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Launchpads have become the dominant mechanism for issuing memecoins, exposing investors to a new class of high-risk launches that existing rug-pull detection methods cannot capture. We argue that detecting these threats requires structured…

Cryptography and Security · Computer Science 2026-05-25 Sihao Hu , Selim Furkan Tekin , Yichang Xu , Ling Liu

The short squeeze of Gamestop (GME) has revealed to the world how retail investors pooling through social media can severely impact financial markets. In this paper, we devise an early warning signal to detect suspicious users' social…

Trading and Market Microstructure · Quantitative Finance 2022-03-28 Ilaria Gianstefani , Luigi Longo , Massimo Riccaboni

Lending Protocols (LPs), as blockchain-based lending systems, allow any agents to borrow and lend cryptocurrencies. However, liquidity risks could occur, especially when salient loans are initiated by a particular group of borrowers. This…

Risk Management · Quantitative Finance 2023-05-01 Xiaotong Sun , Charalampos Stasinakis , Georgios Sermpinis

Anonymity in Bitcoin, a peer-to-peer electronic currency system, is a complicated issue. Within the system, users are identified by public-keys only. An attacker wishing to de-anonymize its users will attempt to construct the one-to-many…

Physics and Society · Physics 2012-05-08 Fergal Reid , Martin Harrigan

Purpose: This paper aims to establish a fundamental and comprehensive understanding of Non-Fungible Tokens (NFTs) by identifying and structuring common characteristics within a taxonomy. NFTs are hyped and increasingly marketed as essential…

Computers and Society · Computer Science 2022-09-13 Eduard Hartwich , Philipp Ollig , Gilbert Fridgen , Alexander Rieger

P2P lending presents as an innovative and flexible alternative for conventional lending institutions like banks, where lenders and borrowers directly make transactions and benefit each other without complicated verifications. However, due…

Computers and Society · Computer Science 2017-05-11 Honglun Zhang , Haiyang Wang , Xiaming Chen , Yongkun Wang , Yaohui Jin

This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first dimension covers liability liquidity risk (or funding liquidity) modeling, the second…

Risk Management · Quantitative Finance 2021-05-19 Thierry Roncalli , Amina Cherief , Fatma Karray-Meziou , Margaux Regnault

This research presents a comprehensive framework for analyzing liquidity in financial markets, particularly in the context of high-frequency trading. By leveraging advanced machine learning classification techniques, including Logistic…

Trading and Market Microstructure · Quantitative Finance 2024-08-20 Sid Bhatia , Sidharth Peri , Sam Friedman , Michelle Malen

Bitcoin has created a new exchange paradigm within which financial transactions can be trusted without an intermediary. This premise of a free decentralized transactional network however requires, in its current implementation, unrestricted…

Cryptography and Security · Computer Science 2018-10-30 Marc Jourdan , Sebastien Blandin , Laura Wynter , Pralhad Deshpande

Internet memes are a powerful form of online communication, yet their nature and reliance on commonsense knowledge make toxicity detection challenging. Identifying key features for meme interpretation and understanding, is a crucial task.…

Computation and Language · Computer Science 2026-03-05 Stefano De Giorgis , Ting-Chih Chen , Filip Ilievski

This paper introduces 3MEthTaskforce (https://3meth.github.io), a multi-source, multi-level, and multi-token Ethereum dataset addressing the limitations of single-source datasets. Integrating over 300 million transaction records, 3,880…

Computational Engineering, Finance, and Science · Computer Science 2025-01-22 Haoyuan Li , Mengxiao Zhang , Maoyuan Li , Jianzheng Li , Junyi Yang , Shuangyan Deng , Zijian Zhang , Jiamou Liu

We investigate the market microstructure of Automated Market Makers (AMMs), the most prominent type of blockchain-based decentralized exchanges. We show that the order execution mechanism yields token value loss for liquidity providers if…

Trading and Market Microstructure · Quantitative Finance 2021-07-22 Agostino Capponi , Ruizhe Jia

In modern times, the cryptocurrency market is one of the world's most rapidly rising financial markets. The cryptocurrency market is regarded to be more volatile and illiquid than traditional markets such as equities, foreign exchange, and…

Statistical Finance · Quantitative Finance 2024-12-03 Anika Tahsin Meem

As a multimodal medium combining images and text, memes frequently convey implicit harmful content through metaphors and humor, rendering the detection of harmful memes a complex and challenging task. Although recent studies have made…

Computation and Language · Computer Science 2026-04-02 Hexiang Gu , Qifan Yu , Yuan Liu , Zikang Li , Saihui Hou , Jian Zhao , Zhaofeng He

Bitcoin is a decentralized, pseudonymous cryptocurrency that is one of the most used digital assets to date. Its unregulated nature and inherent anonymity of users have led to a dramatic increase in its use for illicit activities. This…

Cryptography and Security · Computer Science 2019-10-16 Francesco Zola , Maria Eguimendia , Jan Lukas Bruse , Raul Orduna Urrutia

Entity Matching (EM)--the task of determining whether two data records refer to the same real-world entity--is a core task in data integration. Recent advances in deep learning have set a new standard for EM, particularly through…

Databases · Computer Science 2026-03-18 Nicholas Pulsone , Roee Shraga , Gregory Goren

With the rapid development of blockchain technology, transaction logs play a central role in various applications, including decentralized exchanges, wallets, cross-chain bridges, and other third-party services. However, these logs,…

Cryptography and Security · Computer Science 2025-02-20 Yixuan Liu , Yuxin Dong , Ye Liu , Xiapu Luo , Yi Li

In the financial domain, conducting entity-level sentiment analysis is crucial for accurately assessing the sentiment directed toward a specific financial entity. To our knowledge, no publicly available dataset currently exists for this…

Computation and Language · Computer Science 2023-10-20 Yixuan Tang , Yi Yang , Allen H Huang , Andy Tam , Justin Z Tang

In response to growing demand for resilient and transparent financial instruments, we introduce a novel framework for replicating private equity (PE) performance using liquid, AI-enhanced strategies. Despite historically delivering robust…

Pricing of Securities · Quantitative Finance 2025-10-28 E. Benhamou , JJ. Ohana , B. Guez , E. Setrouk , T. Jacquot

Tokenized real-world assets (RWAs) are often evaluated through headline indicators such as total value locked (TVL) or on-chain asset value. However, a large asset base does not necessarily imply low risk, since tokenized assets may remain…

Computational Engineering, Finance, and Science · Computer Science 2026-05-29 Rischan Mafrur , Khadijah