Related papers: Dimensionality reduction for prediction: Applicati…
Limited scalability and transaction costs are, among others, some of the critical issues that hamper a wider adoption of distributed ledger technologies (DLT). That is particularly true for the Ethereum blockchain, which, so far, has been…
Blockchain technologies are gaining massive momentum in the last few years. Blockchains are distributed ledgers that enable parties who do not fully trust each other to maintain a set of global states. The parties agree on the existence,…
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…
The cryptocurrency is attracting more and more attention because of the blockchain technology. Ethereum is gaining a significant popularity in blockchain community, mainly due to the fact that it is designed in a way that enables developers…
Cryptoassets are growing rapidly worldwide. One of the large cap cryptoassets is XRP. In this article, we focus on analyzing transaction data for the 2017-2018 period that consist one of the significant XRP market price bursts. We construct…
The rapid growth of the stock market has attracted many investors due to its potential for significant profits. However, predicting stock prices accurately is difficult because financial markets are complex and constantly changing. This is…
As the second largest cryptocurrency by market capitalization and today's biggest decentralized platform that runs smart contracts, Ethereum has received much attention from both industry and academia. Nevertheless, there exist very few…
We propose a bitcoin generalization as a solution to the problem of scalability. The block is redefined as a sequence of sub-blocks of increasing sizes that coexist as different levels of compromise between decentralization and transactions…
The goal of this paper is to explore the relationship between momentum effects and liquidity in cryptocurrency markets. Portfolios based on momentum-liquidity bivariate sorts are formed and rebalanced on a varying number of cryptocurrencies…
The bitcoin price has surged in recent years and it has also exhibited phases of rapid decay. In this paper we address the question to what extent this novel cryptocurrency market can be viewed as a classic or semi-efficient market. Novel…
Increasing popularity of trading digital assets can lead to significant delays in Blockchain networks when processing transactions. When transaction fees become miners' primary revenue, an imbalance in reward may lead to miners adopting…
Decentralization is widely recognized as a crucial characteristic of blockchains that enables them to resist malicious attacks such as the 51% attack and the takeover attack. Prior research has primarily examined decentralization in…
This research aims to identify how Bitcoin-related news publications and online discourse are expressed in Bitcoin exchange movements of price and volume. Being inherently digital, all Bitcoin-related fundamental data (from exchanges, as…
It is widely accepted that Ethereum mining is highly centralized. Nonetheless, centralization has been mostly characterized by exclusively looking at the influence that independent miners or mining pools can have over the network. Moreover,…
In Ethereum, the ledger exchanges messages along an underlying Peer-to-Peer (P2P) network to reach consistency. Understanding the underlying network topology of Ethereum is crucial for network optimization, security and scalability.…
The review introduces the history of cryptocurrencies, offering a description of the blockchain technology behind them. Differences between cryptocurrencies and the exchanges on which they are traded have been shown. The central part…
Daily probability changes in Kalshi macro prediction markets forecast cryptocurrency realized volatility through two distinct channels. The monetary policy channel, measured by Fed rate repricing on KXFED contracts, predicts Bitcoin…
Bitcoin mining presents a significant economic incentive for efficient hashing and broadcast of data, both parameters stemming from the Proofs of Work used to advance the network. This incentive has led to the development of Bitcoin…
Reducing financial risk is of paramount importance to investors, financial institutions, and corporations. Since the pioneering contribution of Johnson (1960), the optimal hedge ratio based on futures is regularly utilized. The current…
A plethora of dimensionality reduction techniques have emerged over the past decades, leaving researchers and analysts with a wide variety of choices for reducing their data, all the more so given some techniques come with additional…