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Technological advancements in cryptocurrency markets have increased accessibility for investors, but concurrently exposed them to the risks of market manipulations. Existing fraud detection mechanisms typically rely on machine learning…

Machine Learning · Computer Science 2026-04-28 Lidia Losavio , Luca Persia , Madan Sathe , Dimosthenis Pasadakis

The first six months of 2018 saw cryptocurrency thefts of $761 million, and the technology is also the latest and greatest tool for money laundering. This increase in crime has caused both researchers and law enforcement to look for ways to…

Computers and Society · Computer Science 2020-03-16 Mansoor Ahmed-Rengers , Ilia Shumailov , Ross Anderson

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…

Ethereum smart contracts are highly powerful, immutable, and able to retain massive amounts of tokens. However, smart contracts keep attracting attackers to benefit from smart contract flaws and Ethereum unexpected behavior. Thus,…

Cryptography and Security · Computer Science 2024-04-10 Wejdene Haouari , Abdelhakim Senhaji Hafid , Marios Fokaefs

Since its 2009 genesis block, the Bitcoin network has processed >1.08 billion (B) transactions representing >8.72B BTC, offering rich potential for machine learning (ML); yet, its pseudonymity and obscured flow of funds inherent in its…

Machine Learning · Computer Science 2025-10-30 Vahid Jalili

The aim of this paper is to analyse the Bitcoin in order to shed some light on its nature and behaviour. We select 9 cryptocurrencies that account for almost 75\% of total market capitalisation and compare their evolution with that of a…

Statistical Finance · Quantitative Finance 2023-09-08 Esther Cabezas-Rivas , Felipe Sánchez-Coll , Isaac Tormo-Xaixo

The digital innovation accompanied by explicit economic incentives have fundamentally changed the process of innovation diffusion. As a representative of digital innovation, NFTs provide a decentralized and secure way to authenticate and…

Social and Information Networks · Computer Science 2024-04-11 Zhe Li , Tianfang Zhao , Hongjun Zhu

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

Finance is a particularly challenging application area for deep learning models due to low noise-to-signal ratio, non-stationarity, and partial observability. Non-deliverable-forwards (NDF), a derivatives contract used in foreign exchange…

Machine Learning · Computer Science 2019-09-25 Michael Poli , Jinkyoo Park , Ilija Ilievski

This paper examines the complex legal landscape surrounding digital assets, analysing how they are defined and regulated as property across various jurisdictions. As digital assets such as cryptocurrencies and non-fungible tokens (NFTs)…

Computers and Society · Computer Science 2024-06-25 Luke Lee

This paper presents an agent-based artificial cryptocurrency market in which heterogeneous agents buy or sell cryptocurrencies, in particular Bitcoins. In this market, there are two typologies of agents, Random Traders and Chartists, which…

Trading and Market Microstructure · Quantitative Finance 2014-06-26 Luisanna Cocco , Giulio Concas , Michele Marchesi

With the rise of cryptocurrency and NFTs in the past decade, blockchain technology has been an area of increasing interest to both industry and academic experts. In this paper, we discuss the feasibility of such systems through the lens of…

Cryptography and Security · Computer Science 2022-12-29 Angela Li , Guanqun Song , Ting Zhu

With emergence of blockchain technologies and the associated cryptocurrencies, such as Bitcoin, understanding network dynamics behind Blockchain graphs has become a rapidly evolving research direction. Unlike other financial networks, such…

Online financial markets can be represented as complex systems where trading dynamics can be captured and characterized at different resolutions and time scales. In this work, we develop a methodology based on non-negative tensor…

Trading and Market Microstructure · Quantitative Finance 2018-07-26 Teruyoshi Kobayashi , Anna Sapienza , Emilio Ferrara

Public blockchains implement a fee mechanism to allocate scarce computational resources across competing transactions. Most existing fee market designs utilize a joint, fungible unit of account (e.g., gas in Ethereum) to price otherwise…

Optimization and Control · Mathematics 2022-11-04 Theo Diamandis , Alex Evans , Tarun Chitra , Guillermo Angeris

Cryptoassets such as cryptocurrencies and tokens are increasingly traded on decentralized exchanges. The advantage for users is that the funds are not in custody of a centralized external entity. However, these exchanges are prone to…

Cryptography and Security · Computer Science 2021-02-16 Friedhelm Victor , Andrea Marie Weintraud

Bitcoin is firmly becoming a mainstream asset in our global society. Its highly volatile nature has traders and speculators flooding into the market to take advantage of its significant price swings in the hope of making money. This work…

Machine Learning · Computer Science 2021-10-29 Nathan Crone , Eoin Brophy , Tomas Ward

High-speed computerized trading, often called "high-frequency trading" (HFT), has increased dramatically in financial markets over the last decade. In the US and Europe, it now accounts for nearly one-half of all trades. Although evidence…

Trading and Market Microstructure · Quantitative Finance 2012-11-09 Austin Gerig

First, a big data analysis of the transactions and smart contracts made on the Ethereum blockchain is performed, revealing interesting trends in motion. Next, these trends are compared with the public's interest in Ether and Bitcoin,…

Trading and Market Microstructure · Quantitative Finance 2021-04-06 Dorsa Mohammadi Arezooji

The recent success of neural networks as implicit representation of data has driven growing interest in neural functionals: models that can process other neural networks as input by operating directly over their weight spaces. Nevertheless,…

Machine Learning · Computer Science 2023-05-24 Allan Zhou , Kaien Yang , Yiding Jiang , Kaylee Burns , Winnie Xu , Samuel Sokota , J. Zico Kolter , Chelsea Finn