Related papers: Evolutionary dynamics of the cryptocurrency market
Standard approaches to the theory of financial markets are based on equilibrium and efficiency. Here we develop an alternative based on concepts and methods developed by biologists, in which the wealth invested in a financial strategy is…
We study the information dynamics between the largest Bitcoin exchange markets during the bubble in 2017-2018. By analysing high-frequency market-microstructure observables with different information theoretic measures for dynamical…
We start with the idea that open quantum systems can be used to represent financial markets by modelling events from the external environment and their impact on the market price. We show how to characterize distinct orbits of the time…
Portfolio management is essential for any investment decision. Yet, traditional methods in the literature are ill-suited for the characteristics and dynamics of cryptocurrencies. This work presents a method to build an investment portfolio…
Cryptocurrency markets exhibit pronounced momentum effects and regime-dependent volatility, presenting both opportunities and challenges for systematic trading strategies. We propose AdaptiveTrend, a multi-component algorithmic trading…
Illicit crypto-mining leverages resources stolen from victims to mine cryptocurrencies on behalf of criminals. While recent works have analyzed one side of this threat, i.e.: web-browser cryptojacking, only commercial reports have partially…
Historically, gold and silver have played distinct roles in traditional monetary systems. While gold has primarily been revered as a superior store of value, prompting individuals to hoard it, silver has commonly been used as a medium of…
This study explores the intersection of technological innovation and environmental sustainability in the context of Bitcoin mining. With Bitcoin's growing adoption, concerns surrounding the energy consumption and environmental impact of…
This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task…
Since its 2009 genesis block, the Bitcoin network has processed >1.08 billion (B) transactions representing >8.72B BTC, offering rich potential for machine learning (ML); yet, its pseudonymity and obscured flow of funds inherent in its…
Cryptocurrencies such as Bitcoin and Ethereum have recently gained a lot of popularity, not only as a digital form of currency but also as an investment vehicle. Online marketplaces and exchanges allow users across the world to convert…
In this study, we examine the behavior and profitability of modern malware that mines cryptocurrency. Unlike previous studies, we look at the cryptocurrency market as a whole, rather than just Bitcoin. We not only consider PCs, but also…
Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a time-varying network for cryptocurrencies, based on the…
Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a time-varying network for cryptocurrencies, based on the…
Fairness is an important trait of open, free markets. Ethereum is a platform meant to enable digital, decentralized markets. Though many researchers debate the market's fairness, there are few discussions around the fairness of automated…
Blockchain technology has emerged as one of the most transformative digital innovations of the 21st century. This paper presents a comprehensive review of blockchain's fundamental architecture, tracing its development from Bitcoin's initial…
The evolution of cryptocurrency and decentralized finance (DeFi) marks a significant shift in the financial landscape, making it more accessible, inclusive, and participative for various societal groups. However, this transition from…
This paper examines the dynamics of the cryptocurrency market and proposes a novel blockchain-based protocol for real estate transactions. Our analysis includes a detailed review of price trends, volatility, and correlations within the…
Since the emergence of blockchain technology, its application in the financial market has always been an area of focus and exploration by all parties. With the characteristics of anonymity, trust, tamper-proof, etc., blockchain technology…
Crypto-assets are a main segment of electronic markets, with growing trade volume and market share, yet there's no unified and comprehensive asset level taxonomy framework. This paper develops a multidimensional taxonomy for crypto-assets…