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Financial fraud cases are on the rise even with the current technological advancements. Due to the lack of inter-organization synergy and because of privacy concerns, authentic financial transaction data is rarely available. On the other…

Two of the most important technological advancements currently underway are the advent of quantum technologies, and the transitioning of global financial systems towards cryptographic assets, notably blockchain-based cryptocurrencies and…

Pricing of Securities · Quantitative Finance 2021-02-02 Peter P. Rohde , Vijay Mohan , Sinclair Davidson , Chris Berg , Darcy Allen , Gavin K. Brennen , Jason Potts

The accelerating digitization of economic activity has made information a dominant driver of market expectations, coordination, and systemic risk. Yet contemporary monetary systems remain anchored in architectures designed for material…

Physics and Society · Physics 2025-12-25 Lalit Kumar Shukla

In recent years, phishing scams have become the crime type with the largest money involved on Ethereum, the second-largest blockchain platform. Meanwhile, graph neural network (GNN) has shown promising performance in various node…

Machine Learning · Computer Science 2021-06-21 Shucheng Li , Fengyuan Xu , Runchuan Wang , Sheng Zhong

Recently, blockchain technology has become a topic in the spotlight but also a hotbed of various cybercrimes. Among them, phishing scams on blockchain have been found making a notable amount of money, thus emerging as a serious threat to…

Social and Information Networks · Computer Science 2021-01-01 Jiajing Wu , Qi Yuan , Dan Lin , Wei You , Weili Chen , Chuan Chen , Zibin Zheng

Interest surrounding cryptocurrencies, digital or virtual currencies that are used as a medium for financial transactions, has grown tremendously in recent years. The anonymity surrounding these currencies makes investors particularly…

Social and Information Networks · Computer Science 2019-12-19 Mehrnoosh Mirtaheri , Sami Abu-El-Haija , Fred Morstatter , Greg Ver Steeg , Aram Galstyan

Designing profitable and reliable trading strategies is challenging in the highly volatile cryptocurrency market. Existing works applied deep reinforcement learning methods and optimistically reported increased profits in backtesting, which…

Statistical Finance · Quantitative Finance 2023-02-01 Berend Jelmer Dirk Gort , Xiao-Yang Liu , Xinghang Sun , Jiechao Gao , Shuaiyu Chen , Christina Dan Wang

The Bitcoin digital currency appeared in 2009. Since this time, researchers and practitioners have looked under the hood of the open source Bitcoin currency, and discovered that Bitcoins Blockchain software architecture is useful for…

Computers and Society · Computer Science 2017-03-20 J. Prpić

Bitcoin brings a new type of digital currency that does not rely on a central system to maintain transactions. By benefiting from the concept of decentralized ledger, users who do not know or trust each other can still conduct transactions…

Cryptography and Security · Computer Science 2019-09-17 Zhimin Gao , Lei Xu , Keshav Kasichainula , Lin Chen , Bogdan Carbunar , Weidong Shi

Detecting illicit nodes on blockchain networks is a valuable task for strengthening future regulation. Recent machine learning-based methods proposed to tackle the tasks are using some blockchain transaction datasets with a small portion of…

Machine Learning · Computer Science 2023-07-25 Junliang Luo , Farimah Poursafaei , Xue Liu

Blockchain is a decentralized transaction and data management solution, the technological leap behind the success of Bitcoin and other cryptocurrencies. As the variety of existing blockchains and distributed ledgers continues to increase,…

Cryptography and Security · Computer Science 2020-07-27 Martin Garriga , Stefano Dalla Palma , Maximiliano Arias , Alan De Renzis , Remo Pareschi , Damian Andrew Tamburri

Blockchain based systems allow various kinds of financial transactions to be executed in a decentralized manner. However, these systems often rely on a trusted third party (oracle) to get correct information about the real-world events,…

Artificial Intelligence · Computer Science 2020-07-28 Naman Goel , Cyril van Schreven , Aris Filos-Ratsikas , Boi Faltings

Since the introduction of Bitcoin in 2009, the dramatic and unsteady evolution of the cryptocurrency market has also been driven by large investments by traditional and cryptocurrency-focused hedge funds. Notwithstanding their critical…

Statistical Finance · Quantitative Finance 2023-01-11 Luca Mungo , Silvia Bartolucci , Laura Alessandretti

The continuing expansion of the blockchain ecosystems has attracted much attention from the research community. However, although a large number of research studies have been proposed to understand the diverse characteristics of individual…

Cryptography and Security · Computer Science 2021-10-15 Ningyu He , Weihang Su , Zhou Yu , Xinyu Liu , Fengyi Zhao , Haoyu Wang , Xiapu Luo , Gareth Tyson , Lei Wu , Yao Guo

Traditionally, the Net Present Value method is used to compare diverging investment strategies. However, valuating crypto-projects with fiat-based currency is confusing due to extreme coin appreciation rates as compared to fiat interest…

Computers and Society · Computer Science 2018-03-15 J. Berengueres

We propose a new coded blockchain scheme suitable for the Internet-of-Things (IoT) network. In contrast to existing works for coded blockchains, especially blockchain-of-things, the proposed scheme is more realistic, practical, and secure…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-22 Amirhossein Taherpour , Xiaodong Wang

Skill verification is a central problem in workforce hiring. Companies and academia often face the difficulty of ascertaining the skills of an applicant since the certifications of the skills claimed by a candidate are generally not…

Cryptography and Security · Computer Science 2020-03-26 Jay Gupta , Swaprava Nath

This paper provides an overview of how crypto currency and blockchain engineering interacts with the law enforcement. We point out that a large proportion of crypto users are amateur investors and the dominant and the largest segment in…

Cryptography and Security · Computer Science 2021-09-03 Nicolas T. Courtois , Kacper T. Gradon , Klaus Schmeh

Stablecoins are one of the most widely capitalized type of cryptocurrency. However, their risks vary significantly according to their design and are often poorly understood. We seek to provide a sound foundation for stablecoin theory, with…

General Economics · Economics 2020-10-30 Ariah Klages-Mundt , Dominik Harz , Lewis Gudgeon , Jun-You Liu , Andreea Minca

We propose a high level network architecture for an economic system that integrates money, governance and reputation. We introduce a method for issuing, and redeeming a digital coin using a mechanism to create a sustainable global economy…

Economics · Quantitative Finance 2015-08-24 Benjamin Munro , Julia McLachlan