Made available in DSpace on 2021-06-17T01:19:18Z (GMT). No. of bitstreams: 1 ntu-106-R04725048-1.pdf: 2619659 bytes, checksum: b9a60779a6dc9fa51deeb2eeb79ccc6e (MD5) Previous issue date: 2017 | en |
| dc.description.tableofcontents | 口試委員審定書 I
誌謝 II 摘要 III Abstract IV 第一章 緒論 1 1.1. 研究背景與動機 1 1.2. 研究目的 3 第二章 文獻探討 4 2.1. 比特幣介紹 4 2.2. 以資料為導向的比特幣研究 8 2.2.1. 以區塊鏈資料為主軸 8 2.2.2. 以外部資料為主軸 10 2.3. 比特幣地址去匿名化研究 11 2.4. 小結 15 第三章 研究方法 16 3.1. 資料蒐集及處理 16 3.1.1. 資料前處理 16 3.1.2. 比特幣地址的聚合 20 3.2. 研究流程 24 3.2.1. 以時間維度 25 3.2.2. 以貨幣角度 26 3.2.3. 以投資工具角度 30 第四章 結果與討論 36 4.1. 比特幣地址的聚合 36 4.2. 比特幣的成長變化 38 4.2.1. 區塊 38 4.2.2. 交易與地址 40 4.3. 比特幣的貨幣性質 47 4.3.1. 貨幣流通速度 47 4.3.2. 財富分佈情形 49 4.4. 比特幣的投資潛質 51 第五章 結論與建議 58 5.1. 研究結果 58 5.2. 研究貢獻 58 5.3. 未來研究方向 59 參考文獻……. 60 | |
| dc.language.iso | zh-TW | |
| dc.subject | 比特幣 | zh_TW |
| dc.subject | 區塊鏈 | zh_TW |
| dc.subject | 數位貨幣 | zh_TW |
| dc.subject | 貨幣 | zh_TW |
| dc.subject | 投資工具 | zh_TW |
| dc.subject | investment instrument | en |
| dc.subject | Bitcoin | en |
| dc.subject | blockchain | en |
| dc.subject | digital currency | en |
| dc.subject | currency | en |
| dc.title | 由區塊鏈資料探討比特幣特性 | zh_TW |
| dc.title | An Investigation of Bitcoin Transaction Records | en |
| dc.type | Thesis | |
| dc.date.schoolyear | 105-2 | |
| dc.description.degree | 碩士 | |
| dc.contributor.oralexamcommittee | 林怡伶,張景宏 | |
| dc.subject.keyword | 比特幣,區塊鏈,數位貨幣,貨幣,投資工具, | zh_TW |
| dc.subject.keyword | Bitcoin,blockchain,digital currency,currency,investment instrument, | en |
| dc.relation.page | 63 | |
| dc.identifier.doi | 10.6342/NTU201702986 | |
| dc.rights.note | 有償授權 | |
| dc.date.accepted | 2017-08-11 | |
| dc.contributor.author-college | 管理學院 | zh_TW |
| dc.contributor.author-dept | 資訊管理學研究所 | zh_TW |
| 顯示於系所單位： | 資訊管理學系 | |
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