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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…
Blockchain technology has rapidly emerged to mainstream attention, while its publicly accessible, heterogeneous, massive-volume, and temporal data are reminiscent of the complex dynamics encountered during the last decade of big data.…
The untraceability of transactions facilitated by Ethereum mixing services like Tornado Cash poses significant challenges to blockchain security and financial regulation. Existing methods for correlating mixing accounts suffer from limited…
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…
Bitcoin is a peer-to-peer electronic payment system that has rapidly grown in popularity in recent years. Usually, the complete history of Bitcoin blockchain data must be queried to acquire variables with economic meaning. This task has…
Cryptocurrency network analysis consists of applying the tools and methods of social network analysis to transactional data issued from cryptocurrencies. The main difference with most online social networks is that users do not exchange…
We study the problem of the intraday short-term volume forecasting in cryptocurrency exchange markets. The predictions are built by using transaction and order book data from different markets where the exchange takes place.…
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…
With the increasing enrichment and development of the financial derivatives market, the frequency of transactions is also faster and faster. Due to human limitations, algorithms and automatic trading have recently become the focus of…
Financial networks can be constructed using statistical dependencies found within the price series of speculative assets. Across the various methods used to infer these networks, there is a general reliance on predictive modelling to…
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…
Ethereum's scalability has been a major concern due to its limited transaction throughput and high fees. To address these limitations, Polygon has emerged as a sidechain solution that facilitates asset transfers between Ethereum and…
In light of micro-scale inefficiencies induced by the high degree of fragmentation of the Bitcoin trading landscape, we utilize a granular data set comprised of orderbook and trades data from the most liquid Bitcoin markets, in order to…
This survey develops a dual analysis, consisting, first, in a bibliometric examination and, second, in a close literature review of all the scientific production around cryptocurrencies conducted in economics so far. The aim of this paper…
Cryptocurrencies and Bitcoin, in particular, are prone to wild swings resulting in frequent jumps in prices, making them historically popular for traders to speculate. A better understanding of these fluctuations can greatly benefit crypto…
Blockchain is a decentralized transaction and data management solution, the technological leap behind the success of Bitcoin and other cryptocurrencies. As the variety of existing blockchains and distributed ledgers continues to increase,…
The goals of this paper are twofold: (1) to present a new method that is able to find linear laws governing the time evolution of Markov chains and (2) to apply this method for anomaly detection in Bitcoin prices. To accomplish these goals,…
The cryptocurrency ecosystem has been the centre of discussion on many social media platforms, following its noted volatility and varied opinions. Twitter is rapidly being utilised as a news source and a medium for bitcoin discussion. Our…
Bitcoin has attracted attention from different market participants due to unpredictable price patterns. Sometimes, the price has exhibited big jumps. Bitcoin prices have also had extreme, unexpected crashes. We test the predictive power of…
The present study aims to establish the model of the cryptocurrency price trend based on financial theory using the LSTM model with multiple combinations between the window length and the predicting horizons, the random walk model is also…