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Related papers: NFT Bubbles

200 papers

We show Bitcoin implied volatility on a 5 minute time horizon is modestly predictable from price, volatility momentum and alternative data including sentiment and engagement. Lagged Bitcoin index price and volatility movements contribute to…

Statistical Finance · Quantitative Finance 2020-10-30 Faizaan Pervaiz , Christopher Goh , Ashley Pennington , Samuel Holt , James West , Shaun Ng

Existing studies on crypto wash trading often use indirect statistical methods or leaked private data, both with inherent limitations. This paper leverages public on-chain NFT data for a more direct and granular estimation. Analyzing three…

General Economics · Economics 2025-03-04 Brett Hemenway Falk , Gerry Tsoukalas , Niuniu Zhang

The NFT ecosystem represents an interconnected, decentralized environment that encompasses the creation, distribution, and trading of Non-Fungible Tokens (NFTs), where key actors, such as marketplaces, sellers, and buyers, utilize smart…

Software Engineering · Computer Science 2025-12-22 Yujing Chen , Xuanming Liu , Zhiyuan Wan , Zuobin Wang , David Lo , Difan Xie , Xiaohu Yang

Non Fungible Tokens have changed digital ownership and how creators earn money. Between 2021 and 2024, the market value exceeded 40 billion. However, the fast growth of the NFT ecosystem has revealed serious issues in managing intellectual…

Computers and Society · Computer Science 2025-07-02 Pranav Darshan , Rohan J S , Raghuveer Rajesh , Ruchitha M , Sanika Kamath , Manas M N

I study the price dynamics of non-fungible tokens (NFTs) and propose a deep learning framework for dynamic valuation of NFTs. I use data from the Ethereum blockchain and OpenSea to train a deep learning model on historical trades, market…

Computational Finance · Quantitative Finance 2023-12-12 Mingxuan He

Blockchain technology has changed how people think about how they used to store and trade their assets, as it introduced us to a whole new way to transact: using digital currencies. One of the major innovations of blockchain technology is…

Computers and Society · Computer Science 2022-12-02 Trang Tran

We introduce a new diffusion process Xt to describe asset prices within an economic bubble cycle. The main feature of the process, which differs from existing models, is the drift term where a mean-reversion is taken based on an exponential…

Mathematical Finance · Quantitative Finance 2018-03-23 Angelos Dassios , Luting Li

The digital transformation of the art world has become a revolution for the sector. Cryptoart, based on non-fungible tokens (NFT), is attracting the attention of artists, collectors and enthusiasts for its ability to tokenise any element…

Computers and Society · Computer Science 2023-07-10 Patrici Calvo

Employing a recent technique which allows the representation of nonstationary data by means of a juxtaposition of locally stationary patches of different length, we introduce a comprehensive analysis of the key observables in a financial…

Statistical Finance · Quantitative Finance 2013-05-03 Sabrina Camargo , Silvio M. Duarte Queiros , Celia Anteneodo

We study how experience with asset price bubbles changes the trading strategies of reinforcement learning (RL) traders and ask whether the change in trading strategies helps to prevent future bubbles. We train the RL traders in a…

Computational Engineering, Finance, and Science · Computer Science 2024-01-01 Haibei Zhu , Svitlana Vyetrenko , Serafin Grundl , David Byrd , Kshama Dwarakanath , Tucker Balch

This paper presents an agent-based artificial cryptocurrency market in which heterogeneous agents buy or sell cryptocurrencies, in particular Bitcoins. In this market, there are two typologies of agents, Random Traders and Chartists, which…

Trading and Market Microstructure · Quantitative Finance 2014-06-26 Luisanna Cocco , Giulio Concas , Michele Marchesi

We propose two rational expectation models of transient financial bubbles with heterogeneous arbitrageurs and positive feedbacks leading to self-reinforcing transient stochastic faster-than-exponential price dynamics. As a result of the…

General Finance · Quantitative Finance 2009-11-11 Li Lin , Didier Sornette

This paper explores how Large Language Models (LLMs) behave in a classic experimental finance paradigm widely known for eliciting bubbles and crashes in human participants. We adapt an established trading design, where traders buy and sell…

Trading and Market Microstructure · Quantitative Finance 2025-10-14 Thomas Henning , Siddhartha M. Ojha , Ross Spoon , Jiatong Han , Colin F. Camerer

This research explores the methods that NFTs can be recommended to people who interact with NFT-marketplaces to explore NFTs of preference and similarity to what they have been searching for. While exploring past methods that can be adopted…

Information Retrieval · Computer Science 2022-05-03 Dinuka Piyadigama , Guhanathan Poravi

Do online narratives leave a measurable imprint on prices in markets for digital or cultural goods? This paper evaluates how community attention and sentiment relate to valuation in major Ethereum NFT collections after accounting for time…

General Economics · Economics 2026-02-03 Samiha Tariq

Standard economic theory assumes that agents in markets behave rationally. However, the observation of extremely large fluctuations in the price of financial assets that are not correlated to changes in their fundamental value, as well as…

Physics and Society · Physics 2015-06-26 Sitabhra Sinha

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…

Computational Engineering, Finance, and Science · Computer Science 2024-09-06 Pasquale De Rosa , Pascal Felber , Valerio Schiavoni

Understanding the variations in trading price (volatility), and its response to exogenous information, is a well-researched topic in finance. In this study, we focus on finding stable and accurate volatility predictors for a relatively new…

Statistical Finance · Quantitative Finance 2022-12-07 M. Eren Akbiyik , Mert Erkul , Killian Kaempf , Vaiva Vasiliauskaite , Nino Antulov-Fantulin

The collective phenomena of a liquid market is characterized in terms of a particle system scenario. This physical analogy enables us to disentangle intrinsic features from purely stochastic ones. The latter are the result of environmental…

Disordered Systems and Neural Networks · Physics 2008-12-02 G. Cuniberti , M. Porto , H. E. Roman

]A multichain non-fungible tokens (NFTs) marketplace is a decentralized platform where users can buy, sell, and trade NFTs across multiple blockchain networks by using cross communication bridge. In past most of NFT marketplace was based on…

Cryptography and Security · Computer Science 2024-02-13 Muhammad Shoaib Farooq , Hamza Jamil , Hafiz Sohail Riaz