English
Related papers

Related papers: Quantitative analysis of cryptocurrencies transact…

200 papers

Half a decade after Bitcoin became the first widely used cryptocurrency, blockchains are receiving considerable interest from industry and the research community. Modern blockchains feature services such as name registration and smart…

Cryptography and Security · Computer Science 2016-06-22 Luke Anderson , Ralph Holz , Alexander Ponomarev , Paul Rimba , Ingo Weber

Although Bitcoin has long been dominant in the crypto scene, it is certainly not alone. Ether is another cryptocurrency related project that has attracted an intensive attention because of its additional features. This study seeks to test…

Portfolio Management · Quantitative Finance 2017-07-26 Jamal Bouoiyour , Refk Selmi

This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task…

Statistical Finance · Quantitative Finance 2025-02-14 Francesco Puoti , Fabrizio Pittorino , Manuel Roveri

Bitcoins have emerged as a possible competitor to usual currencies, but other crypto-currencies have likewise appeared as competitors to the Bitcoin currency. The expanding market of crypto-currencies now involves capital equivalent to…

Physics and Society · Physics 2014-03-26 Stefan Bornholdt , Kim Sneppen

The objective of this paper is to assess the performances of dimensionality reduction techniques to establish a link between cryptocurrencies. We have focused our analysis on the two most traded cryptocurrencies: Bitcoin and Ethereum. To…

Statistical Finance · Quantitative Finance 2022-02-11 Hugo Inzirillo , Benjamin Mat

Many classical blockchains are known to have an embarrassingly low transaction throughput, down to Bitcoin's notorious seven transactions per second limit.Various proposals and implementations for increasing throughput emerged in the first…

Cryptography and Security · Computer Science 2023-03-08 Lioba Heimbach , Quentin Kniep , Yann Vonlanthen , Roger Wattenhofer

The recent emergence of cryptocurrencies such as Bitcoin and Ethereum has posed possible alternatives to global payments as well as financial assets around the globe, making investors and financial regulators aware of the importance of…

Statistical Finance · Quantitative Finance 2021-07-02 Shinji Kakinaka , Ken Umeno

Non-fungible tokens (NFT) have recently emerged as a novel blockchain hosted financial asset class that has attracted major transaction volumes. Investment decisions rely on data and adequate preprocessing and application of analytics to…

Statistical Finance · Quantitative Finance 2023-02-23 Jason B. Cho , Sven Serneels , David S. Matteson

The properties of tokens within the Ethereum blockchain, such as their current prices, trade volumes, and potential future values, have been the subjects of numerous studies. Employing social networks and graphs, as powerful tools for…

Social and Information Networks · Computer Science 2023-10-24 Aryan Soltani Mohammadi , Moein Karami , Amir Pasha Motamed , Behnam Bahrak

In recent years, cryptocurrencies have attracted growing attention from both private investors and institutions. Among them, Bitcoin stands out for its impressive volatility and widespread influence. This paper explores the predictability…

Statistical Finance · Quantitative Finance 2025-04-29 Grégory Bournassenko

The aim of this paper is to investigate the effect of a novel method called linear law-based feature space transformation (LLT) on the accuracy of intraday price movement prediction of cryptocurrencies. To do this, the 1-minute interval…

Statistical Finance · Quantitative Finance 2023-05-09 Marcell T. Kurbucz , Péter Pósfay , Antal Jakovác

Cryptocurrencies are widely used, yet current methods for analyzing transactions often rely on opaque, black-box models. While these models may achieve high performance, their outputs are usually difficult to interpret and adapt, making it…

Cryptography and Security · Computer Science 2025-09-05 Yuchen Lei , Yuexin Xiang , Qin Wang , Rafael Dowsley , Tsz Hon Yuen , Kim-Kwang Raymond Choo , Jiangshan Yu

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

Bitcoin, as one of the most popular cryptocurrency, is recently attracting much attention of investors. Bitcoin price prediction task is consequently a rising academic topic for providing valuable insights and suggestions. Existing bitcoin…

Statistical Finance · Quantitative Finance 2020-08-25 Xiao Li , Weili Wu

Cryptocurrency blockchains, beyond their primary role as distributed payment systems, are increasingly used to store and share arbitrary content, such as text messages and files. Although often non-financial, this hidden content can impact…

Machine Learning · Computer Science 2025-04-21 Charalampos Kleitsikas , Nikolaos Korfiatis , Stefanos Leonardos , Carmine Ventre

As the largest public blockchain-based platform supporting smart contracts, Ethereum has accumulated a large number of user transaction records since its debut in 2014. Analysis of Ethereum transaction records, however, is still relatively…

Social and Information Networks · Computer Science 2021-01-01 Dan Lin , Jiajing Wu , Qi Yuan , Zibin Zheng

This study, to the best of our knowledge for the first time, delves into the spatiotemporal dynamics of Bitcoin transactions, shedding light on the scaling laws governing its geographic usage. Leveraging a dataset of IP addresses and…

Social and Information Networks · Computer Science 2023-09-22 Lajos Kelemen , István András Seres , Ágnes Backhausz

Blockchain-based cryptocurrencies have demonstrated how to securely implement traditionally centralized systems, such as currencies, in a decentralized fashion. However, there have been few measurement studies on the level of…

Cryptography and Security · Computer Science 2018-03-30 Adem Efe Gencer , Soumya Basu , Ittay Eyal , Robbert van Renesse , Emin Gün Sirer

In the work, a comparative correlation and fractal analysis of time series of Bitcoin crypto currency rate and community activities in social networks associated with Bitcoin was conducted. A significant correlation between the Bitcoin rate…

Statistical Finance · Quantitative Finance 2019-05-06 Lyudmyla Kirichenko , Vitalii Bulakh , Tamara Radivilova

The growth potential of a crypto(currency) project can be measured by the use cases spurred by the underlying technology. However, these projects are usually distributed, with a weak feedback schemes. Hence, a metric that is widely used as…

Cryptography and Security · Computer Science 2024-09-04 Maurantonio Caprolu , Roberto Di Pietro , Flavio Lombardi , Elia Onofri
‹ Prev 1 3 4 5 6 7 10 Next ›