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Cryptocurrencies are a type of digital money meant to provide security and anonymity while using cryptography techniques. Although cryptocurrencies represent a breakthrough and provide some important benefits, their usage poses some risks…

General Finance · Quantitative Finance 2024-01-22 Ana Fernández Vilas , Rebeca P. Díaz Redondo , Daniel Couto Cancela , Alejandro Torrado Pazos

Correlation networks were used to detect characteristics which, although fixed over time, have an important influence on the evolution of prices over time. Potentially important features were identified using the websites and whitepapers of…

Computational Finance · Quantitative Finance 2018-06-19 Andrew Burnie

Graph is an important data representation which appears in a wide diversity of real-world scenarios. Effective graph analytics provides users a deeper understanding of what is behind the data, and thus can benefit a lot of useful…

Artificial Intelligence · Computer Science 2018-02-05 Hongyun Cai , Vincent W. Zheng , Kevin Chen-Chuan Chang

The explosive advent of the blockchain technology has led to hundreds of blockchain systems in the industry, thousands of academic papers published over the last few years, and an even larger number of new initiatives and projects. Despite…

Networking and Internet Architecture · Computer Science 2023-07-27 Mohammad Hossein Tabatabaei , Roman Vitenberg , Narasimha Raghavan Veeraragavan

Deep learning has been shown to be successful in a number of domains, ranging from acoustics, images, to natural language processing. However, applying deep learning to the ubiquitous graph data is non-trivial because of the unique…

Machine Learning · Computer Science 2020-03-16 Ziwei Zhang , Peng Cui , Wenwu Zhu

This paper investigates the evolving link between cryptocurrency and equity markets in the context of the recent wave of corporate Bitcoin (BTC) treasury strategies. We assemble a dataset of 39 publicly listed firms holding BTC, from their…

General Finance · Quantitative Finance 2025-05-21 Sabrina Aufiero , Antonio Briola , Tesfaye Salarin , Fabio Caccioli , Silvia Bartolucci , Tomaso Aste

Anti-money laundering (AML) regulations play a critical role in safeguarding financial systems, but bear high costs for institutions and drive financial exclusion for those on the socioeconomic and international margins. The advent of…

Social and Information Networks · Computer Science 2019-08-08 Mark Weber , Giacomo Domeniconi , Jie Chen , Daniel Karl I. Weidele , Claudio Bellei , Tom Robinson , Charles E. Leiserson

Hacks are one of the most damaging types of cryptocurrency related crime, accounting for billions of dollars in stolen funds since 2009. Professional investigators at Chainalysis have traced these stolen funds from the initial breach on an…

Physics and Society · Physics 2019-10-30 Daniel Goldsmith , Kim Grauer , Yonah Shmalo

Deep learning has shown remarkable results on Euclidean data (e.g. audio, images, text) however this type of data is limited in the amount of relational information it can hold. In mathematics we can model more general relational data in a…

Statistical Finance · Quantitative Finance 2021-12-20 Edward Turner

Cryptocurrencies (or digital tokens, digital currencies, e.g., BTC, ETH, XRP, NEO) have been rapidly gaining ground in use, value, and understanding among the public, bringing astonishing profits to investors. Unlike other money and banking…

Computation and Language · Computer Science 2018-03-13 Shuqing Bian , Zhenpeng Deng , Fei Li , Will Monroe , Peng Shi , Zijun Sun , Wei Wu , Sikuang Wang , William Yang Wang , Arianna Yuan , Tianwei Zhang , Jiwei Li

The review introduces the history of cryptocurrencies, offering a description of the blockchain technology behind them. Differences between cryptocurrencies and the exchanges on which they are traded have been shown. The central part…

Statistical Finance · Quantitative Finance 2021-03-10 Marcin Wątorek , Stanisław Drożdż , Jarosław Kwapień , Ludovico Minati , Paweł Oświęcimka , Marek Stanuszek

The presence of Super-Apps have changed the way we think about the interactions between users and commerce. It then comes as no surprise that it is also redefining the way banking is done. The paper investigates how different interactions…

Machine Learning · Computer Science 2021-02-22 Luisa Roa , Andrés Rodríguez-Rey , Alejandro Correa-Bahnsen , Carlos Valencia

Graphs are structured data that models complex relations between real-world entities. Heterophilic graphs, where linked nodes are prone to be with different labels or dissimilar features, have recently attracted significant attention and…

Social and Information Networks · Computer Science 2025-03-21 Chenghua Gong , Yao Cheng , Jianxiang Yu , Can Xu , Caihua Shan , Siqiang Luo , Xiang Li

The history of artificial intelligence (AI) has witnessed the significant impact of high-quality data on various deep learning models, such as ImageNet for AlexNet and ResNet. Recently, instead of designing more complex neural architectures…

Machine Learning · Computer Science 2024-11-22 Yuxin Guo , Deyu Bo , Cheng Yang , Zhiyuan Lu , Zhongjian Zhang , Jixi Liu , Yufei Peng , Chuan Shi

The use of blockchains is growing every day, and their utility has greatly expanded from sending and receiving crypto-coins to smart-contracts and decentralized autonomous organizations. Modern blockchains underpin a variety of…

Cryptography and Security · Computer Science 2018-06-19 Tooba Faisal , Nicolas Courtois , Antoaneta Serguieva

Ethereum is currently the second largest blockchain by market capitalization and a popular platform for cryptocurrencies. As it has grown, the high value present and the anonymity afforded by the technology have led Ethereum to become a…

Cryptography and Security · Computer Science 2025-01-22 Calvin Josenhans , Andrey Kuehlkamp , Jarek Nabrzyski

This document analyzes price discovery in cryptocurrency markets by comparing centralized and decentralized exchanges, as well as spot and futures markets. The study focuses first on Ethereum (ETH) and then applies a similar approach to…

Trading and Market Microstructure · Quantitative Finance 2025-06-11 Juan Plazuelo Pascual , Carlos Tardon Rubio , Juan Toro Cebada , Angel Hernando Veciana

Graphs are widely used in various fields of computer science. They have also found application in unrelated areas, leading to a diverse range of problems. These problems can be modeled as relationships between entities in various contexts,…

Data Structures and Algorithms · Computer Science 2024-05-20 Davide Rucci

The Financial system has witnessed rapid technological changes. The rise of Bitcoin and other crypto assets based on Distributed Ledger Technology mark a fundamental change in the way people transact and transmit value over a decentralized…

General Finance · Quantitative Finance 2024-10-02 Arindam Misra

Bitcoin is a cryptocurrency that features a distributed, decentralized and trustworthy mechanism, which has made Bitcoin a popular global transaction platform. The transaction efficiency among nations and the privacy benefiting from address…

Cryptography and Security · Computer Science 2019-03-20 Yu-Jing Lin , Po-Wei Wu , Cheng-Han Hsu , I-Ping Tu , Shih-wei Liao