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The objective of this paper is the construction of new indicators that can be useful to operate in the cryptocurrency market. These indicators are based on public data obtained from the blockchain network, specifically from the nodes that…

Statistical Finance · Quantitative Finance 2024-03-05 Juan C. King , Roberto Dale , José M. Amigó

Blockchain technologies are gaining massive momentum in the last few years. Blockchains are distributed ledgers that enable parties who do not fully trust each other to maintain a set of global states. The parties agree on the existence,…

Databases · Computer Science 2017-08-21 Tien Tuan Anh Dinh , Rui Liu , Meihui Zhang , Gang Chen , Beng Chin Ooi , Ji Wang

In this research, the evolution of Distributed Ledger Technology (DLT) in supply chains has been mapped from the inception of the technology until June 2020, utilising primarily public data sources. Two hundred seventy-one blockchain…

Computers and Society · Computer Science 2020-10-02 Nikhil Vadgama , Paolo Tasca

First, a big data analysis of the transactions and smart contracts made on the Ethereum blockchain is performed, revealing interesting trends in motion. Next, these trends are compared with the public's interest in Ether and Bitcoin,…

Trading and Market Microstructure · Quantitative Finance 2021-04-06 Dorsa Mohammadi Arezooji

The utilization of Large Language Models (LLMs) in financial trading has primarily been concentrated within the stock market, aiding in economic and financial decisions. Yet, the unique opportunities presented by the cryptocurrency market,…

Trading and Market Microstructure · Quantitative Finance 2024-07-16 Yuan Li , Bingqiao Luo , Qian Wang , Nuo Chen , Xu Liu , Bingsheng He

Blockchains are significantly easing trade finance, with billions of dollars worth of assets being transacted daily. However, analyzing these networks remains challenging due to the sheer volume and complexity of the data. We introduce a…

Machine Learning · Computer Science 2024-05-07 Jason Zhu , Arijit Khan , Cuneyt Gurcan Akcora

In the past decade, blockchain has shown a promising vision greatly to build the trust without any powerful third party in a secure, decentralized and salable manner. However, due to the wide application and future development from…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-05-11 Bin Cao , Zixin Wang , Long Zhang , Daquan Feng , Mugen Peng , Lei Zhang

We present a novel approach for predicting the distribution of asset returns using a quantile-based method with Long Short-Term Memory (LSTM) networks. Our model is designed in two stages: the first focuses on predicting the quantiles of…

Statistical Finance · Quantitative Finance 2025-01-29 Ísak Pétursson , María Óskarsdóttir

Machine learning has recently enabled large advances in artificial intelligence, but these results can be highly centralized. The large datasets required are generally proprietary; predictions are often sold on a per-query basis; and…

Artificial Intelligence · Computer Science 2020-09-23 Justin D. Harris

For data privacy, system reliability, and security, Blockchain technologies have become more popular in recent years. Despite its usefulness, the blockchain is vulnerable to cyber assaults; for example, in January 2019 a 51% attack on…

Cryptography and Security · Computer Science 2022-12-20 D. Nancy Kirupanithi , A. Antonidoss , G. Subathra

Bitcoin is the first digital decentralized cryptocurrency that has shown a significant increase in market capitalization in recent years. The objective of this paper is to determine the predictable price direction of Bitcoin in USD by…

Statistical Finance · Quantitative Finance 2020-06-26 S M Raju , Ali Mohammad Tarif

Blockchain finance has become a part of the world financial system, most typically manifested in the attention to the price of Bitcoin. However, a great deal of work is still limited to using technical indicators to capture Bitcoin price…

Statistical Finance · Quantitative Finance 2022-05-03 Panpan Li , Shengbo Gong , Shaocong Xu , Jiajun Zhou , Yu Shanqing , Qi Xuan

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

Cryptocurrencies, as decentralized digital assets, have experienced rapid growth and adoption, with over 23,000 cryptocurrencies and a market capitalization nearing \$1.1 trillion (about \$3,400 per person in the US) as of 2023. This…

Machine Learning · Computer Science 2024-10-21 Jannatun Nayeem Pinky , Ramya Akula

The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…

General Finance · Quantitative Finance 2020-04-06 Fan Fang , Waichung Chung , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , Fan Wu

The problem of a single point of failure in centralized systems poses a great challenge to the stability of such systems. Meanwhile, the tamperability of data within centralized systems makes users reluctant to trust and use centralized…

Cryptography and Security · Computer Science 2025-04-22 Ka Wai Wu

Policy decisions are increasingly dependent on the outcomes of simulations and/or machine learning models. The ability to share and interact with these outcomes is relevant across multiple fields and is especially critical in the disease…

A detailed exploration of blockchain technology and its applications across various fields is provided, beginning with an introduction to cryptography fundamentals, including symmetric and asymmetric encryption, and their roles in ensuring…

In the given technology-driven era, smart cities are the next frontier of technology, aiming at improving the quality of people's lives. Many research works focus on future smart cities with a holistic approach towards smart city…

Cryptography and Security · Computer Science 2021-07-22 S. Valli Sanghami , John J. Lee , Qin Hu

This article aims to study intrusion attacks and then develop a novel cyberattack detection framework to detect cyberattacks at the network layer (e.g., Brute Password and Flooding of Transactions) of blockchain networks. Specifically, we…

Cryptography and Security · Computer Science 2024-05-07 Tran Viet Khoa , Do Hai Son , Dinh Thai Hoang , Nguyen Linh Trung , Tran Thi Thuy Quynh , Diep N. Nguyen , Nguyen Viet Ha , Eryk Dutkiewicz