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This paper presents a new sequence-to-sequence pre-training model called ProphetNet, which introduces a novel self-supervised objective named future n-gram prediction and the proposed n-stream self-attention mechanism. Instead of optimizing…

Computation and Language · Computer Science 2020-10-22 Weizhen Qi , Yu Yan , Yeyun Gong , Dayiheng Liu , Nan Duan , Jiusheng Chen , Ruofei Zhang , Ming Zhou

Technological advancements in cryptocurrency markets have increased accessibility for investors, but concurrently exposed them to the risks of market manipulations. Existing fraud detection mechanisms typically rely on machine learning…

Machine Learning · Computer Science 2026-04-28 Lidia Losavio , Luca Persia , Madan Sathe , Dimosthenis Pasadakis

Rug pull scams have emerged as a persistent threat to cryptocurrency, causing significant financial losses. A typical scenario involves scammers deploying honeypot contracts to attract investments, restricting token sales, and draining the…

Software Engineering · Computer Science 2025-07-09 Hao Wu , Haijun Wang , Shangwang Li , Yin Wu , Ming Fan , Wuxia Jin , Ting Liu

In the distributed systems landscape, Blockchain has catalyzed the rise of cryptocurrencies, merging enhanced security and decentralization with significant investment opportunities. Despite their potential, current research on…

General Economics · Economics 2025-08-11 Yihang Fu , Mingyu Zhou , Luyao Zhang

The prediction of both the existence and weight of network links at future time points is essential as complex networks evolve over time. Traditional methods, such as vector autoregression and factor models, have been applied to small,…

General Economics · Economics 2024-10-15 Shu Takahashi , Kento Yamamoto , Shumpei Kobayashi , Ryoma Kondo , Ryohei Hisano

The rapid spread of information over social media influences quantitative trading and investments. The growing popularity of speculative trading of highly volatile assets such as cryptocurrencies and meme stocks presents a fresh challenge…

Computation and Language · Computer Science 2022-06-14 Ramit Sawhney , Shivam Agarwal , Vivek Mittal , Paolo Rosso , Vikram Nanda , Sudheer Chava

According to the advent of cryptocurrencies and Bitcoin, many investments and businesses are now conducted online through cryptocurrencies. Among them, Bitcoin uses blockchain technology to make transactions secure, transparent, traceable,…

Machine Learning · Computer Science 2025-12-30 Milad Asadpour , Alireza Rezaee , Farshid Hajati

Recently, digital payment systems have significantly changed people's lifestyles. New challenges have surfaced in monitoring and guaranteeing the integrity of payment processing systems. One important task is to predict the future…

Statistical Finance · Quantitative Finance 2020-08-05 Zhongfang Zhuang , Chin-Chia Michael Yeh , Liang Wang , Wei Zhang , Junpeng Wang

We study the probabilistic distribution of the confirmation time of Bitcoin transactions, conditional on the current memory pool (i.e., the queue of transactions awaiting confirmation). The results of this paper are particularly interesting…

Performance · Computer Science 2018-10-22 David Koops

This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and…

Computational Finance · Quantitative Finance 2024-03-07 Mohammad Ali Labbaf Khaniki , Mohammad Manthouri

Objective: Conventional event positioning algorithms in light-sharing PET detectors are often limited by edge effects and the impact of inter-crystal scattering (ICS). This study explores the feasibility of deep neural network (DNN)…

Medical Physics · Physics 2024-03-28 Francisco E Enriquez-Mier-y-Teran , Luping Zhou , Steven R Meikle , Andre Z Kyme

We consider a liquidity provider's (LP's) exposure to stablecoin and liquid staking derivative (LSD) depegs on Curve's StableSwap pools. We construct a suite of metrics designed to detect potential asset depegs based on price and trading…

Computational Finance · Quantitative Finance 2023-06-21 Thomas N. Cintra , Maxwell P. Holloway

We introduce novel approaches to cryptocurrency price forecasting, leveraging Machine Learning (ML) and Natural Language Processing (NLP) techniques, with a focus on Bitcoin and Ethereum. By analysing news and social media content,…

Statistical Finance · Quantitative Finance 2024-10-28 Vincent Gurgul , Stefan Lessmann , Wolfgang Karl Härdle

Distributed peer-to-peer (P2P) networking delivers the new blocks and transactions and is critical for the cryptocurrency blockchain system operations. Having poor P2P connectivity reduces the financial rewards from the mining consensus…

Networking and Internet Architecture · Computer Science 2025-11-25 Nazmus Sakib , Simeon Wuthier , Amanul Islam , Xiaobo Zhou , Jinoh Kim , Ikkyun Kim , Sang-Yoon Chang

Abnormal cryptocurrency transactions - such as mixing services, fraudulent transfers, and pump-and-dump operations -- pose escalating risks to financial integrity but remain notoriously difficult to detect due to class imbalance, temporal…

Machine Learning · Computer Science 2025-09-04 Minjung Park , Gyuyeon Na , Soyoun Kim , Sunyoung Moon , HyeonJeong Cha , Sangmi Chai

The focus of WSDM cup 2019 is session-based sequential skip prediction, i.e. predicting whether users will skip tracks, given their immediately preceding interactions in their listening session. This paper provides the solution of our team…

Information Retrieval · Computer Science 2019-02-14 Lin Zhu , Yihong Chen

Payment channel is a class of techniques designed to solve the scalability problem of blockchain. By establishing channels off the blockchain to form payment channel networks (PCNs), users can make instant payments without interacting with…

Networking and Internet Architecture · Computer Science 2022-10-14 Wenhui Wang , Ke Mu , Xuetao Wei

There has been much interest in accurate cryptocurrency price forecast models by investors and researchers. Deep Learning models are prominent machine learning techniques that have transformed various fields and have shown potential for…

Machine Learning · Computer Science 2024-06-04 Jingyang Wu , Xinyi Zhang , Fangyixuan Huang , Haochen Zhou , Rohtiash Chandra

Despite considerable advances in automated fake news detection, due to the timely nature of news, it remains a critical open question how to effectively predict the veracity of news articles based on limited fact-checks. Existing approaches…

Computation and Language · Computer Science 2023-09-29 Jiaying Wu , Shen Li , Ailin Deng , Miao Xiong , Bryan Hooi

The Lightning Network, a payment channel network with a market cap of over 192M USD, is designed to resolve Bitcoin's scalability issues through fast off-chain transactions. There are multiple Lightning Network client implementations, all…

Cryptography and Security · Computer Science 2024-05-06 Ben Weintraub , Satwik Prabhu Kumble , Cristina Nita-Rotaru , Stefanie Roos