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This paper leverages machine learning algorithms to forecast and analyze financial time series. The process begins with a denoising autoencoder to filter out random noise fluctuations from the main contract price data. Then, one-dimensional…

Machine Learning · Computer Science 2025-07-22 Zhuohuan Hu , Richard Yu , Zizhou Zhang , Haoran Zheng , Qianying Liu , Yining Zhou

Blockchain has made an impact on today's technology by revolutionizing the financial industry in its utilization on cryptocurrency and the features it provided on decentralization. With the current trend of pursuing the decentralized…

Networking and Internet Architecture · Computer Science 2023-05-10 Javad Zarrin , Phang Hao Wen , Lakshmi Babu Saheer , Bahram Zarrin

Cryptocurrencies and their foundation technology, the Blockchain, are reshaping finance and economics, allowing a decentralized approach enabling trusted applications with no trusted counterpart. More recently, the Blockchain and the…

Software Engineering · Computer Science 2019-12-20 Lodovica Marchesi , Michele Marchesi , Roberto Tonelli

Blockchain data analysis is essential for deriving insights, tracking transactions, identifying patterns, and ensuring the integrity and security of decentralized networks. It plays a key role in various areas, such as fraud detection,…

Cryptography and Security · Computer Science 2024-12-16 Kentaroh Toyoda , Xiao Wang , Mingzhe Li , Bo Gao , Yuan Wang , Qingsong Wei

Research in the field of blockchain technology and applications is increasing at a fast pace. Although the Bitcoin whitepaper by Nakamoto is already ten years old, the field can still be seen as immature and at an early stage. Current…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-07-23 Christopher Ehmke , Florian Blum , Volker Gruhn

The last decade has been marked by the evolution of cryptocurrencies, which have captured the interest of the public through the offered opportunities and the feeling of freedom, resulting from decentralization and lack of authority to…

Cryptography and Security · Computer Science 2024-03-04 Arunkumar Velayudhan Pillai

This paper presents a Multi Agent Bitcoin Trading system that utilizes Large Language Models (LLMs) for alpha generation and portfolio management in the cryptocurrencies market. Unlike equities, cryptocurrencies exhibit extreme volatility…

Portfolio Management · Quantitative Finance 2025-11-17 Aadi Singhi

Few assets in financial history have been as notoriously volatile as cryptocurrencies. While the long term outlook for this asset class remains unclear, we are successful in making short term price predictions for several major crypto…

Trading and Market Microstructure · Quantitative Finance 2019-12-02 David Zhao , Alessandro Rinaldo , Christopher Brookins

Cryptocurrencies have recently been in the spotlight of public debate due to their embrace by the new US President, with crypto fans expecting a 'bull run'. The global cryptocurrency market capitalisation is more than \$3.50 trillion, with…

Computational Engineering, Finance, and Science · Computer Science 2025-11-12 Marco Venturini , Daniel García-Costa , Elena Álvarez-García , Francisco Grimaldo , Flaminio Squazzoni

Decentralized finance, powered by blockchain technology, is growing day by day. This field, which emerged a few years ago, today manages $70 billion in assets. In this study, the concept of decentralized finance is discussed and explained…

General Finance · Quantitative Finance 2023-04-05 Mansur Bestas

Centralized monetary policy, leading to persistent inflation, is often inconsistent, untrustworthy, and unpredictable. Algorithmic stablecoins enabled by blockchain technology are promising in solving this problem. Algorithmic stablecoins…

General Economics · Economics 2022-01-17 Luyao Zhang , Yulin Liu

Blockchains are being positioned as the "technology of trust" that can be used to mediate transactions between non-trusting parties without the need for a central authority. They support transaction types that are native to the blockchain…

Cryptography and Security · Computer Science 2024-11-06 Nodirbek Korchiev , Akash Pateria , Vodelina Samatova , Sogolsadat Mansouri , Kemafor Anyanwu

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…

This paper contextualises the common queries of "why is crypto crashing?" and "why is crypto down?", the research transcends beyond the frequent market fluctuations to unravel how cryptocurrencies fundamentally work and the step-by-step…

Computers and Society · Computer Science 2023-09-25 Petar Radanliev

Blockchain-based cryptocurrencies prioritize transactions based on their fees, creating a unique kind of fee market. Empirically, this market has failed to yield stable equilibria with predictable prices for desired levels of service. We…

Cryptography and Security · Computer Science 2019-01-23 Soumya Basu , David Easley , Maureen O'Hara , Emin Gün Sirer

Cryptocurrency is something that we have all heard about recently, most likely preceded by bitcoin, and how much its prices have boomed over the decade. These cryptocurrencies are actually based on blockchain, a secure datatype, and…

Cryptography and Security · Computer Science 2023-03-13 Nayak Bhatia , Sanchit Bansal , Smit Desai

We organize existing empirical regularities of cryptocurrencies into seven stylized facts and analyze cryptocurrencies through the lens of empirical asset pricing. We find important similarities with traditional markets--risk-adjusted…

General Finance · Quantitative Finance 2026-03-24 Nicola Borri , Yukun Liu , Aleh Tsyvinski , Xi Wu

Blockchain as an emerging technology has transformed many traditional and conventional ecosystems and business models. Publication review system is one of the interesting subjects for transformation. The conventional models of publication…

Computers and Society · Computer Science 2021-12-22 Omid Fatahi Valilai

Blockchains have received much attention recently since they provide decentralized approaches to the creation and management of value. Many banks, Internet companies, car manufacturers, and even governments worldwide have incorporated or…

Cryptography and Security · Computer Science 2019-11-07 Wubing Chen , Zhiying Xu , Shuyu Shi , Yang Zhao , Jun Zhao

Authoring, developing, monitoring, and analyzing business processes has requires both domain and IT expertise since Business Process Management tools and practices have focused on enterprise applications and not end users. There are trends,…

Computers and Society · Computer Science 2019-06-26 Aleksander Slominski , Vinod Muthusamy