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Related papers: Cryptocurrency Trading: A Comprehensive Survey

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As one of the most important and famous applications of blockchain technology, cryptocurrency has attracted extensive attention recently. Empowered by blockchain technology, all the transaction records of cryptocurrencies are irreversible…

Social and Information Networks · Computer Science 2022-01-20 Jiajing Wu , Jieli Liu , Yijing Zhao , Zibin Zheng

Cryptocurrency refers to a type of digital asset that uses distributed ledger, or blockchain, technology to enable a secure transaction. Although the technology is widely misunderstood, many central banks are considering launching their own…

Computational Finance · Quantitative Finance 2020-07-30 Wolfgang Karl Härdle , Campbell R. Harvey , Raphael C. G. Reule

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

Cryptocurrencies gain trust in users by publicly disclosing the full creation and transaction history. In return, the transaction history faithfully records the whole spectrum of cryptocurrency user behaviors. This article analyzes and…

Cryptography and Security · Computer Science 2020-10-05 Xiao Fan Liu , Xin-Jian Jiang , Si-Hao Liu , Chi Kong Tse

Crypto Currencies have recently gained enormous popularity amongst the general public. With each passing day, more and more companies are radically accepting crypto cur-rencies in their payment systems, paving way for an economic…

Cryptography and Security · Computer Science 2017-12-01 Sufian Hameed , Sameet Farooq

Cryptocurrencies have evolved into an important asset class, providing a variety of benefits. However, they also present significant risks, such as market volatility and the potential for misuse in illegal activities. These risks underline…

Computers and Society · Computer Science 2024-07-02 Xihan Xiong , Junliang Luo

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

Crypto-coins (also known as cryptocurrencies) are tradable digital assets. Notable examples include Bitcoin, Ether and Litecoin. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption…

Statistical Finance · Quantitative Finance 2022-12-05 Pasquale De Rosa , Valerio Schiavoni

This survey develops a dual analysis, consisting, first, in a bibliometric examination and, second, in a close literature review of all the scientific production around cryptocurrencies conducted in economics so far. The aim of this paper…

General Finance · Quantitative Finance 2020-03-24 Aurelio F. Bariviera , Ignasi Merediz-Solà

Cryptocurrencies have gained tremendous popularity over the past few years. The purpose of this study is to try to understand the factors that are driving cryptocurrency-related trading activities. Focusing on the well-established…

Computers and Society · Computer Science 2019-01-04 Natalia Jerdack , Akmaral Dauletbek , Meredith Divine , Michael Hult , Arthur Carvalho

At present, cryptocurrencies have become a global phenomenon in financial sectors as it is one of the most traded financial instruments worldwide. Cryptocurrency is not only one of the most complicated and abstruse fields among financial…

Statistical Finance · Quantitative Finance 2020-05-20 Reaz Chowdhury , M. Arifur Rahman , M. Sohel Rahman , M. R. C. Mahdy

Cryptocoins (i.e., Bitcoin, Ether, Litecoin) are tradable digital assets. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption techniques guarantee the security of the transactions…

Computational Engineering, Finance, and Science · Computer Science 2024-09-06 Pasquale De Rosa , Pascal Felber , Valerio Schiavoni

Cryptocurrencies are a type of digital money meant to provide security and anonymity while using cryptography techniques. Although cryptocurrencies represent a breakthrough and provide some important benefits, their usage poses some risks…

General Finance · Quantitative Finance 2024-01-22 Ana Fernández Vilas , Rebeca P. Díaz Redondo , Daniel Couto Cancela , Alejandro Torrado Pazos

The review introduces the history of cryptocurrencies, offering a description of the blockchain technology behind them. Differences between cryptocurrencies and the exchanges on which they are traded have been shown. The central part…

Statistical Finance · Quantitative Finance 2021-03-10 Marcin Wątorek , Stanisław Drożdż , Jarosław Kwapień , Ludovico Minati , Paweł Oświęcimka , Marek Stanuszek

The cryptocurrency market surpassed the barrier of \$100 billion market capitalization in June 2017, after months of steady growth. Despite its increasing relevance in the financial world, however, a comprehensive analysis of the whole…

Cryptocurrencies are examined through the asset flow equations and experimental asset markets. Since tangible value of a typical cryptocurrency is non-existent, the theory suggests that price will gravitate toward liquidity value, i.e., the…

Mathematical Finance · Quantitative Finance 2018-02-28 Carey Caginalp , Gunduz Caginalp

Since the introduction of Bitcoin in 2009, the dramatic and unsteady evolution of the cryptocurrency market has also been driven by large investments by traditional and cryptocurrency-focused hedge funds. Notwithstanding their critical…

Statistical Finance · Quantitative Finance 2023-01-11 Luca Mungo , Silvia Bartolucci , Laura Alessandretti

The price volatility of cryptocurrencies is often cited as a major hindrance to their wide-scale adoption. Consequently, during the last two years, multiple so called stablecoins have surfaced---cryptocurrencies focused on maintaining…

Despite being described as a medium of exchange, cryptocurrencies do not have the typical attributes of a medium of exchange. Consequently, cryptocurrencies are more appropriately described as crypto assets. A common investment attribute…

Risk Management · Quantitative Finance 2021-11-15 Yuan Hu , Svetlozar T. Rachev , Frank J. Fabozzi

Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal…

Physics and Society · Physics 2019-04-09 Laura Alessandretti , Abeer ElBahrawy , Luca Maria Aiello , Andrea Baronchelli
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