2023/05/17 by Abhijit Chakraborty, Chakraborty, Abhijit, Tetsuo Hatsuda +3
Computer Science · Mathematics · Physics and Astronomy · #Applied Physics (physics.app-ph) #Computational Physics and Python Applications #FOS: Economics and business #FOS: Physical sciences #General Finance (q-fin.GN) #Physics and Society (physics.soc-ph) #Tensor decomposition and applications #Theoretical and Computational Physics
paper · pdf · doi:10.48550/arxiv.2305.09917
openalex publication_date 2023/05/17 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
Cryptoassets are growing rapidly worldwide. One of the large cap cryptoassets is XRP. In this article, we focus on analyzing transaction data for the 2017-2018 period that consist one of the significant XRP market price bursts. We construct weekly weighted directed networks of XRP transactions. These weekly networks are embedded on continuous vector space using a network embedding technique that encodes structural regularities present in the network structure in terms of node vectors. Using a suitable time window we calculate a correlation tensor. A double singular value decomposition of the correlation tensor provides key insights about the system. The significance of the correlation tensor is captured using a randomized correlation tensor. We present a detailed dependence of correlation tensor on model parameters.