ダークネット観測情報を用いた仮想通貨市場におけるリスクの考察～仮想通貨市場におけるオルタナティブ・データの活用～

抄録

Bitcoin is a crypto currency that is a peer-to-peer(P2P) network systems based on distributed ledger technology and is being used as an alternative payment system. Reliability and safety are very important aspects of payment system. However, in recent years, with an increase in value, crypto currency becomes a target of a malicious users and the attacks that strike the vulnerability of the system are regarded as a problem. Such a problem significantly reduces reliability and safety as a payment system for crypto currency. Therefore, it is necessary to pay attention to cyber security risks inherent in the system, as well as price uctuations usually focused on financial asset prices. In this research, we propose to use information observed in darknet as alternative data. It is useful in evaluating the risk in the crypto currency market. The darknet is a name of an IP address space unallocated by terminals or the like among spaces that can be assigned IP addresses. The darknet is mainly used for observing signs of security incidents. This is useful for investors to grasp potential risks of crypto currency markets and is important for service providers to explain security risks and measures. In addition, the darknet observation information has a prospect of utilizing not only the crypto currency but also the monitoring of the security risk of companys.