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We study the method for detecting relationship changes in financial markets and providing human-interpretable network visualization to support the decision-making of fund managers dealing with multi-assets. First, we construct co-occurrence…

General Finance · Quantitative Finance 2020-11-17 Makoto Naraoka , Teruaki Hayashi , Takaaki Yoshino , Toshiaki Sugie , Kota Takano , Yukio Ohsawa

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

Machine Learning · Computer Science 2024-05-24 Noam Koren , Kira Radinsky

I study the price dynamics of non-fungible tokens (NFTs) and propose a deep learning framework for dynamic valuation of NFTs. I use data from the Ethereum blockchain and OpenSea to train a deep learning model on historical trades, market…

Computational Finance · Quantitative Finance 2023-12-12 Mingxuan He

This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task…

Statistical Finance · Quantitative Finance 2025-02-14 Francesco Puoti , Fabrizio Pittorino , Manuel Roveri

Existing NFTs confront restrictions of \textit{one-time incentive} and \textit{product isolation}. Creators cannot obtain benefits once having sold their NFT products due to the lack of relationships across different NFTs, which results in…

Cryptography and Security · Computer Science 2023-03-16 Qin Wang , Guangsheng Yu , Shange Fu , Shiping Chen , Jiangshan Yu , Sherry Xu

Anticipating price developments in financial markets is a topic of continued interest in forecasting. Funneled by advancements in deep learning and natural language processing (NLP) together with the availability of vast amounts of textual…

Statistical Finance · Quantitative Finance 2023-03-21 Duygu Ider , Stefan Lessmann

Security issues are becoming increasingly significant with the rapid evolution of Non-fungible Tokens (NFTs). As NFTs are traded as digital assets, they have emerged as prime targets for cyber attackers. In the development of NFT smart…

Cryptography and Security · Computer Science 2026-01-16 Yuanzheng Niu , Xiaoqi Li , Wenkai Li

NFTs (Non-Fungible Tokens) have experienced an explosive growth and their record-breaking prices have been witnessed. Typically, the assets that NFTs represent are stored off-chain with a pointer, e.g., multi-hop URLs, due to the costly…

Cryptography and Security · Computer Science 2022-12-22 Ziwei Wang , Jiashi Gao , Xuetao Wei

The growth potential of a crypto(currency) project can be measured by the use cases spurred by the underlying technology. However, these projects are usually distributed, with a weak feedback schemes. Hence, a metric that is widely used as…

Cryptography and Security · Computer Science 2024-09-04 Maurantonio Caprolu , Roberto Di Pietro , Flavio Lombardi , Elia Onofri

Accurate prediction of future loan defaults is a critical capability for financial institutions that provide lines of credit. For institutions that issue and manage extensive loan volumes, even a slight improvement in default prediction…

In a financial exchange, market impact is a measure of the price change of an asset following a transaction. This is an important element of market microstructure, which determines the behaviour of the market following a trade. In this…

Trading and Market Microstructure · Quantitative Finance 2023-05-15 Christopher J. Cho , Timothy J. Norman , Manuel Nunes

Blockchain technology has emerged as a transformative tool for data management in a variety of industries, including fintech, research and healthcare. We have developed a workable blockchain based system that utilizes non fungible tokens…

Computers and Society · Computer Science 2024-12-19 Prakhyat Khati , Ajay Kumar Shrestha , Julita Vassileva

Forecasting central bank policy decisions remains a persistent challenge for investors, financial institutions, and policymakers due to the wide-reaching impact of monetary actions. In particular, anticipating shifts in the U.S. federal…

Portfolio Management · Quantitative Finance 2025-07-01 Fiona Xiao Jingyi , Lili Liu

This work aims to analyse the predictability of price movements of cryptocurrencies on both hourly and daily data observed from January 2017 to January 2021, using deep learning algorithms. For our experiments, we used three sets of…

Statistical Finance · Quantitative Finance 2021-02-18 Marco Ortu , Nicola Uras , Claudio Conversano , Giuseppe Destefanis , Silvia Bartolucci

Machine learning is an increasingly popular tool with some success in predicting stock prices. One promising method is the Trader-Company~(TC) method, which takes into account the dynamism of the stock market and has both high predictive…

Computational Finance · Quantitative Finance 2022-11-03 Yugo Fujimoto , Kei Nakagawa , Kentaro Imajo , Kentaro Minami

Few assets in financial history have been as notoriously volatile as cryptocurrencies. While the long term outlook for this asset class remains unclear, we are successful in making short term price predictions for several major crypto…

Trading and Market Microstructure · Quantitative Finance 2019-12-02 David Zhao , Alessandro Rinaldo , Christopher Brookins

The transition to a cleaner energy mix, essential for achieving net-zero greenhouse gas emissions by 2050, will significantly increase demand for metals critical to renewable energy technologies. Energy Transition Metals (ETMs), including…

General Economics · Economics 2025-01-29 Andrea Bastianin , Xiao Li , Luqman Shamsudin

This paper describes an approach to economics that is inspired by quantum computing, and is motivated by the need to develop a consistent quantum mathematical framework for economics. The traditional neoclassical approach assumes that…

General Finance · Quantitative Finance 2021-03-22 David Orrell , Monireh Houshmand

The blockchain ecosystem, particularly with the rise of Web3 and Non-Fungible Tokens (NFTs), has experienced a significant increase in users and applications. However, this expansion is challenged by the need to connect early adopters with…

Cryptography and Security · Computer Science 2024-04-08 Hiroki Watanabe , Kohei Ichihara , Takumi Aita

The automatic generation of high-quality mathematical problems is practically valuable in many educational scenarios. Large multimodal model provides a novel technical approach for the mathematical problem generation because of its wide…

Artificial Intelligence · Computer Science 2024-07-17 Sannyuya Liu , Jintian Feng , Zongkai Yang , Yawei Luo , Qian Wan , Xiaoxuan Shen , Jianwen Sun