Related papers: Cryptocurrency Time Series on the Binary Complexit…
Found in varied contexts from neurons to ants to fish, binary decision-making is one of the simplest forms of collective computation. In this process, information collected by individuals about an uncertain environment is accumulated to…
Initially designed to predict and explain the economic trajectories of countries, cities, and regions, economic complexity has been found applicable in diverse contexts such as ecology and chess openings. The success of economic complexity…
In this paper we introduce a binary search algorithm that efficiently finds initial maximum likelihood estimates for sequential experiments where a binary response is modeled by a continuous factor. The problem is motivated by switching…
Decentralized exchanges are revolutionizing finance. With their ever-growing increase in popularity, a natural question that begs to be asked is: how efficient are these new markets? We find that nearly 30% of analyzed trades are executed…
The mining of bitcoin is modeled using system dynamics, showing that the past evolution of the network hash rate can be explained to a large extent by an efficient market hypothesis applied to the mining of blocks. The possibility of a…
Importance sampling has been reported to produce algorithms with excellent empirical performance in counting problems. However, the theoretical support for its efficiency in these applications has been very limited. In this paper, we…
The computational advantage of noisy quantum computers has been demonstrated by sampling the bitstrings of quantum random circuits. An important issue is how the performance of quantum devices could be quantified in the so-called "supremacy…
Cryptocurrency markets exhibit pronounced momentum effects and regime-dependent volatility, presenting both opportunities and challenges for systematic trading strategies. We propose AdaptiveTrend, a multi-component algorithmic trading…
This paper examines factors that influence prices of most common five cryptocurrencies such as Bitcoin, Ethereum, Dash, Litecoin, and Monero over 2010-2018 using weekly data. The study employs ARDL technique and documents several findings.…
This article presents an evaluation of the computational performance and energy efficiency of the Cronos cluster, composed of Raspberry Pi4 and 3b microcomputers designed for educational purposes. Experimental tests were performed using the…
One of the major limitations for the employment of model-based planning and scheduling in practical applications is the need of costly re-planning when an incongruence between the observed reality and the formal model is encountered during…
Abrupt changes in the miner hash rate applied to a proof-of-work (PoW) blockchain can adversely affect user experience and security. Because different PoW blockchains often share hashing algorithms, miners face a complex choice in deciding…
We uncover the connection between the Fitness-Complexity algorithm, developed in the economic complexity field, and the Sinkhorn-Knopp algorithm, widely used in diverse domains ranging from computer science and mathematics to economics.…
In our previous studies we have investigated the structural complexity of time series describing stock returns on New York's and Warsaw's stock exchanges, by employing two estimators of Shannon's entropy rate based on Lempel-Ziv and Context…
Bitcoin and Ethereum are the top two blockchain-based cryptocurrencies whether from cryptocurrency market cap or popularity. However, they are vulnerable to selfish mining and stubborn mining due to that both of them adopt Proof-of-Work…
This report considers a sporadic real-time task system with $n$ sporadic tasks on a uniprocessor platform, in which the lowest-priority task is a segmented self-suspension task and the other higher-priority tasks are ordinary sporadic…
Quantum approaches to combinatorial optimization problems (COPs) are often limited by the resource demands of Quadratic Unconstrained Binary Optimization (QUBO) encodings, which enlarge circuits through penalty terms and increase qubit and…
We determine the amount of information contained in a time series of price returns at a given time scale, by using a widespread tool of the information theory, namely the Shannon entropy, applied to a symbolic representation of this time…
Binary Knapsack Problem (BKP) is to select a subset of an element (item) set with the highest value while keeping the total weight within the capacity of the knapsack. This paper presents an integer programming model for a variation of BKP…
We describe a family of highly efficient codes for cryptographic purposes and dedicated algorithms for their manipulation. Our proposal is especially tailored for highly constrained platforms, and surpasses certain conventional and…