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Related papers: Constructing a NFT Price Index and Applications

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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

Many classical blockchains are known to have an embarrassingly low transaction throughput, down to Bitcoin's notorious seven transactions per second limit.Various proposals and implementations for increasing throughput emerged in the first…

Cryptography and Security · Computer Science 2023-03-08 Lioba Heimbach , Quentin Kniep , Yann Vonlanthen , Roger Wattenhofer

In a financial exchange, market impact is a measure of the price change of an asset following a transaction. This is an important element of market microstructure, which determines the behaviour of the market following a trade. In this…

Trading and Market Microstructure · Quantitative Finance 2023-05-15 Christopher J. Cho , Timothy J. Norman , Manuel Nunes

In recent years the concept of metaverse has evolved in the attempt of defining richer immersive and interactive environments supporting various types of virtual experiences and interactions among users. This has led to the emergence of…

Social and Information Networks · Computer Science 2023-09-01 Simone Casale-Brunet , Leonardo Chiariglione , Marco Mattavelli

The Sandbox metaverse LAND non-fungible token (NFT) prices increased by than 300 times (in USD) between December 2019 and January 2022, but when measured in its native utility token (SAND), the increase is only 3 times. Depending on how…

General Finance · Quantitative Finance 2022-02-08 Voraprapa Nakavachara , Kanis Saengchote

Currently cryptocurrencies and Decentralized Finance (DeFi), which enable financial services on public blockchains, represents a new growing trend in finance. In contrast to financial markets, ruled by traditional corporations, DeFi is…

Social and Information Networks · Computer Science 2024-01-04 Mar Grande , Florentino Borondo , Javier Borondo

Blockchain technology has changed how people think about how they used to store and trade their assets, as it introduced us to a whole new way to transact: using digital currencies. One of the major innovations of blockchain technology is…

Computers and Society · Computer Science 2022-12-02 Trang Tran

In order to find a way of measuring the degree of incompleteness of an incomplete financial market, the rank of the vector price process of the traded assets and the dimension of the associated acceptance set are introduced. We show that…

Mathematical Finance · Quantitative Finance 2018-11-20 Abdelkarem Berkaoui

Since the emergence of blockchain technology, its application in the financial market has always been an area of focus and exploration by all parties. With the characteristics of anonymity, trust, tamper-proof, etc., blockchain technology…

Statistical Finance · Quantitative Finance 2022-04-21 Ji Liu , Zheng Xu , Yanmei Zhang , Wei Dai , Hao Wu , Shiping Chen

The first generation of blockchain focused on digital currencies and secure storage, management and transfer of tokenized values. Thereafter, the focus has been shifting from currencies to a broader application space. In this paper, we…

Cryptography and Security · Computer Science 2021-03-23 Andrea Merlina , Roman Vitenberg , Vinay Setty

The objective of this paper is the construction of new indicators that can be useful to operate in the cryptocurrency market. These indicators are based on public data obtained from the blockchain network, specifically from the nodes that…

Statistical Finance · Quantitative Finance 2024-03-05 Juan C. King , Roberto Dale , José M. Amigó

Non-fungible tokens (NFTs) are becoming increasingly popular in Play-to-Earn (P2E) Web3 applications as a means of incentivizing user engagement. In Web3, users with NFTs ownership are entitled to monetize them. However, due to lack of…

Computer Science and Game Theory · Computer Science 2025-09-24 Hyoungsung Kim , Hyun-Sik Kim , Yong-Suk Park

Bitcoin and its underlying technology, blockchain, have gained significant popularity in recent years. Satoshi Nakamoto designed Bitcoin to enable a secure, distributed platform without the need for central authorities, and blockchain has…

Computers and Society · Computer Science 2022-12-13 Cuneyt Gurcan Akcora , Yulia R. Gel , Murat Kantarcioglu

Price feeds of securities is a critical component for many financial services, allowing for collateral liquidation, margin trading, derivative pricing and more. With the advent of blockchain technology, value in reporting accurate prices…

Computational Finance · Quantitative Finance 2023-05-23 Orhan Koc

With the drive to create a decentralized digital economy, Web 3.0 has become a cornerstone of digital transformation, developed on the basis of computing-force networking, distributed data storage, and blockchain. With the rapid realization…

Artificial Intelligence · Computer Science 2022-11-30 Minrui Xu , Xiaoxu Ren , Dusit Niyato , Jiawen Kang , Chao Qiu , Zehui Xiong , Xiaofei Wang , Victor C. M. Leung

This is an exploration of Blockchain technology that is growing in popularity and it seems to be able to disrupt a plethora of industries. A research is being conducted to examine Blockchain potential to be adopted by enterprises from…

Computers and Society · Computer Science 2017-12-14 Theodosis Mourouzis , Chrysostomos Filipou

NIFTy, "Numerical Information Field Theory", is a software framework designed to ease the development and implementation of field inference algorithms. Field equations are formulated independently of the underlying spatial geometry allowing…

This research explores the methods that NFTs can be recommended to people who interact with NFT-marketplaces to explore NFTs of preference and similarity to what they have been searching for. While exploring past methods that can be adopted…

Information Retrieval · Computer Science 2022-05-03 Dinuka Piyadigama , Guhanathan Poravi

The explosive growth of non-fungible tokens (NFTs) on Web3 has created a new frontier for digital art and collectibles, but also an emerging space for fraudulent activities. This study provides an in-depth analysis of NFT rug pulls, which…

Cryptography and Security · Computer Science 2023-04-18 Trishie Sharma , Rachit Agarwal , Sandeep Kumar Shukla

Blockchain is a technology that is often used to share data and assets. However, in the decentralized ecosystem, blockchain-based systems can be utilized to share information and assets without the traditional barriers associated with solo…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-23 Viktor Valaštín , Roman Bitarovský , Kristián Košťál , Ivan Kotuliak