Related papers: Crypto Wash Trading
Although the automation and digitisation of anti-financial crime investigation has made significant progress in recent years, detecting insider trading remains a unique challenge, partly due to the limited availability of labelled data. To…
We study recurrent patterns in volatility and volume for major cryptocurrencies, Bitcoin and Ether, using data from two centralized exchanges (Coinbase Pro and Binance) and a decentralized exchange (Uniswap V2). We find systematic patterns…
Electronic payment platforms are estimated to process billions oftransactions daily, with the cumulative value of these transactionspotentially reaching into the trillions. Even a minor error within thishigh-volume environment could…
Blockchain technology, which has been known by mostly small technological circles up until recently, is bursting throughout the globe, with a potential economic and social impact that could fundamentally alter traditional financial and…
AI and data driven solutions have been applied to different fields and achieved outperforming and promising results. In this research work we apply k-Nearest Neighbours, eXtreme Gradient Boosting and Random Forest classifiers for detecting…
Cryptocurrencies are a type of digital money meant to provide security and anonymity while using cryptography techniques. Although cryptocurrencies represent a breakthrough and provide some important benefits, their usage poses some risks…
Global illicit fund flows exceed an estimated $3.1 trillion annually, with stablecoins emerging as a preferred laundering medium due to their liquidity. While decentralized protocols increasingly adopt zero-knowledge proofs to obfuscate…
Online game involves a very large number of users who are interconnected and interact with each other via the Internet. We studied the characteristics of exchanging virtual goods with real money through processes called "real money trading…
Dark Web Marketplaces (DWM) facilitate the online trade of illicit goods. Due to the illicit nature of these marketplaces, quality datasets are scarce and difficult to produce. The Dark Net Market archives (2015) presented raw scraped…
This paper explores neural network-based approaches for algorithmic trading in cryptocurrency markets. Our approach combines multi-timeframe trend analysis with high-frequency direction prediction networks, achieving positive risk-adjusted…
Bitcoin is by far the most popular crypto-currency solution enabling peer-to-peer payments. Despite some studies highlighting the network does not provide full anonymity, it is still being heavily used for a wide variety of dubious…
Crypto Currencies have recently gained enormous popularity amongst the general public. With each passing day, more and more companies are radically accepting crypto cur-rencies in their payment systems, paving way for an economic…
This research analyses high-frequency data of the cryptocurrency market in regards to intraday trading patterns related to algorithmic trading and its impact on the European cryptocurrency market. We study trading quantitatives such as…
We analyse tick-by-tick data representing major cryptocurrencies traded on some different cryptocurrency trading platforms. We focus on such quantities like the inter-transaction times, the number of transactions in time unit, the traded…
Non-fungible tokens (NFTs) serve as a representative form of digital asset ownership and have attracted numerous investors, creators, and tech enthusiasts in recent years. However, related fraud activities, especially phishing scams, have…
Applications of blockchain technologies got a lot of attention in recent years. They exceed beyond exchanging value and being a substitute for fiat money and traditional banking system. Nevertheless, being able to exchange value on a…
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…
Ethereum is currently the second largest blockchain by market capitalization and a popular platform for cryptocurrencies. As it has grown, the high value present and the anonymity afforded by the technology have led Ethereum to become a…
We model financial transactions as random walks on activity-driven temporal networks. By enforcing fund conservation, our framework analytically derives heavy-tailed distributions for the stationary balances and transaction sizes.…
Cryptocurrency exchanges are frequently targeted and compromised by cyber-attacks, which may lead to significant losses for the depositors and closure of the affected exchanges. These risks threaten the viability of the entire public…