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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

Bitcoin-otc is a peer to peer (over-the-counter) marketplace for trading with bit- coin crypto-currency. To mitigate the risks of the p2p unsupervised exchanges, the establishment of a reliable reputation systems is needed: for this reason,…

Computers and Society · Computer Science 2018-05-22 Ilaria Bertazzi , Sylvie Huet , Guillaume Deffuant , Floriana Gargiulo

The application of Bitcoin enables people to understand blockchain technology gradually. Bitcoin is a decentralized currency that does not rely on third-party credit institutions, and the core of Bitcoin's underlying technology is…

Cryptography and Security · Computer Science 2025-04-15 Yuhuan Yang , Shipeng Ye , Xiaoqi Li

Cryptocurrencies redefined how money can be stored and transferred among users. However, independent of the amount being sent, public blockchain-based cryptocurrencies suffer from high transaction waiting times and fees. These drawbacks…

Cryptography and Security · Computer Science 2021-02-05 Enes Erdin , Suat Mercan , Kemal Akkaya

This paper examines the dynamics of the cryptocurrency market and proposes a novel blockchain-based protocol for real estate transactions. Our analysis includes a detailed review of price trends, volatility, and correlations within the…

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…

Discrete Mathematics · Computer Science 2018-07-17 Francesco Bortolussi , Zeger Hoogeboom , Frank W. Takes

Historically, gold and silver have played distinct roles in traditional monetary systems. While gold has primarily been revered as a superior store of value, prompting individuals to hoard it, silver has commonly been used as a medium of…

Computational Engineering, Finance, and Science · Computer Science 2025-08-11 Haoyang Yu , Yutong Sun , Yulin Liu , Luyao Zhang

The wide success of Bitcoin has led to a huge surge of alternative cryptocurrencies (altcoins). Most altcoins essentially fork Bitcoin's code with minor modifications, such as the number of coins to be minted, the block size, and the block…

Cryptography and Security · Computer Science 2023-02-10 Sebastien Andreina , Lorenzo Alluminio , Giorgia Azzurra Marson , Ghassan Karame

Bitcoin has emerged as a fascinating phenomenon of the financial markets. Without any central authority issuing the currency, it has been associated with controversy ever since its popularity and public interest reached high levels. Here,…

Computational Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

Based on the high-frequency recordings from Kraken, a cryptocurrency exchange and professional trading platform that aims to bring Bitcoin and other cryptocurrencies into the mainstream, the multiscale cross-correlations involving the…

Statistical Finance · Quantitative Finance 2019-07-22 Stanisław Drożdż , Ludovico Minati , Paweł Oświęcimka , Marek Stanuszek , Marcin Wątorek

Cryptocurrencies, arguably the most prominent application of blockchains, have been on the rise with a wide mainstream acceptance. A central concept in cryptocurrencies is "mining pools", groups of cooperating cryptocurrency miners who…

Cryptography and Security · Computer Science 2022-10-20 Ayodeji Adeniran , David Mohaisen

First, a big data analysis of the transactions and smart contracts made on the Ethereum blockchain is performed, revealing interesting trends in motion. Next, these trends are compared with the public's interest in Ether and Bitcoin,…

Trading and Market Microstructure · Quantitative Finance 2021-04-06 Dorsa Mohammadi Arezooji

The last decade has been marked by the evolution of cryptocurrencies, which have captured the interest of the public through the offered opportunities and the feeling of freedom, resulting from decentralization and lack of authority to…

Cryptography and Security · Computer Science 2024-03-04 Arunkumar Velayudhan Pillai

Elections are not the only but arguably one of the most important pillars for the proper functioning of liberal democracies. Recent evidence across the globe shows that it is not straightforward to conduct them in a free and fair manner.…

Cryptography and Security · Computer Science 2025-09-23 Uwe Serdült

Portfolio management is the decision-making process of allocating an amount of fund into different financial investment products. Cryptocurrencies are electronic and decentralized alternatives to government-issued money, with Bitcoin as the…

Machine Learning · Computer Science 2017-05-12 Zhengyao Jiang , Jinjun Liang

Unlike suggested during their early years of existence, Bitcoin and similar cryptocurrencies in fact offer significantly less privacy as compared to traditional banking. A myriad of privacy-enhancing extensions to those cryptocurrencies as…

Cryptography and Security · Computer Science 2022-04-21 Christiane Kuhn , Aniket Kate , Thorsten Strufe

Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a time-varying network for cryptocurrencies, based on the…

Statistical Finance · Quantitative Finance 2021-08-27 Li Guo , Wolfgang Karl Härdle , Yubo Tao

Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a time-varying network for cryptocurrencies, based on the…

Methodology · Statistics 2022-11-18 Li Guo , Wolfgang Karl Härdle , Yubo Tao

A blockchain is an append-only linked-list of blocks, which is maintained at each participating node. Each block records a set of transactions and their associated metadata. Blockchain transactions act on the identical ledger data stored at…

Databases · Computer Science 2021-08-05 Suyash Gupta , Mohammad Sadoghi

There is a consensus about the good sensing characteristics of Twitter to mine and uncover knowledge in financial markets, being considered a relevant feeder for taking decisions about buying or holding stock shares and even for detecting…

Statistical Finance · Quantitative Finance 2023-12-20 Ana Fernández Vilas , Rebeca Díaz Redondo , Antón Lorenzo García