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Predicting investors reactions to financial and political news is important for the early detection of stock market jitters. Evidence from several recent studies suggests that online social media could improve prediction of stock market…
Blockchains are significantly easing trade finance, with billions of dollars worth of assets being transacted daily. However, analyzing these networks remains challenging due to the sheer volume and complexity of the data. We introduce a…
Cryptocoins (i.e., Bitcoin, Ether, Litecoin) are tradable digital assets. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption techniques guarantee the security of the transactions…
Cryptocurrency refers to a type of digital asset that uses distributed ledger, or blockchain, technology to enable a secure transaction. Although the technology is widely misunderstood, many central banks are considering launching their own…
In the burgeoning realm of cryptocurrency, social media platforms like Twitter have become pivotal in influencing market trends and investor sentiments. In our study, we leverage GPT-4 and a fine-tuned transformer-based BERT model for a…
Cryptocurrencies are widely used, yet current methods for analyzing transactions often rely on opaque, black-box models. While these models may achieve high performance, their outputs are usually difficult to interpret and adapt, making it…
The meme stock phenomenon is yet to be explored. In this note, we provide evidence that these stocks display common stylized facts on the dynamics of price, trading volume, and social media activity. Using a regime-switching cointegration…
The increasing pervasiveness of social media creates new opportunities to study human social behavior, while challenging our capability to analyze their massive data streams. One of the emerging tasks is to distinguish between different…
The functioning of the cryptocurrency Bitcoin relies on the open availability of the entire history of its transactions. This makes it a particularly interesting socio-economic system to analyse from the point of view of network science.…
The price volatility of cryptocurrencies is often cited as a major hindrance to their wide-scale adoption. Consequently, during the last two years, multiple so called stablecoins have surfaced---cryptocurrencies focused on maintaining…
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…
Stablecoins are one of the most widely capitalized type of cryptocurrency. However, their risks vary significantly according to their design and are often poorly understood. We seek to provide a sound foundation for stablecoin theory, with…
The Ethereum blockchain network is a decentralized platform enabling smart contract execution and transactions of Ether (ETH) [1], its designated cryptocurrency. Ethereum is the second most popular cryptocurrency with a market cap of more…
This work builds upon the long-standing conjecture that linear diffusion models are inadequate for complex market dynamics. Specifically, it provides experimental validation for the author's prior arguments that realistic market dynamics…
Blockchain provides the unique and accountable channel for financial forensics by mining its open and immutable transaction data. A recent surge has been witnessed by training machine learning models with cryptocurrency transaction data for…
Microblogs are increasingly exploited for predicting prices and traded volumes of stocks in financial markets. However, it has been demonstrated that much of the content shared in microblogging platforms is created and publicized by bots…
Cryptocurrencies are an emerging economic force, but there are concerns about their security. This is due, in part, to complex collusion cases and new threat vectors that could be missed by conventional security assessment strategies. To…
Cryptocurrencies are rapidly expanding and becoming vital in digital financial markets. However, the rise in cryptocurrency-related illicit activities has led to significant losses for users. To protect the security of these platforms, it…
Blockchain, as a distributed ledger technology, becomes increasingly popular, especially for enabling valuable cryptocurrencies and smart contracts. However, the blockchain software systems inevitably have many bugs. Although bugs in smart…
As cryptocurrencies gain popularity and credibility, marketplaces for cryptocurrencies are growing in importance. Understanding the dynamics of these markets can help to assess how viable the cryptocurrnency ecosystem is and how design…