Related papers: Constructing a NFT Price Index and Applications
Bitcoins have recently become an increasingly popular cryptocurrency through which users trade electronically and more anonymously than via traditional electronic transfers. Bitcoin's design keeps all transactions in a public ledger. The…
A new model for the stock market price analysis is proposed. It is suggested to look at price as an everywhere discontinuous function of time of bounded variation.
Blockchain has recently been able to draw wider attention throughout the research community. Since its emergence, the world has seen the mind-blowing expansion of this new technology, which was initially developed as a pawn of digital…
Internet of Things (IoT) data are increasingly viewed as a new form of massively distributed and large scale digital assets, which are continuously generated by millions of connected devices. The real value of such assets can only be…
Do online narratives leave a measurable imprint on prices in markets for digital or cultural goods? This paper evaluates how community attention and sentiment relate to valuation in major Ethereum NFT collections after accounting for time…
Personal IoT data is a new economic asset that individuals can trade to generate revenue on the emerging data marketplaces. Typically, marketplaces are centralized systems that raise concerns of privacy, single point of failure, little…
Bitcoin as well as other cryptocurrencies are all plagued by the impact from bifurcation. Since the marginal cost of bifurcation is theoretically zero, it causes the coin holders to doubt on the existence of the coin's intrinsic value. This…
We construct a privacy-preserving, distributed and decentralized marketplace where parties can exchange data for tokens. In this market, buyers and sellers make transactions in a blockchain and interact with a third party, called notary,…
Blockchain is a technological innovation that has the potential to radically change our financial markets by providing an alternative management approach to the "promise market", which is the foundation of our financial systems. Its…
Batch auctions are a classical market microstructure, acclaimed for their fairness properties, and have received renewed interest in the context of blockchain-based financial systems. Constant function market makers (CFMMs) are another…
Before a fair exchange takes place, there is typically an advertisement phase with the goal of increasing the appeal of possessing a digital asset while keeping it sufficiently hidden. Advertisement phases are implicit in mainstream…
We present a prototype hybrid prediction market and demonstrate the avenue it represents for meaningful human-AI collaboration. We build on prior work proposing artificial prediction markets as a novel machine-learning algorithm. In an…
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…
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…
Among the earliest projects to combine the Metaverse and non-fungible tokens (NFTs) we find Decentraland, a blockchain-based virtual world that touts itself as the first to be owned by its users. In particular, the platform's virtual…
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…
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…
Cryptocurrency blockchains, beyond their primary role as distributed payment systems, are increasingly used to store and share arbitrary content, such as text messages and files. Although often non-financial, this hidden content can impact…
Cryptocurrencies, as decentralized digital assets, have experienced rapid growth and adoption, with over 23,000 cryptocurrencies and a market capitalization nearing \$1.1 trillion (about \$3,400 per person in the US) as of 2023. This…
We focus on the problem of market making in high-frequency trading. Market making is a critical function in financial markets that involves providing liquidity by buying and selling assets. However, the increasing complexity of financial…