论文标题

通过深层网络表示学习预测比特币交易

Bitcoin Transaction Forecasting with Deep Network Representation Learning

论文作者

Wei, Wenqi, Zhang, Qi, Liu, Ling

论文摘要

比特币及其用于数字货币交易的分散计算范式是21世纪最具破坏性的技术之一。本文通过利用深层神经网络来学习比特币交易网络表示,提出了一种开发比特币交易预测模型DLForeCast的新方法。 Dlforecast做出了三个原始贡献。首先,我们探讨了比特币交易帐户之间的三个有趣属性:比特币帐户的拓扑连接模式,交易量模式和事务动态。其次,我们构建了一个时间确定的到达性图和时间付费交易模式图,旨在捕获不同类型的时空比特币交易模式。第三,我们在图表上采用节点嵌入,并基于用户帐户之间的历史交易,开发一个比特币事务预测系统,具有内置的时间付费因素。为了维持有效的交易预测性能,我们利用乘法模型更新(MMU)集合组合基于从每个相应的比特币事务图中提取的不同交易特征构建的预测模型。在现实世界中的比特币交易数据上进行了评估,我们表明我们的时空预测模型具有快速运行时的效率,并且与在静态图基线上建立的预测模型相比,预测精度超过60 \%,并将预测性能提高了50 \%。

Bitcoin and its decentralized computing paradigm for digital currency trading are one of the most disruptive technology in the 21st century. This paper presents a novel approach to developing a Bitcoin transaction forecast model, DLForecast, by leveraging deep neural networks for learning Bitcoin transaction network representations. DLForecast makes three original contributions. First, we explore three interesting properties between Bitcoin transaction accounts: topological connectivity pattern of Bitcoin accounts, transaction amount pattern, and transaction dynamics. Second, we construct a time-decaying reachability graph and a time-decaying transaction pattern graph, aiming at capturing different types of spatial-temporal Bitcoin transaction patterns. Third, we employ node embedding on both graphs and develop a Bitcoin transaction forecasting system between user accounts based on historical transactions with built-in time-decaying factor. To maintain an effective transaction forecasting performance, we leverage the multiplicative model update (MMU) ensemble to combine prediction models built on different transaction features extracted from each corresponding Bitcoin transaction graph. Evaluated on real-world Bitcoin transaction data, we show that our spatial-temporal forecasting model is efficient with fast runtime and effective with forecasting accuracy over 60\% and improves the prediction performance by 50\% when compared to forecasting model built on the static graph baseline.

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