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Understanding the emergence of universal features such as the stylized facts in markets is a long-standing challenge that has drawn much attention from economists and physicists. Most existing models, such as stochastic volatility models,…
We document stable cross-asset patterns in cryptocurrency limit-order-book microstructure: the same engineered order book and trade features exhibit remarkably similar predictive importance and SHAP dependence shapes across assets spanning…
Bitcoin, as well as many of its successors, require the whole transaction record to be reliably acquired by all nodes to prevent double-spending. Recently, many blockchains have been proposed to achieve scale-out throughput by letting nodes…
Peer-to-peer content distribution systems have been enjoying great popularity, and are now gaining momentum as a means of disseminating video streams over the Internet. In many of these protocols, including the popular BitTorrent, content…
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…
Bitcoin is the first digital decentralized cryptocurrency that has shown a significant increase in market capitalization in recent years. The objective of this paper is to determine the predictable price direction of Bitcoin in USD by…
This is the User Manual of the LASPATED library. This library is available on GitHub (at https://github.com/vguigues/LASPATED)) and provides a set of tools to analyze spatiotemporal data. A video tutorial for this library is available on…
Attempts to accurately measure the monetary velocity or related properties of bitcoin used in transactions have often attempted to either directly apply definitions from traditional macroeconomic theory or to use specialized metrics…
Bitcoin's limited scripting capabilities and lack of native interoperability mechanisms have constrained its integration into the broader blockchain ecosystem, especially decentralized finance (DeFi) and multi-chain applications. This paper…
This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task…
This paper proposes a highly compact, lightweight text-to-speech (TTS) model for on-device applications. To reduce the model size, the proposed model introduces two techniques. First, we introduce quantization-aware training (QAT), which…
We show that the behaviour of Bitcoin has interesting similarities to stock and precious metal markets, such as gold and silver. We report that whilst Litecoin, the second largest cryptocurrency, closely follows Bitcoin's behaviour, it does…
Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…
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…
The Payment Protocol standard BIP70, specifying how payments in Bitcoin are performed by merchants and customers, is supported by the largest payment processors and most widely-used wallets. The protocol has been shown to be vulnerable to…
Bitcoin transactions include unspent transaction outputs (UTXOs) as their inputs and generate one or more newly owned UTXOs at specified addresses. Each UTXO can only be used as an input in a transaction once, and using it in two or more…
A large amount of data is produced every second from modern information systems such as mobile devices, the world wide web, Internet of Things, social media, etc. Analysis and mining of this massive data requires a lot of advanced tools and…
With the advancement of blockchain systems, many recent research works have proposed distributed ledger technology~(DLT) that employs Byzantine fault-tolerant~(BFT) consensus protocols to decide which block to append next to the ledger.…
The possibility to analyze everyday monetary transactions is limited by the scarcity of available data, as this kind of information is usually considered highly sensitive. Present econophysics models are usually employed on presumed random…
A short overview of various algorithms and technologies that are helpful for big data storage and manipulation. Includes pointers to papers for further reading, and, where applicable, pointers to open source projects implementing a…