Related papers: CRIX an index for cryptocurrencies
This paper evaluates and assesses the risk associated with capital allocation in cryptocurrencies (CCs). In this regard, we take a basket of 27 CCs and the CC index EWCI$^-$ into account. After considering a series of statistical tests we…
Historically, gold and silver have played distinct roles in traditional monetary systems. While gold has primarily been revered as a superior store of value, prompting individuals to hoard it, silver has commonly been used as a medium of…
Cryptocurrency markets exhibit pronounced momentum effects and regime-dependent volatility, presenting both opportunities and challenges for systematic trading strategies. We propose AdaptiveTrend, a multi-component algorithmic trading…
Correlation networks were used to detect characteristics which, although fixed over time, have an important influence on the evolution of prices over time. Potentially important features were identified using the websites and whitepapers of…
We introduce a new economic system suited for Intangible Goods ({\sc ig}). We argue that such system can now be implemented in the real world using advance technics in distributed network computing and cryptography. The specification of the…
An algorithmic stablecoin is a type of cryptocurrency managed by algorithms (i.e., smart contracts) to dynamically minimize the volatility of its price relative to a specific form of asset, e.g., US dollar. As algorithmic stablecoins have…
Two of the most important technological advancements currently underway are the advent of quantum technologies, and the transitioning of global financial systems towards cryptographic assets, notably blockchain-based cryptocurrencies and…
Blockchains are distributed data structures that are used to achieve consensus in systems for cryptocurrencies (like Bitcoin) or smart contracts (like Ethereum). Although blockchains gained a lot of popularity recently, there is no…
A smart contract is an interactive program that governs funds in the realm of a single cryptocurrency. Yet, the many existing cryptocurrencies have spurred the design of cross-chain applications that require interactions with multiple…
AI and data driven solutions have been applied to different fields and achieved outperforming and promising results. In this research work we apply k-Nearest Neighbours, eXtreme Gradient Boosting and Random Forest classifiers for detecting…
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…
Interest in cryptocurrencies has skyrocketed since their introduction a decade ago, with hundreds of billions of dollars now invested across a landscape of thousands of different cryptocurrencies. While there is significant diversity, there…
The decentralized finance (DeFi) community has grown rapidly in recent years, pushed forward by cryptocurrency enthusiasts interested in the vast untapped potential of new markets. The surge in popularity of cryptocurrency has ushered in a…
Digital payment schemes show an ever increasing importance. Out of the countless different schemes available this article focuses on the popular Bitcoin system. The authors provide a description of Bitcoin's unique technological basis and…
In the wake of financial crises, stablecoins are gaining adoption among digital currencies. We discuss how stablecoins help reduce the volatility of cryptocurrencies by surveying different types of stablecoins and their stability…
Since the invention of Bitcoin one decade ago, numerous cryptocurrencies have sprung into existence. Among these, proof-of-work is the most common mechanism for achieving consensus, whilst a number of coins have adopted "ASIC-resistance" as…
Bipartite graphs are powerful data structures to model interactions between two types of nodes, which have been used in a variety of applications, such as recommender systems, information retrieval, and drug discovery. A fundamental…
Technical traders have long relied on visual analysis of candlestick charts to identify market patterns and predict price movements. While deep learning has achieved remarkable success in image classification, its application to financial…
This document analyzes price discovery in cryptocurrency markets by comparing centralized and decentralized exchanges, as well as spot and futures markets. The study focuses first on Ethereum (ETH) and then applies a similar approach to…
The internet era has generated a requirement for low cost, anonymous and rapidly verifiable transactions to be used for online barter, and fast settling money have emerged as a consequence. For the most part, e-money has fulfilled this…