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The functional linear model is an important extension of the classical regression model allowing for scalar responses to be modeled as functions of stochastic processes. Yet, despite the usefulness and popularity of the functional linear…

Methodology · Statistics 2025-11-27 Ioannis Kalogridis , Stanislav Nagy

In this paper we address the problem of feature selection when the data is functional, we study several statistical procedures including classification, regression and principal components. One advantage of the blinding procedure is that it…

Methodology · Statistics 2023-12-29 Ricardo Fraiman , Yanina Gimenez , Marcela Svarc

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…

Physics and Society · Physics 2014-04-01 Dániel Kondor , Márton Pósfai , István Csabai , Gábor Vattay

Graph convolutional networks (GCNs) is a class of artificial neural networks for processing data that can be represented as graphs. Since financial transactions can naturally be constructed as graphs, GCNs are widely applied in the…

Machine Learning · Computer Science 2023-03-30 Song Li , Jiandong Zhou , Chong MO , Jin LI , Geoffrey K. F. Tso , Yuxing Tian

Two taxonomies of money that include cryptocurrencies are analyzed. A definition of the term cryptocurrency is given and a taxonomy of them is presented, based on how its price is fixed. The characteristics of the use of current fiat money…

General Finance · Quantitative Finance 2020-02-21 Jorge Barrera

The use of patterns in predictive models is a topic that has received a lot of attention in recent years. Pattern mining can help to obtain models for structured domains, such as graphs and sequences, and has been proposed as a means to…

Artificial Intelligence · Computer Science 2011-11-29 Björn Bringmann , Siegfried Nijssen , Albrecht Zimmermann

The suitability of a particular blockchain for a given use case depends mainly on the blockchain's functional and non-functional properties. Such properties may vary over time, and thus, a selected blockchain may become unsuitable for a…

Cryptography and Security · Computer Science 2019-05-20 Philipp Frauenthaler , Michael Borkowski , Stefan Schulte

Blockchain is a disruptive technology intended at implementing secure decentralized distributed systems, in which transactional data can be shared, stored and verified by participants of a system using cryptographic and consensus…

Software Engineering · Computer Science 2019-03-11 Sabreen Ahmadjee , Rami Bahsoon

Financial fraud detection is an important problem with a number of design aspects to consider. Issues such as algorithm selection and performance analysis will affect the perceived ability of proposed solutions, so for auditors and…

Cryptography and Security · Computer Science 2016-01-07 J. West , Maumita Bhattacharya

One decade ago, Bitcoin was introduced, becoming the first cryptocurrency and establishing the concept of "blockchain" as a distributed ledger. As of today, there are many different implementations of cryptocurrencies working over a…

Neural and Evolutionary Computing · Computer Science 2019-07-26 Alejandro Baldominos , Yago Saez

This study, to the best of our knowledge for the first time, delves into the spatiotemporal dynamics of Bitcoin transactions, shedding light on the scaling laws governing its geographic usage. Leveraging a dataset of IP addresses and…

Social and Information Networks · Computer Science 2023-09-22 Lajos Kelemen , István András Seres , Ágnes Backhausz

Many cluster similarity indices are used to evaluate clustering algorithms, and choosing the best one for a particular task remains an open problem. We demonstrate that this problem is crucial: there are many disagreements among the…

Discrete Mathematics · Computer Science 2021-08-27 Martijn Gösgens , Alexey Tikhonov , Liudmila Prokhorenkova

The Bitcoin protocol prevents the occurrence of double-spending (DS), i.e. the utilization of the same currency unit more than once. At the same time a DS attack, where more conflicting transactions are generated, might be performed to…

Physics and Society · Physics 2018-09-21 Marco Alberto Javarone , Craig Steven Wright

Botnets are one of the online threats with the biggest presence, causing billionaire losses to global economies. Nowadays, the increasing number of devices connected to the Internet makes it necessary to analyze large amounts of network…

Cryptography and Security · Computer Science 2024-07-02 Javier Velasco-Mata , Víctor González-Castro , Eduardo Fidalgo , Enrique Alegre

Quantitative trading strategies rely on accurately ranking stocks to identify profitable investments. Effective portfolio management requires models that can reliably order future stock returns. Transformer models are promising for…

Machine Learning · Computer Science 2025-10-17 Jan Kwiatkowski , Jarosław A. Chudziak

With the ever-increasing popularity of blockchain applications, securing blockchain networks plays a critical role in these cyber systems. In this paper, we first study cyberattacks (e.g., flooding of transactions, brute pass) in blockchain…

Cryptography and Security · Computer Science 2024-07-08 Tran Viet Khoa , Do Hai Son , Dinh Thai Hoang , Nguyen Linh Trung , Tran Thi Thuy Quynh , Diep N. Nguyen , Nguyen Viet Ha , Eryk Dutkiewicz

Public permissionless blockchains facilitate peer-to-peer digital transactions, yet face performance challenges specifically minimizing transaction confirmation time to decrease energy and time consumption per transaction. Performance…

Cryptography and Security · Computer Science 2024-02-29 Molud Esmaili , Ken Christensen

Blockchain has many benefits including decentralization, availability, persistency, consistency, anonymity, auditability and accountability, and it also covers a wide spectrum of applications ranging from cryptocurrency, financial services,…

Computational Engineering, Finance, and Science · Computer Science 2018-10-02 Quan-Lin Li , Jing-Yu Ma , Yan-Xia Chang

The Binary Vector Clock is a simple, yet space-efficient algorithm for generating a partial order of transactions in account-based blockchain systems. The Binary Vector Clock solves the problem of order dependency in systems such as…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-04-17 Lum Ramabaja

Predicting the direction of assets have been an active area of study and a difficult task. Machine learning models have been used to build robust models to model the above task. Ensemble methods is one of them showing results better than a…

Machine Learning · Statistics 2019-02-25 Avinash Barnwal , Hari Pad Bharti , Aasim Ali , Vishal Singh