Related papers: Anomaly prediction in XRP price with topological f…
With emergence of blockchain technologies and the associated cryptocurrencies, such as Bitcoin, understanding network dynamics behind Blockchain graphs has become a rapidly evolving research direction. Unlike other financial networks, such…
Cryptoassets are becoming essential in the digital economy era. XRP is one of the large market cap cryptoassets. Here, we develop a novel method of correlation tensor spectra for the dynamical XRP networks, which can provide an early…
The increasing use of cryptoassets for international remittances has proven to be faster and more cost-effective, particularly for migrants without access to traditional banking. However, the inherent volatility of cryptoasset prices,…
The emergence of cryptoassets has sparked a paradigm shift in the world of finance and investment, ushering in a new era of digital assets with profound implications for the future of currency and asset management. A recent study showed…
Motivated by the recent surge of criminal activities with cross-cryptocurrency trades, we introduce a new topological perspective to structural anomaly detection in dynamic multilayer networks. We postulate that anomalies in the underlying…
XRP Ledger is one of the oldest, well-established blockchains. Despite the popularity of the XRP Ledger, little is known about its underlying peer-to-peer network. The structural properties of a network impact its efficiency, security and…
Bitcoin, as one of the most popular cryptocurrency, is recently attracting much attention of investors. Bitcoin price prediction task is consequently a rising academic topic for providing valuable insights and suggestions. Existing bitcoin…
Blockchain technology and, in particular, blockchain-based cryptocurrencies offer us information that has never been seen before in the financial world. In contrast to fiat currencies, all transactions of crypto-currencies and crypto-tokens…
Cryptoassets are growing rapidly worldwide. One of the large cap cryptoassets is XRP. In this article, we focus on analyzing transaction data for the 2017-2018 period that consist one of the significant XRP market price bursts. We construct…
This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…
The problem of anomaly detection has been studied for a long time, and many Network Analysis techniques have been proposed as solutions. Although some results appear to be quite promising, no method is clearly to be superior to the rest. In…
We develop a topology data analysis-based method to detect early signs for critical transitions in financial data. From the time-series of multiple stock prices, we build time-dependent correlation networks, which exhibit topological…
We study trade-based manipulation of stock prices from the perspective of complex trading networks constructed by using detailed information of trades. A stock trading network consists of nodes and directed links, where every trader is a…
The research delves into the capabilities of a transformer-based neural network for Ethereum cryptocurrency price forecasting. The experiment runs around the hypothesis that cryptocurrency prices are strongly correlated with other…
Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal…
This research analyses high-frequency data of the cryptocurrency market in regards to intraday trading patterns related to algorithmic trading and its impact on the European cryptocurrency market. We study trading quantitatives such as…
Cryptocoins (i.e., Bitcoin, Ether, Litecoin) are tradable digital assets. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption techniques guarantee the security of the transactions…
I find a topological arrangement of stocks traded in a financial market which has associated a meaningful economic taxonomy. The topological space is a graph connecting the stocks of the portfolio analyzed. The graph is obtained starting…
This paper uses two hierarchical techniques, a minimal spanning tree and an ultrametric hierarchical tree, to extract a topological influence map for major currencies from the ultrametric distance matrix for 1996-2001. We find that these…
XRP is a modern crypto-asset (crypto-currency) developed by Ripple Labs, which has been increasing its financial presence. We study its transaction history available as ledger data. An analysis of its basic statistics, correlations, and…