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Blockchain is a type of decentralized distributed database. Unlike traditional relational database management systems, it does not require management or maintenance by a third party. All data management and update processes are open and…

Cryptography and Security · Computer Science 2025-05-14 Jiaqi Huang , Yuanzheng Niu , Xiaoqi Li , Zongwei Li

In this paper we analyse the effects of information flows in cryptocurrency markets. We first define a cryptocurrency trading network, i.e. the network made using cryptocurrencies as nodes and the Granger causality among their weekly log…

Trading and Market Microstructure · Quantitative Finance 2022-07-11 Tomas Scagliarini , Giuseppe Pappalardo , Alessio Emanuele Biondo , Alessandro Pluchino , Andrea Rapisarda , Sebastiano Stramaglia

This research analyses high-frequency data of the cryptocurrency market in regards to intraday trading patterns related to algorithmic trading and its impact on the European cryptocurrency market. We study trading quantitatives such as…

Trading and Market Microstructure · Quantitative Finance 2020-09-10 Alla A. Petukhina , Raphael C. G. Reule , Wolfgang Karl Härdle

The cross-blockchain transaction remains one of the most challenging problems in blockchains. The root cause of the challenge lies in the nondeterministic nature of blockchains: A $n$-party transaction across multiple blockchains might be…

Cryptography and Security · Computer Science 2020-04-17 Dongfang Zhao

Supply chain traceability refers to product tracking from the source to customers, demanding transparency, authenticity, and high efficiency. In recent years, blockchain has been widely adopted in supply chain traceability to provide…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-10-18 Hanqing Wu , Shan Jiang , Jiannong Cao

We develop an analysis of the cryptocurrency market borrowing methods and concepts from ecology. This approach makes it possible to identify specific diversity patterns and their variation, in close analogy with ecological systems, and to…

Statistical Finance · Quantitative Finance 2022-07-22 Edgardo Brigatti , Estevan Augusto Amazonas Mendes

Traditionally, manufacturers use past orders (received from some downstream supply chain level) to forecast future ones, before turning such forecasts into appropriate inventory and production optimization decisions. With recent advances in…

Applications · Statistics 2022-01-27 Mahdi Abolghasemi , Bahman Rostami-Tabar , Aris Syntetos

With the recent technological feasibility of electronic commerce over the Internet, much attention has been given to the design of electronic markets for various types of electronically-tradable goods. Such markets, however, will normally…

Computer Science and Game Theory · Computer Science 2011-07-04 M. Babaioff , N. Nisan

Organizations often lack sufficient data to effectively train machine learning (ML) models, while others possess valuable data that remains underutilized. Data markets promise to unlock substantial value by matching data suppliers with…

Machine Learning · Computer Science 2025-05-28 Minbiao Han , Jonathan Light , Steven Xia , Sainyam Galhotra , Raul Castro Fernandez , Haifeng Xu

The efficient market hypothesis (EMH) famously stated that prices fully reflect the information available to traders. This critically depends on the transfer of information into prices through trading strategies. Traders optimise their…

Mathematical Finance · Quantitative Finance 2025-01-14 Paolo Barucca , Flaviano Morone

IoT data markets in public and private institutions have become increasingly relevant in recent years because of their potential to improve data availability and unlock new business models. However, exchanging data in markets bears…

Cryptography and Security · Computer Science 2022-07-14 Gonzalo Munilla Garrido , Johannes Sedlmeir , Ömer Uludağ , Ilias Soto Alaoui , Andre Luckow , Florian Matthes

According to the advent of cryptocurrencies and Bitcoin, many investments and businesses are now conducted online through cryptocurrencies. Among them, Bitcoin uses blockchain technology to make transactions secure, transparent, traceable,…

Machine Learning · Computer Science 2025-12-30 Milad Asadpour , Alireza Rezaee , Farshid Hajati

Blockchain interoperability protocols enable cross-chain asset transfers or data retrievals between isolated chains, which are considered as the core infrastructure for Web 3.0 applications such as decentralized finance protocols. However,…

Cryptography and Security · Computer Science 2024-11-04 Yinfeng Cao , Jiannong Cao , Dongbin Bai , Long Wen , Yang Liu , Ruidong Li

Many ethical issues in machine learning are connected to the training data. Online data markets are an important source of training data, facilitating both production and distribution. Recently, a trend has emerged of for-profit "ethical"…

Computer Science and Game Theory · Computer Science 2025-02-03 Augustin Chaintreau , Roland Maio , Juba Ziani

Financial regulators have long-standing concerns about fully decentralized exchanges that run 'on-chain' without any obvious regulatory hooks. The popularity of Uniswap, an automated market makers (AMM), made these concerns a reality. AMMs…

Cryptography and Security · Computer Science 2021-10-07 Mahsa Moosavi , Jeremy Clark

In recent years, the Decentralized Finance (DeFi) market has witnessed numerous attacks on the price oracle, leading to substantial economic losses. Despite the advent of truth discovery methods opening up new avenues for oracle…

Computer Science and Game Theory · Computer Science 2024-02-23 Youquan Xian , Peng Liu , Dongcheng Li , Xueying Zeng

Blockchain offers a decentralized, immutable, transparent system of records. It offers a peer-to-peer network of nodes with no centralised governing entity making it unhackable and therefore, more secure than the traditional paper-based or…

Cryptography and Security · Computer Science 2019-11-27 Harsh Jot Singh , Abdelhakim Senhaji Hafid

Many sequential decision-making systems leverage data collected using prior policies to propose a new policy. For critical applications, it is important that high-confidence guarantees on the new policy's behavior are provided before…

Machine Learning · Computer Science 2021-01-26 Yash Chandak , Shiv Shankar , Philip S. Thomas

Blockchain systems come with the promise of being inclusive for a variety of decentralized applications (DApps) that can serve different purposes and have different urgency requirements. Despite this, the transaction fee mechanisms…

Computer Science and Game Theory · Computer Science 2023-04-13 Aggelos Kiayias , Elias Koutsoupias , Philip Lazos , Giorgos Panagiotakos

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