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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…
Conventional financial models fail to explain the economic and monetary properties of cryptocurrencies due to the latter's dual nature: their usage as financial assets on the one side and their tight connection to the underlying blockchain…
Two of the most important technological advancements currently underway are the advent of quantum technologies, and the transitioning of global financial systems towards cryptographic assets, notably blockchain-based cryptocurrencies and…
The idea of an open data market envisions the creation of a data trading model to facilitate exchange of data between different parties in the Internet of Things (IoT) domain. The data collected by IoT products and solutions are expected to…
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…
Off-grid networks are recently emerging as a solution to connect the unconnected or provide alternative services to networks of possibly untrusted participants. The systems currently used, however, exhibit limitations due to their…
This paper studies the dynamic market linkages among cryptocurrencies during August 2015 - July 2020 and finds a substantial increase in market linkages for both returns and volatilities. We use different methodologies to check the…
We study the microstructure of Polymarket, the largest on-chain prediction market, using a continuous tick-level archive of the public order-book feed (30 billion events over 52 days) joined to the authoritative on-chain trade record. On a…
The rise of the machine learning (ML) model economy has intertwined markets for training datasets and pre-trained models. However, most pricing approaches still separate data and model transactions or rely on broker-centric pipelines that…
Most public blockchain protocols, including the popular Bitcoin and Ethereum blockchains, do not formally specify the order in which miners should select transactions from the pool of pending (or uncommitted) transactions for inclusion in…
Data markets serve as crucial platforms facilitating data discovery, exchange, sharing, and integration among data users and providers. However, the paramount concern of privacy has predominantly centered on protecting privacy of data…
We show how third-party web trackers can deanonymize users of cryptocurrencies. We present two distinct but complementary attacks. On most shopping websites, third party trackers receive information about user purchases for purposes of…
Public blockchains implement a fee mechanism to allocate scarce computational resources across competing transactions. Most existing fee market designs utilize a joint, fungible unit of account (e.g., gas in Ethereum) to price otherwise…
Layer-two blockchain protocols emerged to address scalability issues related to fees, storage cost, and confirmation delay of on-chain transactions. They aggregate off-chain transactions into a fewer on-chain ones, thus offering immediate…
Modern cryptocurrencies exploit decentralised blockchains to record a public and unalterable history of transactions. Besides transactions, further information is stored for different, and often undisclosed, purposes, making the blockchains…
Nowadays, a significant share of the Business-to-Consumer sector is based on online platforms like Amazon and Alibaba and uses Artificial Intelligence for pricing strategies. This has sparked debate on whether pricing algorithms may tacitly…
Cloud computing is a paradigm that has the potential to transform and revolutionalize the next generation IT industry by making software available to end-users as a service. A cloud, also commonly known as a cloud network, typically…
Off-policy estimation (OPE) methods enable unbiased offline evaluation of recommender systems, directly estimating the online reward some target policy would have obtained, from offline data and with statistical guarantees. The theoretical…
Blockchain interoperability is a prominent research field which aims to build bridges between otherwise isolated blockchains. With advances in cryptography, novel protocols are published by academia and applied in different applications and…
Recent advances in Artificial Intelligence (AI) have made algorithmic trading play a central role in finance. However, current research and applications are disconnected information islands. We propose a generally applicable pipeline for…