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Blockchain finance has become a part of the world financial system, most typically manifested in the attention to the price of Bitcoin. However, a great deal of work is still limited to using technical indicators to capture Bitcoin price…
In the distributed systems landscape, Blockchain has catalyzed the rise of cryptocurrencies, merging enhanced security and decentralization with significant investment opportunities. Despite their potential, current research on…
Following the birth of Bitcoin and the introduction of the Ethereum ERC20 protocol a decade ago, recent years have witnessed a growing number of cryptographic tokens that are being introduced by researchers, private sector companies and…
Our study empirically predicts the bubble of non-fungible tokens (NFTs): transferable and unique digital assets on public blockchains. This topic is important because, despite their strong market growth in 2021, NFTs on a project basis have…
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…
The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…
We study the problem of the intraday short-term volume forecasting in cryptocurrency exchange markets. The predictions are built by using transaction and order book data from different markets where the exchange takes place.…
This paper proposes a new architecture of incremen-tal fuzzy inference system (also called Evolving Fuzzy System-EFS). In the context of classifying data stream in non stationary environment, concept drifts problems must be addressed.…
The popularity of cryptocurrencies has grown significantly in recent years, and they have become an important asset for internet trading. One of the main drawbacks of cryptocurrencies is the high volatility and fluctuation in value. The…
In this paper we introduce a Non-Stationary Fuzzy Time Series (NSFTS) method with time varying parameters adapted from the distribution of the data. In this approach, we employ Non-Stationary Fuzzy Sets, in which perturbation functions are…
Financial time series have historically been assumed to be a martingale process under the Random Walk hypothesis. Instead of making investment decisions using the raw prices alone, various multimodal pattern matching algorithms have been…
The supply chain is a critical segment of the product manufacturing cycle, continuously influenced by risky, uncertain, and undesirable events. Optimizing flexibility in the supply chain presents a complex, multi-objective, and nonlinear…
Cryptocurrencies have recently been in the spotlight of public debate due to their embrace by the new US President, with crypto fans expecting a 'bull run'. The global cryptocurrency market capitalisation is more than \$3.50 trillion, with…
With emergence of blockchain technologies and the associated cryptocurrencies, such as Bitcoin, understanding network dynamics behind Blockchain graphs has become a rapidly evolving research direction. Unlike other financial networks, such…
We introduce novel approaches to cryptocurrency price forecasting, leveraging Machine Learning (ML) and Natural Language Processing (NLP) techniques, with a focus on Bitcoin and Ethereum. By analysing news and social media content,…
We present a detailed bubble analysis of the Bitcoin to US Dollar price dynamics from January 2012 to February 2018. We introduce a robust automatic peak detection method that classifies price time series into periods of uninterrupted…
AI and data driven solutions have been applied to different fields and achieved outperforming and promising results. In this research work we apply k-Nearest Neighbours, eXtreme Gradient Boosting and Random Forest classifiers for detecting…
Forecasting stock and cryptocurrency prices is challenging due to high volatility and non-stationarity, influenced by factors like economic changes and market sentiment. Previous research shows that Echo State Networks (ESNs) can…
Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…
This work is organized as follows. In the first section we review the prior work and we have obtained our data. Next, we will look at address reuse in the Bitcoin network. We show that a great portion of users reuse their addresses which…