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Crypto Currencies have recently gained enormous popularity amongst the general public. With each passing day, more and more companies are radically accepting crypto cur-rencies in their payment systems, paving way for an economic…

Cryptography and Security · Computer Science 2017-12-01 Sufian Hameed , Sameet Farooq

The influence of opinion leaders impacts different aspects of social finance. How to analyse the utility of opinion leaders' influence in realizing assets on the blockchain and adopt a compliant regulatory scheme is worth exploring and…

Computers and Society · Computer Science 2024-07-02 Feng Liu , Jie Yang , Kun-peng Xu , Cang-long Pu , Jiayin Qi

The prosperity of the cryptocurrency ecosystem drives the need for digital asset trading platforms. Beyond centralized exchanges (CEXs), decentralized exchanges (DEXs) are introduced to allow users to trade cryptocurrency without…

Cryptography and Security · Computer Science 2021-11-12 Pengcheng Xia , Haoyu wang , Bingyu Gao , Weihang Su , Zhou Yu , Xiapu Luo , Chao Zhang , Xusheng Xiao , Guoai Xu

Credit card fraud detection is a very challenging problem because of the specific nature of transaction data and the labeling process. The transaction data is peculiar because they are obtained in a streaming fashion, they are strongly…

Machine Learning · Computer Science 2018-04-23 Fabirzio Carcillo , Yann-Aël Le Borgne , Olivier Caelen , Gianluca Bontempi

Digital currencies and cryptocurrencies have hesitantly started to penetrate the investors, and the next step will be the regulatory risk management framework. We examine the Value-at-Risk and Expected Shortfall properties for the major…

Risk Management · Quantitative Finance 2017-08-31 Stavros Stavroyiannis

Crypto-coins (also known as cryptocurrencies) are tradable digital assets. Notable examples include Bitcoin, Ether and Litecoin. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption…

Statistical Finance · Quantitative Finance 2022-12-05 Pasquale De Rosa , Valerio Schiavoni

One decade ago, Bitcoin was introduced, becoming the first cryptocurrency and establishing the concept of "blockchain" as a distributed ledger. As of today, there are many different implementations of cryptocurrencies working over a…

Neural and Evolutionary Computing · Computer Science 2019-07-26 Alejandro Baldominos , Yago Saez

In modern times, the cryptocurrency market is one of the world's most rapidly rising financial markets. The cryptocurrency market is regarded to be more volatile and illiquid than traditional markets such as equities, foreign exchange, and…

Statistical Finance · Quantitative Finance 2024-12-03 Anika Tahsin Meem

In recent years, cryptocurrencies have gone from an obscure niche to a prominent place, with investment in these assets becoming increasingly popular. However, cryptocurrencies carry a high risk due to their high volatility. In this paper,…

Portfolio Management · Quantitative Finance 2021-09-02 Natalia A. Van Heerden , Juan B. Cabral , Nadia Luczywo

The anonymity of blockchain has accelerated the growth of illegal activities and criminal behaviors on cryptocurrency platforms. Although decentralization is one of the typical characteristics of blockchain, we urgently call for effective…

Social and Information Networks · Computer Science 2022-01-25 Jie Shen , Jiajun Zhou , Yunyi Xie , Shanqing Yu , Qi Xuan

Lots of existing web applications include a component for rating internet resources (e.g., social media platforms include mechanisms for rating videos or posts). Based on the obtained rating, the most popular internet resources can generate…

Cryptography and Security · Computer Science 2020-09-08 Andreea Buterchi , Andrei Arusoaie

Blockchain technologies underpin an expanding ecosystem of decentralized applications, financial systems, and infrastructure. However, the fundamental networking layer that sustains these systems, the peer-to-peer layer, of all but the top…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-20 Lucianna Kiffer , Lioba Heimbach , Dennis Trautwein , Yann Vonlanthen , Oliver Gasser

Cryptographic tokens are a new digital paradigm that can facilitate the establishment of economic incentives in digital ecoystems. Tokens can be leveraged for the coordination, optimization and governance of large networks at scale in a…

Computers and Society · Computer Science 2023-03-20 Ricky Lamberty , Alexander Poddey , David Galindo , Danny de Waard , Tobias Koelbel , Daniel Kirste

Half a decade after Bitcoin became the first widely used cryptocurrency, blockchains are receiving considerable interest from industry and the research community. Modern blockchains feature services such as name registration and smart…

Cryptography and Security · Computer Science 2016-06-22 Luke Anderson , Ralph Holz , Alexander Ponomarev , Paul Rimba , Ingo Weber

Cybercriminals have been exploiting cryptocurrencies to commit various unique financial frauds. Covert cryptomining - which is defined as an unauthorized harnessing of victims' computational resources to mine cryptocurrencies - is one of…

Cryptography and Security · Computer Science 2020-12-16 Ankit Gangwal , Samuele Giuliano Piazzetta , Gianluca Lain , Mauro Conti

Bitcoin, as one of the most popular cryptocurrency, is recently attracting much attention of investors. Bitcoin price prediction task is consequently a rising academic topic for providing valuable insights and suggestions. Existing bitcoin…

Statistical Finance · Quantitative Finance 2020-08-25 Xiao Li , Weili Wu

The digital currency Bitcoin has had remarkable growth since it was first proposed in 2008. Its distributed nature allows currency transactions without a central authority by using cryptographic methods and a data structure called the…

Quantum Physics · Physics 2020-09-28 Jonathan Jogenfors

With the rapid evolution of Web3.0, cryptocurrency has become a cornerstone of decentralized finance. While these digital assets enable efficient and borderless financial transactions, their pseudonymous nature has also attracted malicious…

Cryptography and Security · Computer Science 2024-11-01 Zheng Che , Meng Shen , Zhehui Tan , Hanbiao Du , Liehuang Zhu , Wei Wang , Ting Chen , Qinglin Zhao , Yong Xie

This paper discusses the potential impacts of the so-called `initial coin offerings', and of several developments based on distributed ledger technology (`DLT'), on corporate governance. While many academic papers focus mainly on the legal…

General Finance · Quantitative Finance 2019-05-10 Stéphane Blémus , Dominique Guegan

As more and more attacks have been detected on Ethereum smart contracts, it has seriously affected finance and credibility. Current anti-fraud detection techniques, including code parsing or manual feature extraction, still have some…

Machine Learning · Computer Science 2025-03-20 Yihong Jin , Ze Yang , Xinhe Xu