Related papers: Complex network analysis of cryptocurrency market …
Cryptocurrencies have emerged as a new form of digital money that has not escaped the eyes of cyber-attackers. Traditionally, they have been maliciously used as a medium of exchange for proceeds of crime in the cyber dark-market by…
This paper studies the dynamic market linkages among cryptocurrencies during August 2015 - July 2020 and finds a substantial increase in market linkages for both returns and volatilities. We use different methodologies to check the…
Extreme events such as earthquakes, floods, and power blackouts often display burst phenomena where multiple extreme events occur in quick succession or in bunches. This study examines bunching of extreme events on a complex network using a…
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…
In complex systems, events occur at irregular intervals that inherently encode the underlying dynamics of the system. Analyzing the temporal clustering of these events reveals critical insights into the non-random patterns and the temporal…
In an effort to improve user satisfaction and transit image, transit service providers worldwide offer delay compensations. Smart card data enables the estimation of passenger delays throughout the network and aid in monitoring service…
This study attempts to analyze patterns in cryptocurrency markets using a special type of deep neural networks, namely a convolutional autoencoder. The method extracts the dominant features of market behavior and classifies the 40 studied…
We study the time dependence of maximal spanning trees and asset graphs based on correlation matrices of stock returns. In these networks the nodes represent companies and links are related to the correlation coefficients between them.…
This paper will propose a novel machine learning based portfolio management method in the context of the cryptocurrency market. Previous researchers mainly focus on the prediction of the movement for specific cryptocurrency such as the…
Financial crises are known as crashes that result in a sudden loss of value of financial assets in large part and they continue to occur from time to time surprisingly. In order to discover features of the financial network, the pairwise…
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…
Empirical estimation of critical points at which complex systems abruptly flip from one state to another is among the remaining challenges in network science. However, due to the stochastic nature of critical transitions it is widely…
We live in a modern world supported by large, complex networks. Examples range from financial markets to communication and transportation systems. In many realistic situations the flow of physical quantities in the network, as characterized…
Technological advancements in cryptocurrency markets have increased accessibility for investors, but concurrently exposed them to the risks of market manipulations. Existing fraud detection mechanisms typically rely on machine learning…
Payment channel networks (PCNs) such as the Lightning Network offer an appealing solution to the scalability problem faced by many cryptocurrencies operating on a blockchain such as Bitcoin. However, PCNs also inherit the stringent…
We examine how skewness interacts with kurtosis within the cryptocurrency market. We show that during the COVID-19 pandemic there are more clusters of observations around the two flanks, highlighting the presence of a volatile behavior.…
Blockchain transaction networks are complex, with evolving temporal patterns and inter-node relationships. To detect illicit activities, we propose a hybrid GCN-GRU model that captures both structural and sequential features. Using real…
The functioning of the cryptocurrency Bitcoin relies on the open availability of the entire history of its transactions. This makes it a particularly interesting socio-economic system to analyse from the point of view of network science.…
The purpose of this paper is to advance the understanding of the conditions that give rise to flash crash contagion, particularly with respect to overlapping asset portfolio crowding. To this end, we designed, implemented, and assessed a…
We model the dynamics of the cryptocurrency (CC) asset class via a stochastic volatility with correlated jumps (SVCJ) model with rolling-window parameter estimates. By analyzing the time-series of parameters, stylized patterns are…