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Consensus protocols used today in blockchains often rely on computational power or financial stakes - scarce resources. We propose a novel protocol using social capital - trust and influence from social interactions - as a non-transferable…

Cryptography and Security · Computer Science 2025-11-06 Juraj Mariani , Ivan Homoliak

A financial system contains many elements networked by their relationships. Extensive works show that topological structure of the network stores rich information on evolutionary behaviors of the system such as early warning signals of…

Statistical Finance · Quantitative Finance 2018-05-09 Li Zhou , Lu Qiu , Changgui Gu , Huijie Yang

Knowledge-sharing communities are a fundamental element of any knowledge-based society. Understanding how they emerge, function, and disappear is thus of crucial importance. Many social and economic factors influence sustainable…

Physics and Society · Physics 2022-05-17 Ana Vranić , Aleksandar Tomašević , Aleksandra Alorić , Marija Mitrović Dankulov

Decentralized finance (DeFi) has the potential to disrupt centralized finance by validating peer-to-peer transactions through tamper-proof smart contracts, thus significantly lowering the transaction cost charged by financial…

General Economics · Economics 2023-12-04 Ziqiao Ao , Lin William Cong , Gergely Horvath , Luyao Zhang

In peer-to-peer (P2P) energy trading, a secured infrastructure is required to manage trade and record monetary transactions. A central server/authority can be used for this. But there is a risk of central authority influencing the energy…

Computer Science and Game Theory · Computer Science 2022-09-19 Nitin Singha , V Shreyas , Sandeep Kumar

In a range of scientific coauthorship networks, transitions emerge in degree distributions, correlations between degrees and local clustering coefficients, etc. The existence of those transitions could be regarded as a result of the…

Physics and Society · Physics 2018-06-19 Zheng Xie , Enming Dong , Dongyun Yi , Ouyang Zhenzheng , Jianping Li

We consider the problem of designing scalable, robust protocols for computing statistics about sensitive data. Specifically, we look at how best to design differentially private protocols in a distributed setting, where each user holds a…

Cryptography and Security · Computer Science 2019-05-20 Albert Cheu , Adam Smith , Jonathan Ullman , David Zeber , Maxim Zhilyaev

We study liquidity on decentralized exchanges (DEXs), identifying factors at the platform, blockchain, token pair, and liquidity pool levels with predictive power for market depth metrics. We introduce the v2 counterfactual spread metric, a…

Trading and Market Microstructure · Quantitative Finance 2025-01-20 Brian Z. Zhu , Dingyue Liu , Xin Wan , Gordon Liao , Ciamac C. Moallemi , Brad Bachu

Trust management provides an alternative solution for securing open, dynamic, and distributed multi-agent systems, where conventional cryptographic methods prove to be impractical. However, existing trust models face challenges related to…

Multiagent Systems · Computer Science 2025-04-23 Zoi Lygizou , Dimitris Kalles

Novel blockchain technology provides the infrastructure layer for the creation of decentralized appli-cations. A rapidly growing ecosystem of applications is built around financial services, commonly referred to as decentralized finance.…

General Finance · Quantitative Finance 2021-02-25 Johannes Rude Jensen , Victor von Wachter , Omri Ross

We propose a picture of stock market crashes as critical points in a hierachical system with discrete scaling. The critical exponent is then complex, leading to log-periodic fluctuations in stock market indexes. We present ``experimental''…

Condensed Matter · Physics 2015-06-25 James A. Feigenbaum , Peter G. O. Freund

Extreme pricing anomalies may occur unexpectedly without a trivial cause, and equity traders typically experience a meticulous process to source disparate information and analyze its reliability before integrating it into the trusted…

Statistical Finance · Quantitative Finance 2022-03-17 Pok Wah Chan

While attention is a predictor for digital asset prices, and jumps in Bitcoin prices are well-known, we know little about its alternatives. Studying high frequency crypto data gives us the unique possibility to confirm that cross market…

Trading and Market Microstructure · Quantitative Finance 2021-10-19 Danial Saef , Odett Nagy , Sergej Sizov , Wolfgang Karl Härdle

This research aims to identify how Bitcoin-related news publications and online discourse are expressed in Bitcoin exchange movements of price and volume. Being inherently digital, all Bitcoin-related fundamental data (from exchanges, as…

Statistical Finance · Quantitative Finance 2018-11-09 Marvin Aron Kennis

The volatility of financial instruments is rarely constant, and usually varies over time. This creates a phenomenon called volatility clustering, where large price movements on one day are followed by similarly large movements on successive…

Statistical Finance · Quantitative Finance 2015-05-08 Gordon J. Ross

Blockchain-based systems are frequently governed through tokens that grant their holders voting rights over core protocol functions and funds. The centralisation occurring in Decentralised Finance (DeFi) protocols' token-based voting…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Thomas Eisermann , Carlo Campajola , Claudio J. Tessone , Andreia Sofia Teixeira

Correlations among stock returns during volatile markets differ substantially compared to those from quieter markets. During times of financial crisis, it has been observed that traditional dependency in global markets breaks down. However,…

Applications · Statistics 2019-09-13 Malay Bhattacharyya , Siva Rajesh Kasa

In this paper we compare market price fluctuations with the response to fundamental price drops within the Lux-Marchesi model which is able to reproduce the most important stylized facts of real market data. Major differences can be…

Statistical Mechanics · Physics 2009-11-07 A. G. Zawadowski , R. Karadi , J. Kertesz

This study provides a practical introduction to high-frequency trading in blockchain-based currency markets. These types of markets have some specific characteristics that differentiate them from the stock markets, such as a large number of…

General Economics · Economics 2023-04-19 Vittorio Astarita

Stylized facts can be regarded as constraints for any modeling attempt of price dynamics on a financial market, in that an empirically reasonable model has to reproduce these stylized facts at least qualitatively. The dynamics of market…

Computational Finance · Quantitative Finance 2010-04-12 Stefan Reimann , Andreas Tupak