Related papers: libtxsize -- a library for automated Bitcoin trans…
Introduction: The paper addresses the challenging problem of predicting the short-term realized volatility of the Bitcoin price using order flow information. The inherent stochastic nature and anti-persistence of price pose difficulties in…
The Bitcoin protocol prevents the occurrence of double-spending (DS), i.e. the utilization of the same currency unit more than once. At the same time a DS attack, where more conflicting transactions are generated, might be performed to…
Limit Order Books (LOBs) serve as a mechanism for buyers and sellers to interact with each other in the financial markets. Modelling and simulating LOBs is quite often necessary for calibrating and fine-tuning the automated trading…
Large Language Models (LLMs) are distinguished by their architecture, which dictates their parameter size and performance capabilities. Social scientists have increasingly adopted LLMs for text classification tasks, which are difficult to…
Forecasting cryptocurrency prices is hindered by extreme volatility and a methodological dilemma between information-scarce univariate models and noise-prone full-multivariate models. This paper investigates a partial-multivariate approach…
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…
In this technical paper we introduce the Tensor Network Theory (TNT) library -- an open-source software project aimed at providing a platform for rapidly developing robust, easy to use and highly optimised code for TNT calculations. The…
While conformal predictors reap the benefits of rigorous statistical guarantees on their error frequency, the size of their corresponding prediction sets is critical to their practical utility. Unfortunately, there is currently a lack of…
We present a toolchain for developing and verifying smart contracts that can be executed on Bitcoin. The toolchain is based on BitML, a recent domain-specific language for smart contracts with a computationally sound embedding into Bitcoin.…
Cryptocurrencies are distributed systems that allow exchanges of native tokens among participants, or the exchange of such tokens for fiat currencies in markets external to these public ledgers. The availability of their complete historical…
Data management systems have traditionally been designed to support either long-running analytics queries or short-lived transactions, but an increasing number of applications need both. For example, online games, socio-mobile apps, and…
We present SacreROUGE, an open-source library for using and developing summarization evaluation metrics. SacreROUGE removes many obstacles that researchers face when using or developing metrics: (1) The library provides Python wrappers…
Bitcoin is a digital currency and electronic payment system operating over a peer-to-peer network on the Internet. One of its most important properties is the high level of anonymity it provides for its users. The users are identified by…
We demonstrate that the fraction of pattern sets that can be stored in single- and hidden-layer perceptrons exhibits finite size scaling. This feature allows to estimate the critical storage capacity \alpha_c from simulations of relatively…
In light of micro-scale inefficiencies induced by the high degree of fragmentation of the Bitcoin trading landscape, we utilize a granular data set comprised of orderbook and trades data from the most liquid Bitcoin markets, in order to…
The dramatic adoption of Bitcoin and other cryptocurrencies in the USA has revolutionized the financial landscape and provided unprecedented investment and transaction efficiency opportunities. The prime objective of this research project…
Some recent approaches for scalable offline partial evaluation of logic programs include a size-change analysis for ensuring both so called local and global termination. In this work|inspired by experimental evaluation|we introduce several…
Aspiring to achieve an accurate Bitcoin price prediction based on people's opinions on Twitter usually requires millions of tweets, using different text mining techniques (preprocessing, tokenization, stemming, stop word removal), and…
The bootstrap provides a simple and powerful means of assessing the quality of estimators. However, in settings involving large datasets, the computation of bootstrap-based quantities can be prohibitively demanding. As an alternative, we…
This paper presents LinSBFT, a Byzantine Fault Tolerance (BFT) protocol with the capacity of processing over 2000 smart contract transactions per second in production. LinSBFT applies to a permissionless, public blockchain system, in which…