Related papers: Trust Dynamics in Cryptocurrency Markets: Centrali…
The imbalance of buying and selling functions profoundly in the formation of market trends, however, a fine-granularity investigation of the imbalance is still missing. This paper investigates a unique transaction dataset that enables us to…
A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…
This essay suggests that a proper assessment of the presently unfolding financial crisis, and its cure, requires going back at least to the late 1990s, accounting for the cumulative effect of the ITC, real-estate and financial derivative…
Digital Twins (DTs) are increasingly deployed across application domains, yet the treatment of trust-related issues remains unevenly addressed. To examine whether and how trust is discussed in the current landscape, we conducted a…
Financial events negatively affect emotional well-being, but large-scale studies examining their impact on online emotional expression using real-time social media data remain limited. To address this gap, we propose analyzing Reddit…
The number of attacks and accidents leading to significant losses of crypto-assets is growing. According to Chainalysis, in 2021, approx. $14 billion has been lost due to various incidents, and this number is dominated by Decentralized…
With the network methods and random matrix theory, we investigate the interaction structure of communities in financial markets. In particular, based on the random matrix decomposition, we clarify that the local interactions between the…
Decentralization, which has backed the hyper growth of many blockchains, comes at the cost of scalability. To understand this fundamental limitation, this paper proposes a quantitative measure of blockchain decentralization, and discusses…
Decentralized Exchanges (DEXs) are now a significant component of the financial world where billions of dollars are traded daily. Differently from traditional markets, which are typically based on Limit Order Books, DEXs typically work as…
Cryptocurrencies fluctuate in markets with high price volatility, posing significant challenges for investors. To aid in informed decision-making, systems predicting cryptocurrency market movements have been developed, typically focusing on…
We study the cluster dynamics of multichannel (multivariate) time series by representing their correlations as time-dependent networks and investigating the evolution of network communities. We employ a node-centric approach that allows us…
Multifractality in time series analysis characterizes the presence of multiple scaling exponents, indicating heterogeneous temporal structures and complex dynamical behaviors beyond simple monofractal models. In the context of digital…
We present Union, a trust-minimized bridge protocol that enables secure transfer of BTC between Bitcoin and a secondary blockchain. The growing ecosystem of blockchain systems built around Bitcoin has created a pressing need for secure and…
We use the database leak of Mt. Gox exchange to analyze the dynamics of the price of bitcoin from June 2011 to November 2013. This gives us a rare opportunity to study an emerging retail-focused, highly speculative and unregulated market…
Political discourse has grown increasingly fragmented across different social platforms, making it challenging to trace how narratives spread and evolve within such a fragmented information ecosystem. Reconstructing social graphs and…
Game theory is often used as a tool to analyze decentralized systems and their properties, in particular, blockchains. In this note, we take the opposite view. We argue that blockchains can and should be used to implement economic…
Cloud computing has been attracting the attention of several researchers both in the academia and the industry as it provides many opportunities for organizations by offering a range of computing services. For cloud computing to become…
The challenge to establish and verify human identity over the Internet in a secure and privacy-respecting way is long-standing. In this paper, we explore the blockchain trilemma of scalability, security, and decentralization in the context…
Cryptocurrencies have garnered much attention in recent years, both from the academic community and industry. One interesting aspect of cryptocurrencies is their explicit consideration of incentives at the protocol level. Understanding how…
There is growing concern about misinformation and the role online media plays in social polarization. Analyzing belief dynamics is one way to enhance our understanding of these problems. Existing analytical tools, such as survey research or…