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The convergence of blockchain and artificial intelligence (AI) has led to the emergence of AI-based tokens, which are cryptographic assets designed to power decentralized AI platforms and services. This paper provides a comprehensive review…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-12 Rischan Mafrur

In this paper we apply neural networks and Artificial Intelligence (AI) to historical records of high-risk cryptocurrency coins to train a prediction model that guesses their price. This paper's code contains Jupyter notebooks, one of which…

Machine Learning · Computer Science 2022-03-01 Jacques Fleischer , Gregor von Laszewski , Carlos Theran , Yohn Jairo Parra Bautista

Price feeds of securities is a critical component for many financial services, allowing for collateral liquidation, margin trading, derivative pricing and more. With the advent of blockchain technology, value in reporting accurate prices…

Computational Finance · Quantitative Finance 2023-05-23 Orhan Koc

Automated market makers (AMMs) are pricing mechanisms utilized by decentralized exchanges (DEX). Traditional AMM approaches are constrained by pricing solely based on their own liquidity pool, without consideration of external markets or…

Machine Learning · Computer Science 2024-08-27 Daniel Jiwoong Im , Alexander Kondratskiy , Vincent Harvey , Hsuan-Wei Fu

With the continuous development of artificial intelligence technology, using machine learning technology to predict market trends may no longer be out of reach. In recent years, artificial intelligence has become a research hotspot in the…

Portfolio Management · Quantitative Finance 2024-04-30 Shuochen Bi , Wenqing Bao , Jue Xiao , Jiangshan Wang , Tingting Deng

The rapidly evolving cryptocurrency market presents unique challenges for investment due to its inherent volatility and evolving regulatory environment. Collective price movements can be exploited to construct diversified portfolios with…

Popular Physics · Physics 2026-05-01 Ruixue Jing , Ryota Kobayashi , Luis Enrique Correa Rocha

Based on 1-minute price changes recorded since year 2012, the fluctuation properties of the rapidly-emerging Bitcoin (BTC) market are assessed over chosen sub-periods, in terms of return distributions, volatility autocorrelation, Hurst…

Statistical Finance · Quantitative Finance 2018-07-20 Stanisław Drożdż , Robert Gębarowski , Ludovico Minati , Paweł Oświęcimka , Marcin Wątorek

A dynamical model is introduced for the formation of a bullish or bearish trends driving an asset price in a given market. Initially, each agent decides to buy or sell according to its personal opinion, which results from the combination of…

Physics and Society · Physics 2011-06-09 Serge Galam

The autonomous trading agent is one of the most actively studied areas of artificial intelligence to solve the capital market portfolio management problem. The two primary goals of the portfolio management problem are maximizing profit and…

Trading and Market Microstructure · Quantitative Finance 2019-09-10 Wonsup Shin , Seok-Jun Bu , Sung-Bae Cho

Mobility systems often suffer from a high price of anarchy due to the uncontrolled behavior of selfish users. This may result in societal costs that are significantly higher compared to what could be achieved by a centralized system-optimal…

Systems and Control · Electrical Eng. & Systems 2023-05-26 David van de Sanden , Maarten Schoukens , Mauro Salazar

Fraud detection is essential in financial services, with the potential of greatly reducing criminal activities and saving considerable resources for businesses and customers. We address online fraud detection, which consists of classifying…

Machine Learning · Computer Science 2020-02-17 David Aparício , Ricardo Barata , João Bravo , João Tiago Ascensão , Pedro Bizarro

Identifying the structural dependence between the cryptocurrencies and predicting market trend are fundamental for effective portfolio management in cryptocurrency trading. In this paper, we present a unified Bayesian framework based on…

Computational Finance · Quantitative Finance 2023-08-03 Anoop C , Neeraj Negi , Anup Aprem

Artificial intelligence (AI) is increasingly being used to augment and automate cyber operations, altering the scale, speed, and accessibility of malicious activity. These shifts raise urgent questions about when AI systems introduce…

Cryptography and Security · Computer Science 2026-01-27 Krystal Jackson , Deepika Raman , Jessica Newman , Nada Madkour , Charlotte Yuan , Evan R. Murphy

Additive manufacturing (AM), or 3D printing, is an emerging manufacturing technology that is expected to have far-reaching socioeconomic, environmental, and geopolitical implications. As the use of this technology increases, the need for…

Cryptography and Security · Computer Science 2019-08-20 Sofia Belikovetsky , Oded Leiba , Asaf Shabtai , Yuval Elovici

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

Statistical Finance · Quantitative Finance 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga

Batch auctions are a classical market microstructure, acclaimed for their fairness properties, and have received renewed interest in the context of blockchain-based financial systems. Constant function market makers (CFMMs) are another…

Computer Science and Game Theory · Computer Science 2024-06-24 Geoffrey Ramseyer , Mohak Goyal , Ashish Goel , David Mazières

In decentralized finance, any individual can pool their assets into an automated market maker (AMM) -- herein we focus on the constant product market maker (CPMM) -- in exchange for a claim on a fraction of future pool assets and fees…

Mathematical Finance · Quantitative Finance 2026-01-27 Maxim Bichuch , Zachary Feinstein

Decentralized Finance (DeFi), propelled by Blockchain technology, has revolutionized traditional financial systems, improving transparency, reducing costs, and fostering financial inclusion. However, transaction activities in these systems…

Cryptography and Security · Computer Science 2023-12-22 Hou-Wan Long , Xiongfei Zhao , Yain-Whar Si

Infrastructure-as-a-Service (IaaS) clouds offer diverse instance purchasing options. A user can either run instances on demand and pay only for what it uses, or it can prepay to reserve instances for a long period, during which a usage…

Distributed, Parallel, and Cluster Computing · Computer Science 2013-05-27 Wei Wang , Baochun Li , Ben Liang

Artificial Intelligence (AI) has received an increasing amount of attention in multiple areas. The uncertainties and risks in AI-powered systems have created reluctance in their wild adoption. As an economic solution to compensate for…

Artificial Intelligence · Computer Science 2023-06-05 Yunfei Ge , Quanyan Zhu