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Despite the fact that cryptocurrencies themselves have experienced an astonishing rate of adoption over the last decade, cryptocurrency fraud detection is a heavily under-researched problem area. Of all fraudulent activity regarding…

Machine Learning · Computer Science 2022-05-11 Viswanath Chadalapaka , Kyle Chang , Gireesh Mahajan , Anuj Vasil

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

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

Cryptocurrencies, arguably the most prominent application of blockchains, have been on the rise with a wide mainstream acceptance. A central concept in cryptocurrencies is "mining pools", groups of cooperating cryptocurrency miners who…

Cryptography and Security · Computer Science 2022-10-20 Ayodeji Adeniran , David Mohaisen

We present positive evidence of price stability of cryptocurrencies as a medium of exchange. For the sample years from 2016 to 2020, the prices of major cryptocurrencies are found to be stable, relative to major financial assets.…

General Economics · Economics 2021-12-14 Tatsuru Kikuchi , Toranosuke Onishi , Kenichi Ueda

Cryptocurrencies offer an alternative to traditional methods of electronic value exchange, promising anonymous, cash-like electronic transfers, but in practice they fall short for several key reasons. We consider the false choice between…

Computers and Society · Computer Science 2019-06-05 Geoff Goodell , Tomaso Aste

There is a growing interest in understanding the energy and environmental footprint of digital currencies, specifically in cryptocurrencies such as Bitcoin and Ethereum. These cryptocurrencies are operated by a geographically distributed…

Computers and Society · Computer Science 2022-10-24 Ashish Rajendra Sai , Harald Vranken

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

Blockchain represents a technology for establishing a shared, immutable version of the truth between a network of participants that do not trust one another, and therefore has the potential to disrupt any financial or other industries that…

Computers and Society · Computer Science 2016-11-02 Marek Laskowski , Henry M. Kim

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

Cryptocurrencies are digital tokens built on blockchain technology, with thousands actively traded on centralized exchanges (CEXs). Unlike stocks, which are backed by real businesses, cryptocurrencies are recognized as a distinct class of…

Statistical Finance · Quantitative Finance 2025-04-18 Yu Zhang , Zelin Wu , Claudio Tessone

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

A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…

Risk Management · Quantitative Finance 2018-05-15 Cuneyt Akcora , Matthew Dixon , Yulia Gel , Murat Kantarcioglu

As a disruptive technology, blockchain, particularly its original form of bitcoin as a type of digital currency, has attracted great attentions. The innovative distributed decision making and security mechanism lay the technical foundation…

Cryptography and Security · Computer Science 2018-12-21 Ameer Tamoor Khan , Xinwei Cao , Shuai Li

Blockchain is relatively a new area of research. However, a surge of research studies on the blockchain has taken place in recent years. These research studies have mostly focused on designing and developing conceptual frameworks to build…

Software Engineering · Computer Science 2020-04-28 Iyolita Islam , Kazi Md. Munim , Shahrima Jannat Oishwee , A. K. M. Najmul Islam , Muhammad Nazrul Islam

The Bitcoin digital currency appeared in 2009. Since this time, researchers and practitioners have looked under the hood of the open source Bitcoin currency, and discovered that Bitcoins Blockchain software architecture is useful for…

Computers and Society · Computer Science 2017-03-20 J. Prpić

Cryptocurrencies have gained significant attention in recent years due to their decentralized nature and potential for financial innovation. Thus, the ability to accurately predict its price has become a subject of great interest for…

Machine Learning · Computer Science 2024-10-21 Arthur Emanuel de Oliveira Carosia

Context: Blockchain technology has drawn growing attention in the literature and in practice. Blockchain technology generates considerable amounts of data and has thus been a topic of interest for Machine Learning (ML). Objective: The…

Cryptography and Security · Computer Science 2024-03-27 Georgios Palaiokrassas , Sarah Bouraga , Leandros Tassiulas

In this research, we discussed a rising issue for Muslims in today world that involves a financial and technical innovation, namely: cryptocurrencies. We found out through a questionnaire that many Muslims are having a hard time finding the…

Computers and Society · Computer Science 2022-11-14 Shahad Al-Khalifa

This paper explores neural network-based approaches for algorithmic trading in cryptocurrency markets. Our approach combines multi-timeframe trend analysis with high-frequency direction prediction networks, achieving positive risk-adjusted…

Computational Finance · Quantitative Finance 2025-08-05 Wěi Zhāng
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