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Data Grids have been adopted as the platform for scientific communities that need to share, access, transport, process and manage large data collections distributed worldwide. They combine high-end computing technologies with…

Distributed, Parallel, and Cluster Computing · Computer Science 2007-05-23 Srikumar Venugopal , Rajkumar Buyya , Kotagiri Ramamohanarao

Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…

Computational Finance · Quantitative Finance 2025-10-10 Kairan Hong , Jinling Gan , Qiushi Tian , Yanglinxuan Guo , Rui Guo , Runnan Li

The cryptocurrency market is unique on many levels: Very volatile, frequently changing market structure, emerging and vanishing of cryptocurrencies on a daily level. Following its development became a difficult task with the success of…

Statistical Finance · Quantitative Finance 2020-09-22 Simon Trimborn , Wolfgang Karl Härdle

Decentralization has been touted as the principal security advantage which propelled blockchain systems at the forefront of developments in the financial technology space. Its exact semantics nevertheless remain highly contested and…

Cryptography and Security · Computer Science 2024-04-16 Christina Ovezik , Dimitris Karakostas , Aggelos Kiayias

Internet of Things (IoT) devices are becoming ubiquitous in our lives, with applications spanning from the consumer domain to commercial and industrial systems. The steep growth and vast adoption of IoT devices reinforce the importance of…

This paper discusses the potential impacts of the so-called `initial coin offerings', and of several developments based on distributed ledger technology (`DLT'), on corporate governance. While many academic papers focus mainly on the legal…

General Finance · Quantitative Finance 2019-05-10 Stéphane Blémus , Dominique Guegan

Rapidly growing distributed ledger technologies (DLTs) have recently received attention among researchers in both industry and academia. While a lot of existing analysis (mainly) of the Bitcoin and Ethereum networks is available, the lack…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-07-05 Bartosz Kuśmierz , Roman Overko

We introduce a risk assessment framework for digital identification systems, as well as recommended best practices to enhance privacy, security, and other desirable properties in these systems. To generate these resources, we created a…

Computers and Society · Computer Science 2025-07-22 Allison Woodruff , Dirk Balfanz , Will Drewry , Mariana Raykova

Cryptoeconomic systems derive their power but can not be controlled by the underlying software systems and the rules they enshrine. This adds a level of complexity to the software design process. At the same time, such systems, when…

Computers and Society · Computer Science 2021-05-26 Mark C. Ballandies , Marcus M. Dapp , Benjamin A. Degenhart , Dirk Helbing

We review different classes of cryptocurrencies with emphasis on their economic properties. Pure-asset coins such as Bitcoin, Ethereum and Ripple are characterized by not being a liability of any economic agent and most resemble commodities…

General Economics · Economics 2021-09-22 Matheus R. Grasselli , Alexander Lipton

The rapid spread of information over social media influences quantitative trading and investments. The growing popularity of speculative trading of highly volatile assets such as cryptocurrencies and meme stocks presents a fresh challenge…

Computation and Language · Computer Science 2022-06-14 Ramit Sawhney , Shivam Agarwal , Vivek Mittal , Paolo Rosso , Vikram Nanda , Sudheer Chava

Consensus algorithms are central to blockchain technology and an emerging research area. In this paper, we begin with an overview of the different types and architectures of blockchain networks. Then, with a focus on consortium blockchains,…

Data Structures and Algorithms · Computer Science 2023-09-28 Wei Yao , Fadi P. Deek , Renita Murimi , Guiling Wang

As one of the most important and famous applications of blockchain technology, cryptocurrency has attracted extensive attention recently. Empowered by blockchain technology, all the transaction records of cryptocurrencies are irreversible…

Social and Information Networks · Computer Science 2022-01-20 Jiajing Wu , Jieli Liu , Yijing Zhao , Zibin Zheng

We aim to cluster financial assets in order to identify a small set of stocks to approximate the level of diversification of the whole universe of stocks. We develop a data-driven approach to clustering based on a correlation blockmodel in…

Portfolio Management · Quantitative Finance 2021-08-16 Wenpin Tang , Xiao Xu , Xun Yu Zhou

Digital payment schemes show an ever increasing importance. Out of the countless different schemes available this article focuses on the popular Bitcoin system. The authors provide a description of Bitcoin's unique technological basis and…

Computers and Society · Computer Science 2013-09-02 Artus Krohn-Grimberghe Christoph Sorge

At present, the concept of metaverse has sparked widespread attention from the public to major industries. With the rapid development of blockchain and Web3 technologies, the decentralized metaverse ecology has attracted a large influx of…

Cryptography and Security · Computer Science 2022-12-29 Jiajing Wu , Kaixin Lin , Dan Lin , Ziye Zheng , Huawei Huang , Zibin Zheng

Insider threats are one of today's most challenging cybersecurity issues that are not well addressed by commonly employed security solutions. Despite several scientific works published in this domain, we argue that the field can benefit…

Cryptography and Security · Computer Science 2019-04-16 Ivan Homoliak , Flavio Toffalini , Juan Guarnizo , Yuval Elovici , Martín Ochoa

Cryptocurrencies are distributed systems that allow exchanges of native (and non-) tokens among participants. The complete historical bookkeeping and its wide availability opens up an unprecedented possibility, i.e. that of understanding…

Physics and Society · Physics 2020-12-02 Nicolò Vallarano , Claudio Tessone , Tiziano Squartini

In the evolving domain of cryptocurrency markets, accurate token valuation remains a critical aspect influencing investment decisions and policy development. Whilst the prevailing equation of exchange pricing model offers a quantitative…

Computational Engineering, Finance, and Science · Computer Science 2024-03-11 Stylianos Kampakis , Melody Yuan , Oritsebawo Paul Ikpobe , Linas Stankevicius

With the explosive development of decentralized finance, we witness a phenomenal growth in tokenization of all kinds of assets, including equity, funds, debt, and real estate. By taking advantage of blockchain technology, digital assets are…

General Finance · Quantitative Finance 2023-04-21 Seyed Mojtaba Hosseini Bamakan , Nasim Nezhadsistani , Omid Bodaghi , Qiang Qu