政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/124711
English  |  正體中文  |  简体中文  |  Post-Print筆數 : 27 |  全文笔数/总笔数 : 113451/144438 (79%)
造访人次 : 51279570      在线人数 : 850
RC Version 6.0 © Powered By DSPACE, MIT. Enhanced by NTU Library IR team.
搜寻范围 查询小技巧：
  • 您可在西文检索词汇前后加上"双引号"，以获取较精准的检索结果
  • 若欲以作者姓名搜寻，建议至进阶搜寻限定作者字段，可获得较完整数据
    •  进阶搜寻
    政大機構典藏 > 商學院 > 資訊管理學系 > 學位論文 >  Item 140.119/124711


    请使用永久网址来引用或连结此文件: https://nccur.lib.nccu.edu.tw/handle/140.119/124711


    题名: 應用Personalized PageRank與RFM模式區隔比特幣投資者類群
    Classifying the segmentation of Bitcoin investors via personalized PageRank and RFM model
    作者: 林聖翔
    Lin, Sheng-Hsiang
    贡献者: 楊建民
    洪為璽
    Yang, Chien-Min
    Hung, Wei-Hsi
    林聖翔
    Lin, Sheng-Hsiang
    关键词: 比特幣
    投資者區隔
    Personalized PageRank
    RFM模式
    K-Means
    Bitcoin
    Investor segmentation
    Personalized PageRank
    RFM model
    K-Means
    日期: 2019
    上传时间: 2019-08-07 16:07:03 (UTC+8)
    摘要: 比特幣是一種對等式架構(peer-to-peer, p2p)之去中心化的貨幣系統，為目前區塊鏈技術最為人所知的應用，近年來隨著網路及大眾媒體的傳播，比特幣受到投資人的青睞，因此交易活動逐年劇增，匯率也水漲船高，而累積的紀錄構成了龐大的交易網絡，因此本研究欲透過比特幣區塊鏈的交易資料來了解比特幣投資市場究竟由哪些類型的投資者所組成，市場又被哪些投資者主宰。
    本研究將使用Personalized PageRank演算法來評估比特幣投資者於交易網絡中的重要性，意即指節點在整體網絡中的交易量、連結數等扮演的角色及份量。我們將以RFM (Recency, Frequency, Monetary) 模型計算得出投資者的初始節點評分，並透過網絡架構令投資者的評分因交易連結傳遞。而為區隔不同類型的投資者，我們利用K-Means分群演算法以三個維度：投資者的網絡重要性、投資者擔任交易輸入方與輸出方的兩種交易模式之RFM評分，對比特幣的投資者進行分群。
    本研究以區塊高度自第514,988區塊至第521,639區塊共6,652個區塊的8,383,945筆交易資料建構比特幣投資者的交易網絡，將投資者分為5個群集：活躍投資者、穩定投資者、消極投資者、潛在出場者、新進投資者，其中活躍投資者主宰了整個比特幣市場，該群集的人數為整個市場的27.4%，並作為交易網絡中的樞紐，貢獻了整個網絡60% 的重要性，更貢獻了整個市場2/3的交易量及85%的交易金額。透過本研究提出之方法，能區隔比特幣或區塊鏈相關應用上的投資者，且本研究歸納之投資者類型，將能更了解比特幣交易市場中不同類型的投資者組成。
    Bitcoin is a decentralized peer-to-peer (p2p) currency system, which is the most well-known application of blockchain technology. In recent years, with the spread of the Internet and mass media, Bitcoin is favored by investors. As the result, the trading activity of Bitcoin has increased dramatically year by year, the exchange rate has also risen. Because of the accumulated record constitutes a huge trading network, we want to understand Bitcoin market through the transaction information of Bitcoin’s blockchain. We want to explore what kinds of investors construct Bitcoin investment market and which investors cluster dominates the market.
    This study uses the Personalized PageRank algorithm to assess the importance of Bitcoin investors in the trading network, which means the weight of the node`s trading volume and number of links in the overall network. We will use the RFM (Recency, Frequency, Monetary) model to calculate the initial score of the investor, the investor`s score will be transmitted through the transaction link among the network structure. In order to distinguish different types of investors, the K-Means clustering algorithm is used with three dimensions: the investor`s network importance, the investor`s RFM score of different transaction modes (input/output).
    In this study, we constructed a trading network graph of Bitcoin investors by blocks height 514,988 to 521,639 which have 6,652 blocks and 8,383,945 transactions. We divided investors into five clusters: active investors, stable investors, passive investors, potential abandoner, new investors. Active investors cluster dominates the market by 27.5% user amount, 60% network importance, 2/3 trading volume and 85% transaction amount of whole market. Through the methods proposed in this study, investors can be distinguished in Bitcoin or blockchain-related applications. Moreover, the investors types summarized in this study will be able to better understand the different properties of each investor cluster in the Bitcoin trading market.
    參考文獻: 中文文獻
    方贊宗. (2017). 由區塊鏈資料探討比特幣特性. 臺灣大學資訊管理學研究所學位論文, 1-63.

