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Off-chain transaction channels represent one of the leading techniques to scale the transaction throughput in cryptocurrencies. However, the economic effect of transaction channels on the system has not been explored much until now. We…
We study the problem of the intraday short-term volume forecasting in cryptocurrency exchange markets. The predictions are built by using transaction and order book data from different markets where the exchange takes place.…
With the wide application of blockchain in the financial field, the rise of various types of cybercrimes has brought great challenges to the security of blockchain. In order to better understand this emerging market and explore more…
This paper presents a new financial market simulator that may be used as a tool in both industry and academia for research in market microstructure. It allows multiple automated traders and/or researchers to simultaneously connect to an…
Blockchain technology shows significant results and huge potential for serving as an interweaving fabric that goes through every industry and market, allowing decentralized and secure value exchange, thus connecting our civilization like…
The decentralization, redundancy, and pseudo-anonymity features have made permission-less public blockchain platforms attractive for adoption as technology platforms for cryptocurrencies. However, such adoption has enabled cybercriminals to…
Social media signals have been successfully used to develop large-scale predictive and anticipatory analytics. For example, forecasting stock market prices and influenza outbreaks. Recently, social data has been explored to forecast price…
]A multichain non-fungible tokens (NFTs) marketplace is a decentralized platform where users can buy, sell, and trade NFTs across multiple blockchain networks by using cross communication bridge. In past most of NFT marketplace was based on…
Value at risk and expected shortfall are increasingly popular tail risk measures in the financial risk management field. Both academia and financial institutions are working to improve tail risk forecasts in order to meet the requirements…
The Binary Vector Clock is a simple, yet space-efficient algorithm for generating a partial order of transactions in account-based blockchain systems. The Binary Vector Clock solves the problem of order dependency in systems such as…
Modern blockchain ecosystems comprise many heterogeneous networks, creating a growing need for interoperability. Cross-chain bridges provide the core infrastructure for this interoperability by enabling verifiable state transitions that…
Technological advancements in cryptocurrency markets have increased accessibility for investors, but concurrently exposed them to the risks of market manipulations. Existing fraud detection mechanisms typically rely on machine learning…
We have designed an innovative portfolio rebalancing mechanism termed the Cascading Waterfall Round Robin Mechanism. This algorithmic approach recommends an ideal size and number of trades for each asset during the periodic rebalancing…
Traffic monetization is a crucial component of running most for-profit online businesses. One of its latest incarnations is cryptocurrency mining, where a website instructs the visitor's browser to participate in building a cryptocurrency…
An atomic cross-chain swap is a distributed coordination task where multiple parties exchange assets across multiple blockchains, for example, trading bitcoin for ether. An atomic swap protocol guarantees (1) if all parties conform to the…
Ethereum is currently the second largest blockchain by market capitalization and a popular platform for cryptocurrencies. As it has grown, the high value present and the anonymity afforded by the technology have led Ethereum to become a…
We explore the clearing problem in the barter exchange market. The problem, described in the terminology of graph theory, is to find a set of vertex-disjoint, length-restricted cycles that maximize the total weight in a weighted digraph.…
This study empirically examines interdependencies between BitCoin and altcoin markets in the short- and long-run. We apply time-series analytical mechanisms to daily data of 17 virtual currencies (BitCoin + 16 alternative virtual…
Bitcoin and other similar digital currencies on blockchains are not ideal means for payment, because their prices tend to go up in the long term (thus people are incentivized to hoard those currencies), and to fluctuate widely in the short…
Weighted reciprocity between two agents can be defined as the minimum of sending and receiving value in their bilateral relationship. In financial networks, such reciprocity characterizes the importance of individual banks as both liquidity…