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Related papers: Constructing a NFT Price Index and Applications

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Blockchain technology has emerged as a transformative tool for data management in a variety of industries, including fintech, research and healthcare. We have developed a workable blockchain based system that utilizes non fungible tokens…

Computers and Society · Computer Science 2024-12-19 Prakhyat Khati , Ajay Kumar Shrestha , Julita Vassileva

Cryptocurrencies have gained significant attention in recent years due to their decentralized nature and potential for financial innovation. Thus, the ability to accurately predict its price has become a subject of great interest for…

Machine Learning · Computer Science 2024-10-21 Arthur Emanuel de Oliveira Carosia

In the past few years, "metaverse" and "non-fungible tokens (NFT)" have become buzzwords, and the prices of related assets have exhibited large fluctuations. Are those characteristic of a speculative bubble? In this paper, we attempt to…

Computers and Society · Computer Science 2025-02-13 Daisuke Kawai , Kyle Soska , Bryan Routledge , Ariel Zetlin-Jones , Nicolas Christin

We propose two novel frameworks to study the price formation of an asset negotiated in an order book. Specifically, we develop a game-theoretic model in many-person games and mean-field games, considering costs stemming from limited…

Trading and Market Microstructure · Quantitative Finance 2022-02-24 David Evangelista , Yuri Saporito , Yuri Thamsten

We introduce a new economic system suited for Intangible Goods ({\sc ig}). We argue that such system can now be implemented in the real world using advance technics in distributed network computing and cryptography. The specification of the…

Other Computer Science · Computer Science 2012-11-27 Laurent Fournier

This study provides a practical introduction to high-frequency trading in blockchain-based currency markets. These types of markets have some specific characteristics that differentiate them from the stock markets, such as a large number of…

General Economics · Economics 2023-04-19 Vittorio Astarita

The nonlinear Fourier transform (NFT) has recently gained significant attention in fiber optic communications and other engineering fields. Although several numerical algorithms for computing the NFT have been published, the design of…

Signal Processing · Electrical Eng. & Systems 2019-10-17 Shrinivas Chimmalgi , Peter J. Prins , Sander Wahls

This paper addresses one of the most noteworthy issues in the recent virtual asset market, the privacy concerns related to token transactions of Real-World Assets tokens, known as RWA tokens. Following the advent of Bitcoin, the virtual…

Cryptography and Security · Computer Science 2025-10-16 Jaeseong Lee , Junghee Lee

Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal…

Physics and Society · Physics 2019-04-09 Laura Alessandretti , Abeer ElBahrawy , Luca Maria Aiello , Andrea Baronchelli

Bitcoin is the most popular cryptocurrency used worldwide. It provides pseudonymity to its users by establishing identity using public keys as transaction end-points. These transactions are recorded on an immutable public ledger called…

Cryptography and Security · Computer Science 2020-02-18 Aman Sharma , Ashutosh Bhatia

NFTs (Non-Fungible Tokens) have experienced an explosive growth and their record-breaking prices have been witnessed. Typically, the assets that NFTs represent are stored off-chain with a pointer, e.g., multi-hop URLs, due to the costly…

Cryptography and Security · Computer Science 2022-12-22 Ziwei Wang , Jiashi Gao , Xuetao Wei

We present in this paper a cryptocurrency called Mobile Fungible Token (MFT) or "MiftyCoin", which is mined with Proof of Human Work (PoH). Blocks in MFT's blockchain are mined by users solving unique 24-tile puzzles autogenerated as a…

Cryptography and Security · Computer Science 2022-11-29 Javier A. Arroyo-Figueroa

Predicting the trend of Bitcoin, a highly volatile cryptocurrency, remains a challenging task. Accurate forecasting holds immense potential for investors and market participants dealing with High Frequency Trading systems. The purpose of…

Computational Engineering, Finance, and Science · Computer Science 2024-07-11 Zeinab Shahsafdari , Ahmad Kalhor

In modern times, the cryptocurrency market is one of the world's most rapidly rising financial markets. The cryptocurrency market is regarded to be more volatile and illiquid than traditional markets such as equities, foreign exchange, and…

Statistical Finance · Quantitative Finance 2024-12-03 Anika Tahsin Meem

We propose a profitable trading strategy for the cryptocurrency market based on grid trading. Starting with an analysis of the expected value of the traditional grid strategy, we show that under simple assumptions, its expected return is…

Trading and Market Microstructure · Quantitative Finance 2025-06-16 Kai-Yuan Chen , Kai-Hsin Chen , Jyh-Shing Roger Jang

Recently, the birth of non-fungible tokens (NFTs) has attracted great attention. NFTs are capable of representing users' ownership on the blockchain and have experienced tremendous market sales due to their popularity. Unfortunately, the…

Software Engineering · Computer Science 2023-08-07 Shuo Yang , Jiachi Chen , Zibin Zheng

High Frequency Trading (HFT) represents an ever growing proportion of all financial transactions as most markets have now switched to electronic order book systems. The main goal of the paper is to propose continuous time equations which…

Trading and Market Microstructure · Quantitative Finance 2013-12-10 Rene Carmona , Kevin Webster

RFID tags are held to become ubiquitous in logistics in the near future, and item-level tagging will pave the way for Ubiquitous Computing, for example in application fields like smart homes. Our paper addresses the value and the production…

Computers and Society · Computer Science 2007-05-23 Matthias Bauer , Benjamin Fabian , Matthias Fischmann , Seda Gürses

Bitcoin and other similar digital currencies on blockchains are not ideal means for payment, because their prices tend to go up in the long term (thus people are incentivized to hoard those currencies), and to fluctuate widely in the short…

Computers and Society · Computer Science 2019-05-17 Kenji Saito , Mitsuru Iwamura

Over the last decade, the cryptocurrency market has experienced unprecedented growth, emerging as a prominent financial market. As this market rapidly evolves, it necessitates re-evaluating which cryptocurrencies command the market and…

Statistical Finance · Quantitative Finance 2024-01-31 Arnav Hiray , Pratvi Shah , Vishwa Shah , Agam Shah , Sudheer Chava , Mukesh Tiwari