    英文文獻
    Anderberg, M. R. (2014). Cluster analysis for applications: probability and mathematical statistics: a series of monographs and textbooks (Vol. 19). Academic press.
    Androulaki, E., Karame, G. O., Roeschlin, M., Scherer, T., & Capkun, S. (2013, April). Evaluating user privacy in bitcoin. In International Conference on Financial Cryptography and Data Security (pp. 34-51)
    Baur, D. G., Hong, K., & Lee, A. D. (2018). Bitcoin: Medium of exchange or speculative assets?. Journal of International Financial Markets, Institutions and Money, 54, 177-189.
    Borgatti, S. P., & Everett, M. G. (2006). A graph-theoretic perspective on centrality. Social networks, 28(4), 466-484.
    Cheng, C. H., & Chen, Y. S. (2009). Classifying the segmentation of customer value via RFM model and RS theory. Expert systems with applications, 36(3), 4176-4184.
    Christin, N. (2013, May). Traveling the Silk Road: A measurement analysis of a large anonymous online marketplace. In Proceedings of the 22nd international conference on World Wide Web (pp. 213-224). ACM.
    Dwyer, F. R. (1997). Customer lifetime valuation to support marketing decision making. Journal of Direct Marketing, 11(4), 6-13.
    Fleder, M., Kester, M. S., & Pillai, S. (2015). Bitcoin transaction graph analysis. arXiv preprint arXiv:1502.01657.
    Gerlach, J. C., Demos, G., & Sornette, D. (2018). Dissection of Bitcoin`s Multiscale Bubble History from January 2012 to February 2018. arXiv preprint arXiv:1804.06261.
    Glaser, F., Zimmermann, K., Haferkorn, M., Weber, M., & Siering, M. (2014). Bitcoin-asset or currency? revealing users` hidden intentions.
    Gyöngyi, Z., Garcia-Molina, H., & Pedersen, J. (2004, August). Combating web spam with trustrank. In Proceedings of the Thirtieth international conference on Very large data bases-Volume 30 (pp. 576-587). VLDB Endowment.
    Harrigan, M., & Fretter, C. (2016, July). The unreasonable effectiveness of address clustering. In Ubiquitous Intelligence & Computing, Advanced and Trusted Computing, Scalable Computing and Communications, Cloud and Big Data Computing, Internet of People, and Smart World Congress (UIC/ATC/ScalCom/CBDCom/IoP/SmartWorld), 2016 Intl IEEE Conferences (pp. 368-373).
    Hughes, A. M. (1996). Boosting response with RFM. Marketing Tools, 4-8.
    Kodinariya, T. M., & Makwana, P. R. (2013). Review on determining number of Cluster in K-Means Clustering. International Journal, 1(6), 90-95.
    Kondor, D., Pósfai, M., Csabai, I., & Vattay, G. (2014). Do the rich get richer? An empirical analysis of the Bitcoin transaction network. PloS one, 9(2), e86197.
    Krishnan, V., & Raj, R. (2006, August). Web spam detection with anti-trust rank. In AIRWeb (Vol. 6, pp. 37-40).
    Meiklejohn, S., Pomarole, M., Jordan, G., Levchenko, K., McCoyy, D., Voelker, G. M., & Savage, S. (2013). A Fistful of Bitcoins: Characterizing Payments Among Men with No Names. Proceedings of the 2013 ACM Conference on Internet Measurement Conference. (pp. 127-140). Barcelona, Spain.
    Miglautsch, J. R. (2000). Thoughts on RFM scoring. Journal of Database Marketing & Customer Strategy Management, 8(1), 67-72.
    Mohurle, S., & Patil, M. (2017). A brief study of wannacry threat: Ransomware attack 2017. International Journal of Advanced Research in Computer Science, 8(5).
    Nakamoto, S. (2008). Bitcoin: A peer-to-peer electronic cash system.
    Nick, J. D. (2015). Data-driven de-anonymization in bitcoin (Master`s thesis, ETH-Zürich)
    Page, L., Brin, S., Motwani, R., & Winograd, T. (1999). The PageRank citation ranking: Bringing order to the web. Stanford InfoLab.
    Reid, F., & Harrigan, M. (2011, October). An analysis of anonymity in the bitcoin system. In Privacy, Security, Risk and Trust (PASSAT) and 2011 IEEE Third Inernational Conference on Social Computing (SocialCom), 2011 IEEE Third International Conference on (pp. 1318-1326).
    Shih, Y. Y., & Liu, C. Y. (2003). A method for customer lifetime value ranking—Combining the analytic hierarchy process and clustering analysis. Journal of Database Marketing & Customer Strategy Management, 11(2), 159-172.
    Sohrabi, B., & Khanlari, A. (2007). Customer lifetime value (CLV) measurement based on RFM model.
    Wei, J. T., Lin, S. Y. and Wu, H. H. (2010), “A review of the application of RFMmodel,” African Journal of Business Management, 4(19), 4199-4206.
    Xue, T., Yuan, Y., & Wang, C. (2018, June). An Approach for Evaluating User Participation in Bitcoin. In 2018 IEEE Third International Conference on Data Science in Cyberspace (DSC) (pp. 858-864).
    Yelowitz, A., & Wilson, M. (2015). Characteristics of Bitcoin users: an analysis of Google search data. Applied Economics Letters, 22(13), 1030-1036.

