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Cryptocurrencies have recently experienced a new wave of price volatility and interest; activity within social media communities relating to cryptocurrencies has increased significantly. There is currently limited documented knowledge of…
The research delves into the capabilities of a transformer-based neural network for Ethereum cryptocurrency price forecasting. The experiment runs around the hypothesis that cryptocurrency prices are strongly correlated with other…
Cryptocurrencies that are based on Proof-of-Work (PoW) often rely on special purpose hardware to perform so-called mining operations that secure the system, with miners receiving freshly minted tokens as a reward for their work. A notable…
The rise of smart contract systems such as Ethereum has resulted in a proliferation of blockchain-based decentralized applications including applications that store and manage a wide range of data. Current smart contracts are designed to be…
Data markets facilitate decentralized data exchange for applications such as prediction, learning, or inference. The design of these markets is challenged by varying privacy preferences as well as data similarity among data owners. Related…
Prediction markets are markets for trading claims on future events, such as presidential elections, and their prices provide continuously updated signals of collective beliefs. In decentralized platforms such as Polymarket, the market…
Cryptocurrencies such as Bitcoin and Ethereum have recently gained a lot of popularity, not only as a digital form of currency but also as an investment vehicle. Online marketplaces and exchanges allow users across the world to convert…
Offchain networks provide a promising solution to overcome the scalability challenges of cryptocurrencies. However, design tradeoffs of offchain networks are still not well-understood today. In particular, offchain networks typically rely…
Data are invaluable. How can we assess the value of data objectively, systematically and quantitatively? Pricing data, or information goods in general, has been studied and practiced in dispersed areas and principles, such as economics,…
Ethereum's scalability has been a major concern due to its limited transaction throughput and high fees. To address these limitations, Polygon has emerged as a sidechain solution that facilitates asset transfers between Ethereum and…
Cryptocurrency blockchains, beyond their primary role as distributed payment systems, are increasingly used to store and share arbitrary content, such as text messages and files. Although often non-financial, this hidden content can impact…
As one of the most important and famous applications of blockchain technology, cryptocurrency has attracted extensive attention recently. Empowered by blockchain technology, all the transaction records of cryptocurrencies are irreversible…
Cryptocurrencies are digital tokens built on blockchain technology, with thousands actively traded on centralized exchanges (CEXs). Unlike stocks, which are backed by real businesses, cryptocurrencies are recognized as a distinct class of…
Online marketplaces are the main engines of legal and illegal e-commerce, yet their empirical properties are poorly understood due to the absence of large-scale data. We analyze two comprehensive datasets containing 245M transactions (16B…
Matching users based on mutual preferences is a fundamental aspect of services driven by reciprocal recommendations, such as job search and dating applications. Although A/B tests remain the gold standard for evaluating new policies in…
A key component of security in decentralized blockchains is proof of opportunity cost among block producers. In the case of proof-of-work (PoW), currently used by the most prominent systems, the cost is due to spent computation. In this…
This paper explores neural network-based approaches for algorithmic trading in cryptocurrency markets. Our approach combines multi-timeframe trend analysis with high-frequency direction prediction networks, achieving positive risk-adjusted…
Estimating market impact and transaction costs of large trades (metaorders) is a very important topic in finance. However, using models of price and trade based on public market data provide average price trajectories which are…
Asymmetric relationship between price and volatility is a prominent feature of the financial market time series. This paper explores the price-volatility nexus in cryptocurrency markets and investigates the presence of asymmetric volatility…
Blockchain-based cryptocurrencies have received extensive attention recently. Massive data has been stored on permission-less blockchains. The analysis on massive blockchain data can bring huge business values. However, the lack of…