Related papers: Crypto Wash Trading
This study evaluates the performance of 41 machine learning models, including 21 classifiers and 20 regressors, in predicting Bitcoin prices for algorithmic trading. By examining these models under various market conditions, we highlight…
With the rapid evolution of Web3.0, cryptocurrency has become a cornerstone of decentralized finance. While these digital assets enable efficient and borderless financial transactions, their pseudonymous nature has also attracted malicious…
The production of counterfeit money has a long history. It refers to the creation of imitation currency that is produced without the legal sanction of government. With the growth of the cryptocurrency ecosystem, there is expanding evidence…
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…
The number of users approaching the world of cryptocurrencies exploded in the last years, and consequently the daily interactions on their underlying distributed ledgers have intensified. In this paper, we analyze the flow of these digital…
Given a set of financial transactions (who buys from whom, when, and for how much), as well as prior information from buyers and sellers, how can we find fraudulent transactions? If we have labels for some transactions for known types of…
Non Fungible Token (NFT) Industry has been witnessing multi-million dollar trade in recent times. With rapid innovation of the NFT market environment by technology, innovation, and decentralization, it is becoming hard to distinguish…
Masterminds are entities organizing, coordinating, and orchestrating cryptocurrency pump-and-dump schemes, a form of trade-based manipulation undermining market integrity and causing financial losses for unwitting investors. Previous…
This study employs an event study methodology to investigate the market impact of the U.S. Securities and Exchange Commission's (SEC) classification of crypto assets as securities. It explores how SEC interventions influence asset returns…
Identifying reputable Ethereum projects remains a critical challenge within the expanding blockchain ecosystem. The ability to distinguish between legitimate initiatives and potentially fraudulent schemes is non-trivial. This work presents…
Despite the fact that cryptocurrencies themselves have experienced an astonishing rate of adoption over the last decade, cryptocurrency fraud detection is a heavily under-researched problem area. Of all fraudulent activity regarding…
The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…
Despite being described as a medium of exchange, cryptocurrencies do not have the typical attributes of a medium of exchange. Consequently, cryptocurrencies are more appropriately described as crypto assets. A common investment attribute…
Various problems of any credit card fraud detection based on machine learning come from the imbalanced aspect of transaction datasets. Indeed, the number of frauds compared to the number of regular transactions is tiny and has been shown to…
In relation to the traditional financial markets, the cryptocurrency market is a recent invention and the trading dynamics of all its components are readily recorded and stored. This fact opens up a unique opportunity to follow the…
Cryptocurrency is a cryptography-based digital asset with extremely volatile prices. Around USD 70 billion worth of cryptocurrency is traded daily on exchanges. Trading cryptocurrency is difficult due to the inherent volatility of the…
Bitcoin is a peer-to-peer electronic payment system that has rapidly grown in popularity in recent years. Usually, the complete history of Bitcoin blockchain data must be queried to acquire variables with economic meaning. This task has…
In recent years, cryptocurrencies have attracted growing attention from both private investors and institutions. Among them, Bitcoin stands out for its impressive volatility and widespread influence. This paper explores the predictability…
In a ring-signature-based anonymous cryptocurrency, signers of a transaction are hidden among a set of potential signers, called a ring, whose size is much smaller than the number of all users. The ring-membership relations specified by the…
Anti-money laundering (AML) regulations play a critical role in safeguarding financial systems, but bear high costs for institutions and drive financial exclusion for those on the socioeconomic and international margins. The advent of…