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Cryptocurrencies such as Bitcoin are realized using distributed systems and hence critically rely on the performance and security of the interconnecting network. The requirements on these networks and their usage, however can differ…

Networking and Internet Architecture · Computer Science 2020-08-20 Maya Dotan , Yvonne-Anne Pignolet , Stefan Schmid , Saar Tochner , Aviv Zohar

Supply chain integration remains an elusive goal for the construction and engineering industry. The high degree of fragmentation and the reliance on third-party financial institutions has pushed the physical and financial supply chains…

Cryptography and Security · Computer Science 2020-12-04 Hesam Hamledari , Martin Fischer

We detect the backbone of the weighted bipartite network of the Japanese credit market relationships. The backbone is detected by adapting a general method used in the investigation of weighted networks. With this approach we detect a…

We propose that imitation between traders and their herding behaviour not only lead to speculative bubbles with accelerating over-valuations of financial markets possibly followed by crashes, but also to ``anti-bubbles'' with decelerating…

Statistical Mechanics · Physics 2009-10-31 A. Johansen , D. Sornette

The world of cryptocurrency is not transparent enough though it was established for innate transparent tracking of capital flows. The most contributing factor is the violation of securities laws and scam in Initial Coin Offering (ICO) which…

General Finance · Quantitative Finance 2018-09-11 Sheikh Rabiul Islam

Cryptocurrencies are a type of digital money meant to provide security and anonymity while using cryptography techniques. Although cryptocurrencies represent a breakthrough and provide some important benefits, their usage poses some risks…

General Finance · Quantitative Finance 2024-01-22 Ana Fernández Vilas , Rebeca P. Díaz Redondo , Daniel Couto Cancela , Alejandro Torrado Pazos

A digital currency is money in a digital form. In this model, maintaining integrity of the supply is a core concern, therefore protections against double-spending are often at the heart of a secure digital money scheme. Quantum money…

Quantum Physics · Physics 2024-08-09 Anne Broadbent , Raza Ali Kazmi , Cyrus Minwalla

State government operations comprise a large number of transactions for different processes that must be carried out across the state. This comprises new projects, maintenance and repairs, public employee compensation, and agricultural…

Cryptography and Security · Computer Science 2022-12-06 Nibula Bente Rashid , Joyeeta Saha , Raonak Islam Prova , Nowshin Tasfia , Md. Nazrul Huda Shanto , Jannatun Noor

With the rise of cryptocurrency and NFTs in the past decade, blockchain technology has been an area of increasing interest to both industry and academic experts. In this paper, we discuss the feasibility of such systems through the lens of…

Cryptography and Security · Computer Science 2022-12-29 Angela Li , Guanqun Song , Ting Zhu

We consider a banking network represented by a system of stochastic differential equations coupled by their drift. We assume a core-periphery structure, and that the banks in the core hold a bubbly asset. The banks in the periphery have not…

Mathematical Finance · Quantitative Finance 2018-06-06 Francesca Biagini , Andrea Mazzon , Thilo Meyer-Brandis

Utilizing graph analytics and learning has proven to be an effective method for exploring aspects of crypto economics such as network effects, decentralization, tokenomics, and fraud detection. However, the majority of existing research…

Computational Engineering, Finance, and Science · Computer Science 2024-03-12 Bingqiao Luo

Cryptocurrencies are highly volatile financial instruments with more and more new retail investors joining the scene with each passing day. Bitcoin has always proved to determine in which way the rest of the cryptocurrency market is headed…

Statistical Finance · Quantitative Finance 2024-11-22 Rahul Arulkumaran , Suyash Kumar , Shikha Tomar , Manideep Gongalla , Harshitha

We increasingly live in a world where there is a balance between the rights to privacy and the requirements for consent, and the rights of society to protect itself. Within this world, there is an ever-increasing requirement to protect the…

Computers and Society · Computer Science 2019-07-30 Simon Dyson , William J Buchanan , Liam Bell

Blockchain has emerged into one of the most promising technologies for the future. Its most successful implementation in the form of cryptocurrency has shifted many existing paradigms where financial instruments were limited by locations or…

Computers and Society · Computer Science 2018-12-12 Dimaz Ankaa Wijaya , Dony Ariadi Suwarsono

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…

Cryptocurrencies offer an alternative to traditional methods of electronic value exchange, promising anonymous, cash-like electronic transfers, but in practice they fall short for several key reasons. We consider the false choice between…

Computers and Society · Computer Science 2019-06-05 Geoff Goodell , Tomaso Aste

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…

Physics and Society · Physics 2019-04-09 Laura Alessandretti , Abeer ElBahrawy , Luca Maria Aiello , Andrea Baronchelli

I study the limit of a large random economy, where a set of consumers invests in financial instruments engineered by banks, in order to optimize their future consumption. This exercise shows that, even in the ideal case of perfect…

Statistical Finance · Quantitative Finance 2009-06-09 Matteo Marsili

Corporate insolvency can have a devastating effect on the economy. With an increasing number of companies making expansion overseas to capitalize on foreign resources, a multinational corporate bankruptcy can disrupt the world's financial…

Statistical Finance · Quantitative Finance 2018-02-16 Jacky C. K. Chow

This paper examines the complex legal landscape surrounding digital assets, analysing how they are defined and regulated as property across various jurisdictions. As digital assets such as cryptocurrencies and non-fungible tokens (NFTs)…

Computers and Society · Computer Science 2024-06-25 Luke Lee