    網際網路
    S. Lui, 2013. “The demographics of Bitcoin,” Simulacrum, at http://bit.ly/1FUXFru.
    描述: 碩士
    國立政治大學
    資訊管理學系
    106356022
    資料來源: http://thesis.lib.nccu.edu.tw/record/#G0106356022
    数据类型: thesis
    DOI: 10.6814/NCCU201900434
    显示于类别:[資訊管理學系] 學位論文

    文件中的档案:

    档案 大小格式浏览次数
    602201.pdf3287KbAdobe PDF20检视/开启


    在政大典藏中所有的数据项都受到原著作权保护.


    社群 sharing

    著作權政策宣告 Copyright Announcement
    1.本網站之數位內容為國立政治大學所收錄之機構典藏，無償提供學術研究與公眾教育等公益性使用，惟仍請適度，合理使用本網站之內容，以尊重著作權人之權益。商業上之利用，則請先取得著作權人之授權。
    The digital content of this website is part of National Chengchi University Institutional Repository. It provides free access to academic research and public education for non-commercial use. Please utilize it in a proper and reasonable manner and respect the rights of copyright owners. For commercial use, please obtain authorization from the copyright owner in advance.

    2.本網站之製作，已盡力防止侵害著作權人之權益，如仍發現本網站之數位內容有侵害著作權人權益情事者，請權利人通知本網站維護人員(nccur@nccu.edu.tw)，維護人員將立即採取移除該數位著作等補救措施。
    NCCU Institutional Repository is made to protect the interests of copyright owners. If you believe that any material on the website infringes copyright, please contact our staff(nccur@nccu.edu.tw). We will remove the work from the repository and investigate your claim.
    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library IR team Copyright ©   - 回馈