Related papers: Approaching multifractal complexity in decentraliz…
Financial fraud detection in transaction networks involves modeling sparse anomalies, dynamic patterns, and severe class imbalance in the presence of temporal drift in the data. In real-world transaction systems, a suspicious transaction is…
The rapid expansion of the non-fungible token (NFT) market has catalyzed new opportunities for artists, collectors, and investors, yet it has also unveiled critical challenges related to the storage and distribution of associated metadata.…
This paper identifies the cryptocurrency market crashes and analyses its dynamics using the complex network. We identify three distinct crashes during 2017-20, and the analysis is carried out by dividing the time series into pre-crash,…
Traffic networks have been proved to be fractal systems. However, previous studies mainly focused on monofractal networks, while complex systems are of multifractal structure. This paper is devoted to exploring the general regularities of…
Cryptocurrencies have evolved into an important asset class, providing a variety of benefits. However, they also present significant risks, such as market volatility and the potential for misuse in illegal activities. These risks underline…
Persistent financial frictions - including price volatility, constrained credit access, and supply chain inefficiencies - have long hindered productivity and welfare in the global agricultural sector. This paper provides a theoretical and…
The fractal nature of graphs has traditionally been investigated by using the nodes of networks as the basic units. Here, instead, we propose to concentrate on the graph edges, and introduce a practical and computationally not demanding…
Crowdfunding platforms face high transaction fees, need for more transparency, and trust deficits. These issues deter contributors and entrepreneurs from effectively leveraging crowdfunding for innovation and growth. Blockchain technology…
The graph fractional Fourier transform (GFRFT) applies a single global fractional order to all graph frequencies, which restricts its adaptability to diverse signal characteristics across the spectral domain. To address this limitation, in…
In the work, a comparative correlation and fractal analysis of time series of Bitcoin crypto currency rate and community activities in social networks associated with Bitcoin was conducted. A significant correlation between the Bitcoin rate…
Decentralized Exchanges (DEXs) are pivotal applications in the Decentralized Finance (DeFi) landscape, aiming to facilitate trustless cryptocurrency trading by relying on smart contracts and blockchain networks. The developments in the DEXs…
This paper studies the daily connectivity time series of a wind speed-monitoring network using multifractal detrended fluctuation analysis. It investigates the long-range fluctuation and multifractality in the residuals of the connectivity…
Recent studies have found that the log-volatility of asset returns exhibit roughness. This study investigates roughness or the anti-persistence of Bitcoin volatility. Using the multifractal detrended fluctuation analysis, we obtain the…
Utilizing graph analytics and learning has proven to be an effective method for exploring aspects of crypto economics such as network effects, decentralization, tokenomics, and fraud detection. However, the majority of existing research…
The earth's ionosphere is well recognized as a dynamical system and non-linearly coupled with the magnetosphere above and natural atmosphere below.The shape and time variability of the ionosphere indeed shows chaos, pattern formation,…
A fractal approach to the long-short portfolio optimization is proposed. The algorithmic system based on the composition of market-neutral spreads into a single entity was considered. The core of the optimization scheme is a fractal walk…
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…
Decentralized exchanges (DEXs) form a cornerstone of the decentralized finance (DeFi) ecosystem, processing token trades worth billions of dollars daily. Yet, a significant fraction of these trades are suboptimal: alternative routing paths…
Multifractal scaling (MFS) refers to structures that can be described as a collection of interwoven fractal subsets which exhibit power-law spatial scaling behavior with a range of scaling exponents (concentration, or singularity,…
We perform an analysis of fractal properties of the positive and the negative changes of the German DAX30 index separately using Multifractal Detrended Fluctuation Analysis (MFDFA). By calculating the singularity spectra $f(\alpha)$ we show…