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Cryptocurrencies have emerged as a novel financial asset garnering significant attention in recent years. A defining characteristic of these digital currencies is their pronounced short-term market volatility, primarily influenced by…

Computational Finance · Quantitative Finance 2024-01-02 Vahidin Jeleskovic , Stephen Mackay

We introduce novel approaches to cryptocurrency price forecasting, leveraging Machine Learning (ML) and Natural Language Processing (NLP) techniques, with a focus on Bitcoin and Ethereum. By analysing news and social media content,…

Statistical Finance · Quantitative Finance 2024-10-28 Vincent Gurgul , Stefan Lessmann , Wolfgang Karl Härdle

We study the problem of predicting whether the price of the 21 most popular cryptocurrencies (according to coinmarketcap.com) will go up or down on day d, using data up to day d-1. Our C2P2 algorithm is the first algorithm to consider the…

Machine Learning · Computer Science 2019-06-04 Chongyang Bai , Tommy White , Linda Xiao , V. S. Subrahmanian , Ziheng Zhou

There have been extensive efforts in government, academia, and industry to anticipate, forecast, and mitigate cyber attacks. A common approach is time-series forecasting of cyber attacks based on data from network telescopes, honeypots, and…

Cybercrime markets support the development and diffusion of new attack technologies, vulnerability exploits, and malware. Whereas the revenue streams of cyber attackers have been studied multiple times in the literature, no quantitative…

Cryptography and Security · Computer Science 2018-01-08 Luca Allodi

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

Statistical Finance · Quantitative Finance 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga

Light nodes are clients in blockchain systems that only store a small portion of the blockchain ledger. In certain blockchains, light nodes are vulnerable to a data availability (DA) attack where a malicious node makes the light nodes…

Information Theory · Computer Science 2022-08-30 Debarnab Mitra , Lev Tauz , Lara Dolecek

Cyberattacks have prominently increased over the past few years now, and have targeted actors from a wide variety of domains. Understanding the motivation, infrastructure, attack vectors, etc. behind such attacks is vital to proactively…

Cryptography and Security · Computer Science 2024-08-13 Chaitanya Rahalkar

Advanced Persistent Threats (APTs) are a main impendence in cyber security of computer networks. In 2015, a successful breach remains undetected 146 days on average, reported by [Fi16].With our work we demonstrate a feasible and fast way to…

Databases · Computer Science 2018-02-02 Timo Schindler

Bitcoin cryptocurrency system enables users to transact securely and pseudo-anonymously by using an arbitrary number of aliases (Bitcoin addresses). Cybercriminals exploit these characteristics to commit immutable and presumably untraceable…

Cryptography and Security · Computer Science 2018-11-27 Mauro Conti , Ankit Gangwal , Sushmita Ruj

Cyber data attacks are the worst-case interacting bad data to power system state estimation and cannot be detected by existing bad data detectors. In this paper, we for the first time analyze the likelihood of cyber data attacks by…

Systems and Control · Computer Science 2016-11-15 Yingshuai Hao , Meng Wang , Joe Chow

An Intrusion Detection System (IDS) to secure computer networks reports indicators for an attack as alerts. However, every attack can result in a multitude of IDS alerts that need to be correlated to see the full picture of the attack. In…

Cryptography and Security · Computer Science 2020-03-13 Steffen Haas , Florian Wilkens , Mathias Fischer

Cryptocurrencies fluctuate in markets with high price volatility, posing significant challenges for investors. To aid in informed decision-making, systems predicting cryptocurrency market movements have been developed, typically focusing on…

Machine Learning · Computer Science 2025-05-06 Amit Kumar , Taoran Ji

In shaping the Internet of Money, the application of blockchain and distributed ledger technologies (DLTs) to the financial sector triggered regulatory concerns. Notably, while the user anonymity enabled in this field may safeguard privacy…

Cryptography and Security · Computer Science 2023-03-21 Nadia Pocher , Mirko Zichichi , Fabio Merizzi , Muhammad Zohaib Shafiq , Stefano Ferretti

Cryptocurrency is a form of digital currency using cryptographic techniques in a decentralized system for secure peer-to-peer transactions. It is gaining much popularity over traditional methods of payments because it facilitates a very…

Cryptography and Security · Computer Science 2023-08-01 Samyak Jain , Sarthak Johari , Radhakrishnan Delhibabu

In this paper, we study the possibility of inferring early warning indicators (EWIs) for periods of extreme bitcoin price volatility using features obtained from Bitcoin daily transaction graphs. We infer the low-dimensional representations…

Statistical Finance · Quantitative Finance 2019-02-08 Nino Antulov-Fantulin , Dijana Tolic , Matija Piskorec , Zhang Ce , Irena Vodenska

Cryptocurrencies are considered relevant assets and they are currently used as an investment or to carry out transactions. However, specific characteristics commonly associated with the cryptocurrencies such as irreversibility,…

Cryptography and Security · Computer Science 2023-11-30 Hugo Almeida , Pedro Pinto , Ana Fernández Vilas

The increasing sophistication of cyber threats necessitates proactive measures to identify vulnerabilities and potential exploits. Underground hacking forums serve as breeding grounds for the exchange of hacking techniques and discussions…

Cryptography and Security · Computer Science 2024-05-09 Felipe Moreno-Vera

Ability to effectively investigate indicators of compromise and associated network resources involved in cyber attacks is paramount not only to identify affected network resources but also to detect related malicious resources. Today, most…

Sophisticated mass attacks, especially when exploiting zero-day vulnerabilities, have the potential to cause destructive damage to organizations and critical infrastructure. To timely detect and contain such attacks, collaboration among the…

Cryptography and Security · Computer Science 2019-05-10 Nikolaos Alexopoulos , Emmanouil Vasilomanolakis , Stephane Le Roux , Steven Rowe , Max Mühlhäuser