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Non-fungible tokens (NFTs) on Ethereum currently follow a binary mobility paradigm: ERC-721 enables unrestricted transfers, whereas SBTs (ERC-5192) prohibit transfers entirely. We identify a design gap in which no standard mechanism…

Cryptography and Security · Computer Science 2026-05-27 Qin Wang , Minfeng Qi , Guangsheng Yu , Shiping Chen

I study a repeated auction in which payments are made with a blockchain token created and initially owned by the auction designer. Unlike the ``virtual money'' previously examined in mechanism design, such tokens can be saved and traded…

Theoretical Economics · Economics 2025-10-23 Andrea Canidio

The rise of Ethereum and other blockchains that support smart contracts has led to the creation of decentralized exchanges (DEXs), such as Uniswap, Balancer, Curve, mStable, and SushiSwap, which enable agents to trade cryptocurrencies…

Optimization and Control · Mathematics 2021-07-28 Guillermo Angeris , Akshay Agrawal , Alex Evans , Tarun Chitra , Stephen Boyd

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

In recent years, the tendency of the number of financial institutions including cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital assets to be included by asset managers. Although they have…

Trading and Market Microstructure · Quantitative Finance 2022-01-31 Fan Fang , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , David Martinez-Regoband , Fan Wu

The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces…

Social and Information Networks · Computer Science 2016-05-13 David Garcia , Frank Schweitzer

For the pedestrian observer, financial markets look completely random with erratic and uncontrollable behavior. To a large extend, this is correct. At first approximation the difference between real price changes and the random walk model…

Statistical Finance · Quantitative Finance 2011-08-22 Laurent Schoeffel

In recent years, Ethereum gained tremendously in popularity, growing from a daily transaction average of 10K in January 2016 to an average of 500K in January 2020. Similarly, smart contracts began to carry more value, making them appealing…

Cryptography and Security · Computer Science 2021-01-18 Christof Ferreira Torres , Antonio Ken Iannillo , Arthur Gervais , Radu State

This paper examines Web3 ecosystems not merely as markets for digital assets, but as networked social spaces where economic transactions give rise to enduring social ties, shared narratives, and collective identities. Leveraging large-scale…

Social and Information Networks · Computer Science 2026-04-22 Valentina Kuskova , Dmitry Zaytsev

Cryptocurrency trading represents a nascent field of research, with growing adoption in industry. Aided by its decentralised nature, many metrics describing cryptocurrencies are accessible with a simple Google search and update frequently,…

Trading and Market Microstructure · Quantitative Finance 2023-07-27 Tom Liu , Stefan Zohren

The Ethereum blockchain and its ERC20 token standard have revolutionized the landscape of digital assets and decentralized applications. ERC20 tokens developed on the Ethereum blockchain have gained significant attention since their…

Adaptation and Self-Organizing Systems · Physics 2023-07-28 Moturi Pradeep , Uday Kumar Reddy Dyapa , Sarika Jalan , Priodyuti Pradhan

The decisions traders make to buy or sell an asset depend on various analyses, with expertise required to identify patterns that can be exploited for profit. In this paper we identify novel features extracted from emergent and…

Statistical Finance · Quantitative Finance 2024-09-09 Gabriel Rodrigues Palma , Mariusz Skoczeń , Phil Maguire

Cybersquatting refers to the practice where attackers register a domain name similar to a legitimate one to confuse users for illegal gains. With the growth of the Non-Fungible Token (NFT) ecosystem, there are indications that…

Cryptography and Security · Computer Science 2025-04-21 Kai Ma , Ningyu He , Jintao Huang , Bosi Zhang , Ping Wu , Haoyu Wang

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

The recent advent of play-to-earn (P2E) systems in massively multiplayer online role-playing games (MMORPGs) has made in-game goods interchangeable with real-world values more than ever before. The goods in the P2E MMORPGs can be directly…

Machine Learning · Computer Science 2023-06-26 Jiho Choi , Junghoon Park , Woocheol Kim , Jin-Hyeok Park , Yumin Suh , Minchang Sung

Cryptocurrencies aim to replicate physical cash in the digital realm while removing centralized and trusted intermediaries. Decentralization is achieved by the blockchain, a permanent public ledger that contains a record of every…

Cryptography and Security · Computer Science 2024-06-04 Domokos Miklós Kelen , István András Seres

In this study the cross-correlations between the cryptocurrency market represented by the two most liquid and highest-capitalized cryptocurrencies: bitcoin and ethereum, on the one side, and the instruments representing the traditional…

Statistical Finance · Quantitative Finance 2023-03-02 Marcin Wątorek , Jarosław Kwapień , Stanisław Drożdż

Multifractality is a concept that helps compactly grasping the most essential features of the financial dynamics. In its fully developed form, this concept applies to essentially all mature financial markets and even to more liquid…

Statistical Finance · Quantitative Finance 2024-11-15 Marcin Wątorek , Marcin Królczyk , Jarosław Kwapień , Tomasz Stanisz , Stanisław Drożdż

Frequent itemset mining in uncertain transaction databases semantically and computationally differs from traditional techniques applied on standard (certain) transaction databases. Uncertain transaction databases consist of sets of…

Databases · Computer Science 2010-08-16 Thomas Bernecker , Hans-Peter Kriegel , Matthias Renz , Florian Verhein , Andreas Züfle

The development of blockchain technology has significantly enhanced the security and transparency of personal information and transaction records. Concurrent with the advancement of blockchain technology and the emergence of the digital…

Cryptography and Security · Computer Science 2025-09-03 Zeng Zhang , Xiaoqi Li
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