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Ethereum is one of the most popular blockchain systems that supports more than half a million transactions every day and fosters miscellaneous decentralized applications with its Turing-complete smart contract machine. Whereas it remains…

Social and Information Networks · Computer Science 2020-01-16 Qianlan Bai , Chao Zhang , Yuedong Xu , Xiaowei Chen , Xin Wang

Crypto-coins (also known as cryptocurrencies) are tradable digital assets. Notable examples include Bitcoin, Ether and Litecoin. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption…

Statistical Finance · Quantitative Finance 2022-12-05 Pasquale De Rosa , Valerio Schiavoni

The rise of the industrial metaverse has brought digital twins (DTs) to the forefront. Blockchain-powered non-fungible tokens (NFTs) offer a decentralized approach to creating and owning these cloneable DTs. However, the potential for…

Cryptography and Security · Computer Science 2024-12-23 Ravi Prakash , Tony Thomas

Blockchain technology has emerged as a transformative tool for data management in a variety of industries, including fintech, research and healthcare. We have developed a workable blockchain based system that utilizes non fungible tokens…

Computers and Society · Computer Science 2024-12-19 Prakhyat Khati , Ajay Kumar Shrestha , Julita Vassileva

High-frequency trading (HFT) accounts for almost half of equity trading volume, yet it is not identified in public data. We develop novel data-driven measures of HFT activity that separate strategies that supply and demand liquidity. We…

Computational Finance · Quantitative Finance 2025-03-24 G. Ibikunle , B. Moews , D. Muravyev , K. Rzayev

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…

Computational Engineering, Finance, and Science · Computer Science 2024-09-06 Pasquale De Rosa , Pascal Felber , Valerio Schiavoni

Existing NFTs confront restrictions of \textit{one-time incentive} and \textit{product isolation}. Creators cannot obtain benefits once having sold their NFT products due to the lack of relationships across different NFTs, which results in…

Cryptography and Security · Computer Science 2023-03-16 Qin Wang , Guangsheng Yu , Shange Fu , Shiping Chen , Jiangshan Yu , Sherry Xu

High Frequency Trading (HFT) represents an ever growing proportion of all financial transactions as most markets have now switched to electronic order book systems. The main goal of the paper is to propose continuous time equations which…

Trading and Market Microstructure · Quantitative Finance 2013-12-10 Rene Carmona , Kevin Webster

Amid the surge of intellectual property (IP) disputes surrounding non-fungible tokens (NFTs), some scholars have advocated for the application of personal property or sales law to regulate NFT minting and transactions, contending that IP…

Computers and Society · Computer Science 2025-01-08 Runhua Wang , Jyh-An Lee , Jingwen Liu

The rapid rise of cryptocurrency prices led to concerns (e.g. the Financial Stability Board) that this wealth accumulation could detrimentally spill over into other parts of the economy, but evidence is limited. We exploit the tendency for…

General Finance · Quantitative Finance 2022-09-12 Kanis Saengchote

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…

This paper investigates the temporal patterns of activity in the cryptocurrency market with a focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022. Market activity measures - logarithmic returns, volume, and…

Trading and Market Microstructure · Quantitative Finance 2023-08-22 Marcin Wątorek , Maria Skupień , Jarosław Kwapień , Stanisław Drożdż

We introduce systematic tests exploiting robust statistical and behavioral patterns in trading to detect fake transactions on 29 cryptocurrency exchanges. Regulated exchanges feature patterns consistently observed in financial markets and…

General Economics · Economics 2021-08-26 Lin William Cong , Xi Li , Ke Tang , Yang Yang

Nearly one-half of all trades in financial markets are executed by high-speed, autonomous computer programs -- a type of trading often called high-frequency trading (HFT). Although evidence suggests that HFT increases the efficiency of…

Trading and Market Microstructure · Quantitative Finance 2013-11-19 Benjamin Myers , Austin Gerig

Conventional financial models fail to explain the economic and monetary properties of cryptocurrencies due to the latter's dual nature: their usage as financial assets on the one side and their tight connection to the underlying blockchain…

Econometrics · Economics 2021-07-20 Constandina Koki , Stefanos Leonardos , Georgios Piliouras

This work aims to analyse the predictability of price movements of cryptocurrencies on both hourly and daily data observed from January 2017 to January 2021, using deep learning algorithms. For our experiments, we used three sets of…

Statistical Finance · Quantitative Finance 2021-02-18 Marco Ortu , Nicola Uras , Claudio Conversano , Giuseppe Destefanis , Silvia Bartolucci

Cross-chain NFT migration refers to the process of transferring digital assets along with their associated functionalities and guarantees between distinct blockchain platforms. However, architectural divergences among these platforms…

Software Engineering · Computer Science 2026-05-01 Mohd Sameen Chishti , Damilare Peter Oyinloye , Jingyue Li

This research explores the methods that NFTs can be recommended to people who interact with NFT-marketplaces to explore NFTs of preference and similarity to what they have been searching for. While exploring past methods that can be adopted…

Information Retrieval · Computer Science 2022-05-03 Dinuka Piyadigama , Guhanathan Poravi

Currently cryptocurrencies and Decentralized Finance (DeFi), which enable financial services on public blockchains, represents a new growing trend in finance. In contrast to financial markets, ruled by traditional corporations, DeFi is…

Social and Information Networks · Computer Science 2024-01-04 Mar Grande , Florentino Borondo , Javier Borondo

Security issues are becoming increasingly significant with the rapid evolution of Non-fungible Tokens (NFTs). As NFTs are traded as digital assets, they have emerged as prime targets for cyber attackers. In the development of NFT smart…

Cryptography and Security · Computer Science 2026-01-16 Yuanzheng Niu , Xiaoqi Li , Wenkai Li