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We determine the number of statistically significant factors in a forecast model using a random matrices test. The applied forecast model is of the type of Reduced Rank Regression (RRR), in particular, we chose a flavor which can be seen as…

Statistical Finance · Quantitative Finance 2025-03-10 Andrés García Medina , Graciela González-Farías

Blockchain and its application on cryptocurrency transactions have gathered a lot of attention and popularity since the birth of the pioneer Bitcoin in 2009. More than 1500 cryptocurrencies are currently circulated in the market. The…

Computers and Society · Computer Science 2019-01-21 Gourang Aggarwal , Vimal Patel , Gaurav Varshney , Kimberly Oostman

Crypto-assets and central bank digital currencies (CBDCs) are reshaping how value is exchanged in distributed computing environments. These systems combine cryptographic primitives, protocol design, and system architectures to provide…

Cryptography and Security · Computer Science 2026-04-02 Matteo Nardelli , Francesco De Sclavis , Michela Iezzi

Financial time series have historically been assumed to be a martingale process under the Random Walk hypothesis. Instead of making investment decisions using the raw prices alone, various multimodal pattern matching algorithms have been…

Statistical Finance · Quantitative Finance 2023-08-21 Minsuk Kim , Byungchul Kim , Junyeong Yong , Jeongwoo Park , Gyeongmin Kim

Composite development indicators used in policy making often subjectively aggregate a restricted set of indicators. We show, using dimensionality reduction techniques, including Principal Component Analysis (PCA) and for the first time…

General Economics · Economics 2020-03-27 Anshul Verma , Orazio Angelini , Tiziana Di Matteo

The regulatory framework of cryptocurrencies (and, in general, blockchain tokens) is of paramount importance. This framework drives nearly all key decisions in the respective business areas. In this work, a computational model is proposed…

Information Retrieval · Computer Science 2021-03-25 Elias Iosif , Klitos Christodoulou , Andreas Vlachos

Accurately forecasting Climate Policy Uncertainty (CPU) is essential for designing climate strategies that balance economic growth with environmental objectives. Elevated CPU levels can delay regulatory implementation, hinder investment in…

Econometrics · Economics 2026-01-21 Donia Besher , Anirban Sengupta , Tanujit Chakraborty

The European Central Bank (ECB) is working on the "digital euro", an envisioned retail central bank digital currency for the Euro area. In this article, we take a closer look at the "digital euro FAQ", which provides answers to 26…

Computers and Society · Computer Science 2026-01-27 Joe Cannataci , Benjamin Fehrensen , Mikolai Gütschow , Özgür Kesim , Bernd Lucke

As the blockchain ecosystem gets more mature many businesses, investors, and entrepreneurs are seeking opportunities on working with blockchain systems and cryptocurrencies. A critical challenge for these actors is to identify the most…

Cryptography and Security · Computer Science 2022-02-07 Elias Iosif , Klitos Christodoulou , Andreas Vlachos

Recent strides in economic complexity have shown that the future economic development of nations can be predicted with a single "economic fitness" variable, which captures countries' competitiveness in international trade. The predictions…

Physics and Society · Physics 2022-06-03 Yucheng Ye , Shuqi Xu , Manuel Sebastian Mariani , Linyuan Lü

Cryptocurrencies are highly volatile financial instruments with more and more new retail investors joining the scene with each passing day. Bitcoin has always proved to determine in which way the rest of the cryptocurrency market is headed…

Statistical Finance · Quantitative Finance 2024-11-22 Rahul Arulkumaran , Suyash Kumar , Shikha Tomar , Manideep Gongalla , Harshitha

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

In order to track and comprehend the academic achievement of students, both private and public educational institutions devote a significant amount of resources and labour. One of the difficult issues that institutes deal with on a regular…

Computers and Society · Computer Science 2022-11-14 Bibhuprasad Mahakud , Bibhuti Parida , Ipsit Panda , Souvik Maity , Arpita Sahoo , Reeta Sharma

The development of Digital Economy sets its own requirements for the formation and development of so-called digital doubles and digital shadows of real objects (subjects/regions). An integral element of their development and application is…

General Economics · Economics 2020-09-15 Olga G. Lebedinskaya

As the first decentralized digital currency introduced in 2009 together with the blockchain, Bitcoin offers new opportunities both for developed and developing countries. Bitcoin peer-to-peer transactions are independent of the banking…

Physics and Society · Physics 2018-04-25 Francesco Parino , Mariano G. Beiro , Laetitia Gauvin

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

This paper explores various socioeconomic factors that contribute to individual financial success using machine learning algorithms and approaches. Financial success, a critical aspect of all individual's well-being, is a complex concept…

Machine Learning · Computer Science 2024-07-09 Michael Zhou , Ramin Ramezani

The latest advancements in Distributed Ledger Technology (DLT), and payment architectures such as the UK's New Payments Architecture, present opportunities for leveraging the hidden informational value and intelligence within payments. In…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-26 Panos Louvieris , Georgios Ioannou , Gareth White

There has been intensive research regarding machine learning models for predicting bankruptcy in recent years. However, the lack of interpretability limits their growth and practical implementation. This study proposes a data-driven…

Risk Management · Quantitative Finance 2022-11-03 Wei Li , Wolfgang Karl Härdle , Stefan Lessmann

Circulation is the characteristic feature of successful currency systems, from community currencies to cryptocurrencies to national currencies. In this paper, we propose a network analysis approach especially suited for studying circulation…

Physics and Society · Physics 2026-04-21 Carolina E S Mattsson , Teodoro Criscione , Frank W Takes