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This study evaluates the scale-dependent informational efficiency of stock markets using the Financial Chaos Index, a tensor-eigenvalue-based measure of realized volatility. Incorporating Granger causality and network-theoretic analysis…

Statistical Finance · Quantitative Finance 2025-05-06 Masoud Ataei

The paper analyzes the cryptocurrency ecosystem at both the aggregate and individual levels to understand the factors that impact future volatility. The study uses high-frequency panel data from 2020 to 2022 to examine the relationship…

Statistical Finance · Quantitative Finance 2024-04-09 Alessio Brini , Jimmie Lenz

This paper discusses the dynamics of intraday prices of twelve cryptocurrencies during last months' boom and bust. The importance of this study lies on the extended coverage of the cryptoworld, accounting for more than 90\% of the total…

Statistical Finance · Quantitative Finance 2018-08-07 Aurelio F. Bariviera , Luciano Zunino , Osvaldo A. Rosso

Using a rolling windows analysis of filtered and aligned stock index returns from 40 countries during the period 2006-2014, we construct Granger causality networks and investigate the ensuing structure of the relationships by studying…

Economics · Quantitative Finance 2015-11-05 Stefan Lyocsa , Tomas Vyrost , Eduard Baumohl

Cryptocurrencies have emerged as a novel financial asset garnering significant attention in recent years. A defining characteristic of these digital currencies is their pronounced short-term market volatility, primarily influenced by…

Computational Finance · Quantitative Finance 2024-01-02 Vahidin Jeleskovic , Stephen Mackay

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.…

There has recently been an explosion of interest in how "higher-order" structures emerge in complex systems. This "emergent" organization has been found in a variety of natural and artificial systems, although at present the field lacks a…

Information Theory · Computer Science 2024-01-30 Thomas F. Varley , Joshua Bongard

While attention is a predictor for digital asset prices, and jumps in Bitcoin prices are well-known, we know little about its alternatives. Studying high frequency crypto data gives us the unique possibility to confirm that cross market…

Trading and Market Microstructure · Quantitative Finance 2021-10-19 Danial Saef , Odett Nagy , Sergej Sizov , Wolfgang Karl Härdle

This work aims to analyse the predictability of price movements of cryptocurrencies on both hourly and daily data observed from January 2017 to January 2021, using deep learning algorithms. For our experiments, we used three sets of…

Statistical Finance · Quantitative Finance 2021-02-18 Marco Ortu , Nicola Uras , Claudio Conversano , Giuseppe Destefanis , Silvia Bartolucci

Cryptocurrency is a well-developed blockchain technology application that is currently a heated topic throughout the world. The public availability of transaction histories offers an opportunity to analyze and compare different…

Statistical Finance · Quantitative Finance 2018-08-28 Jiaqi Liang , Linjing Li , Daniel Zeng

As one of the most important and famous applications of blockchain technology, cryptocurrency has attracted extensive attention recently. Empowered by blockchain technology, all the transaction records of cryptocurrencies are irreversible…

Social and Information Networks · Computer Science 2022-01-20 Jiajing Wu , Jieli Liu , Yijing Zhao , Zibin Zheng

Time series of price returns for 80 of the most liquid cryptocurrencies listed on Binance are investigated for the presence of detrended cross-correlations. A spectral analysis of the detrended correlation matrix and a topological analysis…

Statistical Finance · Quantitative Finance 2021-12-14 Jarosław Kwapień , Marcin Wątorek , Stanisław Drożdż

This paper distinguishes between risk resonance and risk diversification relationships in the cryptocurrency market based on the newly developed asymmetric breakpoint approach, and analyzes the risk propagation mechanism among…

Risk Management · Quantitative Finance 2026-05-19 Wenjie Lan

With emergence of blockchain technologies and the associated cryptocurrencies, such as Bitcoin, understanding network dynamics behind Blockchain graphs has become a rapidly evolving research direction. Unlike other financial networks, such…

The evolution of the pandemic and people's concern over it have an impact on the Bitcoin market, while the extent of individualism could differentiate investor behaviors in the financial market during the pandemic. This paper examines…

General Finance · Quantitative Finance 2022-09-16 Huaxin Wang-Lu

Following the birth of Bitcoin and the introduction of the Ethereum ERC20 protocol a decade ago, recent years have witnessed a growing number of cryptographic tokens that are being introduced by researchers, private sector companies and…

Physics and Society · Physics 2020-04-20 Shahar Somin , Goren Gordon , Alex Pentland , Erez Shmueli , Yaniv Altshuler

We study recurrent patterns in volatility and volume for major cryptocurrencies, Bitcoin and Ether, using data from two centralized exchanges (Coinbase Pro and Binance) and a decentralized exchange (Uniswap V2). We find systematic patterns…

Trading and Market Microstructure · Quantitative Finance 2021-11-05 Peter Reinhard Hansen , Chan Kim , Wade Kimbrough

The description of the dynamics of complex systems, in particular the capture of the interaction structure and causal relationships between elements of the system, is one of the central questions of interdisciplinary research. While the…

Machine Learning · Statistics 2025-04-30 Jakub Kořenek , Pavel Sanda , Jaroslav Hlinka

A main focus in economics research is understanding the time series of prices of goods and assets. While statistical models using only the properties of the time series itself have been successful in many aspects, we expect to gain a better…

Physics and Society · Physics 2014-12-15 Dániel Kondor , István Csabai , János Szüle , Márton Pósfai , Gábor Vattay

A simple model-free and distribution-free statistic, the functional relationship between the number of "effective" degrees of freedom and portfolio size, or N*(N), is used to discriminate between two alternative models for the correlation…

Portfolio Management · Quantitative Finance 2024-12-06 Graham L. Giller