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There are no solid arguments to sustain that digital currencies are the future of online payments or the disruptive technology that some of its former participants declared when used to face critiques. This paper aims to solve the…

Statistical Finance · Quantitative Finance 2018-12-03 Obryan Poyser

Blockchain offers a decentralized, immutable, transparent system of records. It offers a peer-to-peer network of nodes with no centralised governing entity making it unhackable and therefore, more secure than the traditional paper-based or…

Cryptography and Security · Computer Science 2019-11-27 Harsh Jot Singh , Abdelhakim Senhaji Hafid

We study overpricing in a repeated game between two representative agents: a market maker, who controls market liquidity, and a market taker, who chooses trade quantities. Market prices evolve through the endogenous price impact of trades…

Trading and Market Microstructure · Quantitative Finance 2026-05-12 Luigi Foscari , Emanuele Guidotti , Nicolò Cesa-Bianchi , Tatjana Chavdarova , Alfio Ferrara

Blockchain systems run consensus rules as code to agree on the state of the distributed ledger and secure the network. Changing these rules can be risky and challenging. In addition, it can often be controversial and take much effort to…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-15 Jakob Svennevik Notland , Mariusz Nowostawski , Jingyue Li

Cryptocoins (i.e., Bitcoin, Ether, Litecoin) are tradable digital assets. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption techniques guarantee the security of the transactions…

Computational Engineering, Finance, and Science · Computer Science 2024-09-06 Pasquale De Rosa , Pascal Felber , Valerio Schiavoni

We propose the first parameter-free decentralized online learning algorithms with network regret guarantees, which achieve sublinear regret without requiring hyperparameter tuning. This family of algorithms connects multi-agent coin-betting…

Machine Learning · Computer Science 2025-10-20 Tomas Ortega , Hamid Jafarkhani

We study the problem of decision-making in the setting of a scarcity of shared resources when the preferences of agents are unknown a priori and must be learned from data. Taking the two-sided matching market as a running example, we focus…

Computer Science and Game Theory · Computer Science 2021-11-24 Xiaowu Dai , Michael I. Jordan

There has been a recent surge in interest in the application of artificial intelligence to automated trading. Reinforcement learning has been applied to single- and multi-instrument use cases, such as market making or portfolio management.…

Trading and Market Microstructure · Quantitative Finance 2020-04-16 Jonathan Sadighian

In recent years decentralized currencies developed through Blockchains are increasingly becoming popular because of their transparent nature and absence of a central controlling authority. Though a lot of computation power, disk space, and…

Databases · Computer Science 2023-05-15 Anirudha Paul

We endorse the idea, suggested in recent literature, that BitCoin prices are influenced by sentiment and confidence about the underlying technology; as a consequence, an excitement about the BitCoin system may propagate to BitCoin prices…

Mathematical Finance · Quantitative Finance 2019-09-23 Alessandra Cretarola , Gianna Figà-Talamanca

There is always demand for integrating data into microeconomic decision making. Participatory sensing deals with how real-world data may be extracted with stakeholder participation and resolves a problem of Big Data, which is concerned with…

Computer Science and Game Theory · Computer Science 2024-05-28 Michael T. C. Chiu , Sachit Mahajan , Mark C. Ballandies , Uroš V. Kalabić

We present efficient protocols for amortized secure multiparty computation with penalties and secure cash distribution, of which poker is a prime example. Our protocols have an initial phase where the parties interact with a cryptocurrency…

Cryptography and Security · Computer Science 2017-02-14 Iddo Bentov , Ranjit Kumaresan , Andrew Miller

A lot of business and research effort currently deals with the so called decentralised ledger technology blockchain. Putting it to use carries the tempting promise to make the intermediaries of social interactions superfluous and…

Computers and Society · Computer Science 2024-05-13 Rainer Rehak

Cryptocurrencies are poised to revolutionize the modern economy by democratizing commerce. These currencies operate on top of blockchain-based distributed ledgers. Existing permissionless blockchain-based protocols offer unparalleled…

Cryptography and Security · Computer Science 2022-03-25 Anurag Jain , Sanidhay Arora , Sankarshan Damle , Sujit Gujar

Prediction problems in finance go beyond estimating the unknown parameters of a model (e.g. of expected returns). This is because such a model would have to include parameters governing the market participants' propensity to change their…

General Finance · Quantitative Finance 2019-08-20 Matthias Feiler , Thibaut Ajdler

Blockchain technology has revolutionized financial markets by enabling decentralized exchanges (DEXs) that operate without intermediaries. Uniswap V2, a leading DEX, facilitates the rapid creation and trading of new tokens, which offer high…

Computational Finance · Quantitative Finance 2026-02-18 Manuel Naviglio , Francesco Tarantelli , Fabrizio Lillo

Blockchain is a novel technology that is rising a lot of interest in the industrial and re- search sectors because its properties of decentralisation, immutability and data integrity. Initially, the underlying consensus mechanism has been…

Cryptography and Security · Computer Science 2018-05-10 Stefano De Angelis

Decentralized Finance (DeFi) applications introduce novel financial instruments replicating and extending traditional ones through blockchain-based smart contracts. Among these applications, DeFi derivatives protocols enable the creation…

Computer Science and Game Theory · Computer Science 2026-05-05 Luca Pennella , Pietro Saggese , Fabio Pinelli , Letterio Galletta

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,…

Social and Information Networks · Computer Science 2022-03-10 Wenqi Wei , Qi Zhang , Ling Liu

A decade long thrive of cryptocurrency has shown its potential as a source of alternative-finance and the security and the robustness of the underpinning blockchain technology. However, most cryptocurrencies fail to show inimitability and…

Cryptography and Security · Computer Science 2020-03-24 Yibin Xu , Yangyu Huang , Jianhua Shao