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In recent years cryptocurrency trading has captured the attention of practitioners and academics. The volume of the exchange with standard currencies has known a dramatic increasing of late. This paper addresses to the need of models…

Computational Finance · Quantitative Finance 2020-02-18 Pablo Olivares

Microbial ecosystems are remarkably diverse, stable, and often consist of a balanced mixture of core and peripheral species. Here we propose a conceptual model exhibiting all these emergent properties in quantitative agreement with real…

Populations and Evolution · Quantitative Biology 2018-04-18 Akshit Goyal , Sergei Maslov

Time-bound stablecoins are DeFi assets that temporarily tokenize traditional securities during market off-hours, enabling continuous cross-market liquidity. We introduce the Liquidity-of-Time Premium (TLP): the extra return or cost of…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-10-08 Ailiya Borjigin , Cong He

Market-based coordination of demand side assets has gained great interests in recent years. In spite of its efficiency, there is a risk that the interaction between the dynamic assets through the price signal could result in an unstable…

Optimization and Control · Mathematics 2017-04-04 Lin Zhao , Wei Zhang

Cryptocurrencies are examined through the asset flow equations and experimental asset markets. Since tangible value of a typical cryptocurrency is non-existent, the theory suggests that price will gravitate toward liquidity value, i.e., the…

Mathematical Finance · Quantitative Finance 2018-02-28 Carey Caginalp , Gunduz Caginalp

The latest advancements in Distributed Ledger Technology (DLT), and payment architectures such as the UK's New Payments Architecture, present opportunities for leveraging the hidden informational value and intelligence within payments. In…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-06-26 Panos Louvieris , Georgios Ioannou , Gareth White

Modern blockchain ecosystems comprise many heterogeneous networks, creating a growing need for interoperability. Cross-chain bridges provide the core infrastructure for this interoperability by enabling verifiable state transitions that…

Performance · Computer Science 2026-04-06 Yiyue Cao , Mingzhe Zheng , Lin William Cong , Siguang Li , Xuechao Wang

To non-experts, the traditional Centralized Finance (CeFi) ecosystem may seem obscure, because users are typically not aware of the underlying rules or agreements of financial assets and products. Decentralized Finance (DeFi), however, is…

General Finance · Quantitative Finance 2021-06-17 Kaihua Qin , Liyi Zhou , Yaroslav Afonin , Ludovico Lazzaretti , Arthur Gervais

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…

General Finance · Quantitative Finance 2020-04-06 Fan Fang , Waichung Chung , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , Fan Wu

Extreme volatility, nonlinear dependencies, and systemic fragility are characteristics of cryptocurrency markets. The assumptions of normality and centralized control in traditional financial risk models frequently cause them to miss these…

Risk Management · Quantitative Finance 2025-07-15 Kiarash Firouzi

The Bitcoin system only provides eventual consistency. For everyday life, the time to confirm a Bitcoin transaction is prohibitively slow. In this paper we propose a new system, built on the Bitcoin blockchain, which enables strong…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-12-30 Christian Decker , Jochen Seidel , Roger Wattenhofer

A modern version of Monetary Circuit Theory with a particular emphasis on stochastic underpinning mechanisms is developed. It is explained how money is created by the banking system as a whole and by individual banks. The role of central…

Economics · Quantitative Finance 2015-10-27 Alexander Lipton

Internet of quantum blockchains (IoB) will be the future Internet. In this paper, we make two new contributions to IoB: developing a block based quantum channel networking technology to handle its security modeling in face of the quantum…

Optimization and Control · Mathematics 2021-04-16 Wanyang Dai

We discuss numerous justifications for why crypto-currencies would be highly conducive for the smooth functioning of today's society. We provide several comparisons between cryptocurrencies issued by blockchain projects, crypto, and…

General Economics · Economics 2023-07-18 Ravi Kashyap

Since Bitcoin first appeared on the scene in 2009, cryptocurrencies have become a worldwide phenomenon as important decentralized financial assets. Their decentralized nature, however, leads to notable volatility against traditional fiat…

Statistical Finance · Quantitative Finance 2024-10-23 Zeyd Boukhers , Azeddine Bouabdallah , Cong Yang , Jan Jürjens

Social storage systems are a good alternative to existing data backup systems of local, centralized, and P2P backup. In this paper, we look at two untouched aspects of social storage systems. One aspect involves modelling social storage as…

Computer Science and Game Theory · Computer Science 2018-04-11 Pramod Mane , Kapil Ahuja , Nagarajan Krishnamurthy

We introduce a model of super-exponential financial bubbles with two assets (risky and risk-free), in which rational investors and noise traders co-exist. Rational investors form expectations on the return and risk of a risky asset and…

Statistical Finance · Quantitative Finance 2014-03-11 T. Kaizoji , M. Leiss , A. Saichev , D. Sornette

Central banks are actively exploring central bank digital currencies (CBDCs) by conducting research, proofs of concept and pilots. However, adoption of a retail CBDC can risk fragmenting both payments markets and retail deposits if the…

Computers and Society · Computer Science 2025-01-14 Lee Braine , Shreepad Shukla , Piyush Agrawal

Classical monetary systems regularly subject the most vulnerable majority of the world's population to debilitating financial shocks, and have manifestly allowed uncontrolled global inequality over the long term. Given these basic failures,…

Computers and Society · Computer Science 2020-03-30 Bryan Ford

Money is more than just a numeric value. It embodies trust and moral gravity, and it offers flexible ways to transact. However, the emergence of Central Bank Digital Currency (CBDC) is set to bring about a drastic change in the future of…

Computers and Society · Computer Science 2023-07-14 Ryan Bowler , Chris Speed , Geoffrey Goodell