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AI and data driven solutions have been applied to different fields and achieved outperforming and promising results. In this research work we apply k-Nearest Neighbours, eXtreme Gradient Boosting and Random Forest classifiers for detecting…

Trading and Market Microstructure · Quantitative Finance 2022-06-14 Mohsen Asgari , Hossein Khasteh

This article addresses some of the most contentious issues related to privacy in electronic payment systems, particularly the current zeitgeist of proposed solutions for central bank digital currency.

Computers and Society · Computer Science 2020-06-11 Geoffrey Goodell

This paper examines factors that influence prices of most common five cryptocurrencies such as Bitcoin, Ethereum, Dash, Litecoin, and Monero over 2010-2018 using weekly data. The study employs ARDL technique and documents several findings.…

Pricing of Securities · Quantitative Finance 2025-12-01 Yhlas Sovbetov

In blockchain-based anonymous cryptocurrencies, due to their tamper-resistance and transparency characteristics, transaction data are initially required to be anonymous, with the help of various cryptographic techniques, e.g., commitment…

Cryptography and Security · Computer Science 2024-10-30 Takeshi Miyamae , Kanta Matsuura

Gold and bitcoin are not new to us, but with limited cash and time, given only the past stream of the daily price of gold and bitcoin, it is a kind of new problem for us to develop a certain model and determine the best strategy to get the…

Other Computer Science · Computer Science 2022-09-09 Yueying Ma , Yan Mi , Yujing Bian

A model is proposed for Bitcoin prices that takes into account market attention. Market attention, modeled by a mean-reverting Cox-Ingersoll-Ross processes, affects the volatility of Bitcoin returns, with some delay. The model is affine and…

Pricing of Securities · Quantitative Finance 2024-01-17 Alvaro Guinea Julia , Alet Roux

Central banks are actively exploring central bank digital currencies (CBDCs) by conducting research, proofs of concept and pilots. However, adoption of a CBDC can risk fragmenting both payments markets and retail deposits. In this paper, we…

Computers and Society · Computer Science 2025-01-20 Lee Braine , Shreepad Shukla

Despite the fact that it is publicly available, collecting and processing the full bitcoin blockchain data is not trivial. Its mere size, history, and other features indeed raise quite specific challenges, that we address in this paper. The…

Social and Information Networks · Computer Science 2021-06-16 Jules Azad Emery , Matthieu Latapy

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…

General Finance · Quantitative Finance 2024-07-03 Amrutha Muralidhar , Muralidhar Lakkanna

Central Bank Digital Currency (CBDC) can be defined as a virtual currency based on node network and digital encryption algorithm issued by a country which has a legal credit protection. CBDCs are supported by Distributed Ledger Technologies…

We study the dependency and causality structure of the cryptocurrency market investigating collective movements of both prices and social sentiment related to almost two thousand cryptocurrencies traded during the first six months of 2018.…

Statistical Finance · Quantitative Finance 2019-03-05 Tomaso Aste

This paper presents an annotated portfolio of projects that seek to understand and communicate the social and societal implications of blockchains, distributed ledgers and smart contracts. These complex technologies rely on human and…

Human-Computer Interaction · Computer Science 2021-12-23 Dave Murray-Rust , Chris Elsden , Bettina Nissen , Ella Tallyn , Larissa Pschetz , Chris Speed

This research paper provides a comprehensive analysis of Bitcoin, delving into its evolution, adoption, and potential future implications. As the pioneering cryptocurrency, Bitcoin has sparked significant interest and debate in recent…

Cryptography and Security · Computer Science 2023-04-07 Neelesh Mungoli

Blockchain is a growing decentralized system built for transparency and immutability. There have been several major attacks on blockchain-based systems, leaving a gap in the trustability of this system. This article presents a comprehensive…

Cryptography and Security · Computer Science 2024-09-17 Joydip Das , Syed Ashraf Al Tasin , Md. Forhad Rabbi , Md Sadek Ferdous

We show that the behaviour of Bitcoin has interesting similarities to stock and precious metal markets, such as gold and silver. We report that whilst Litecoin, the second largest cryptocurrency, closely follows Bitcoin's behaviour, it does…

Statistical Finance · Quantitative Finance 2014-11-10 Daniel Wilson-Nunn , Hector Zenil

Blockchain is a distributed ledger, which is protected against malicious modifications by means of cryptographic tools, e.g. digital signatures and hash functions. One of the most prominent applications of blockchains is cryptocurrencies,…

Cryptography and Security · Computer Science 2019-12-20 E. O. Kiktenko , M. A. Kudinov , A. K. Fedorov

Cyber Threat Intelligence (CTI) is the knowledge of cyber and physical threats that help mitigate potential cyber attacks. The rapid evolution of the current threat landscape has seen many organisations share CTI to strengthen their…

Cryptography and Security · Computer Science 2022-08-26 Kealan Dunnett , Shantanu Pal , Guntur Dharma Putra , Zahra Jadidi , Raja Jurdak

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…

Cryptography and Security · Computer Science 2025-05-14 Aditya Pratap Singh

Blockchain based cryptocurrencies are usually unmanaged, distributed, consensus-based systems in which no single entity has control. Managed cryptocurrencies can be implemented using private blockchains but are fundamentally different as…

Cryptography and Security · Computer Science 2019-06-27 Peter Mell

Utilizing graph analytics and learning has proven to be an effective method for exploring aspects of crypto economics such as network effects, decentralization, tokenomics, and fraud detection. However, the majority of existing research…

Computational Engineering, Finance, and Science · Computer Science 2024-03-12 Bingqiao Luo
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