中文
相关论文

相关论文: Evolutionary dynamics of the cryptocurrency market

200 篇论文

Two of the most important technological advancements currently underway are the advent of quantum technologies, and the transitioning of global financial systems towards cryptographic assets, notably blockchain-based cryptocurrencies and…

证券定价 · 定量金融 2021-02-02 Peter P. Rohde , Vijay Mohan , Sinclair Davidson , Chris Berg , Darcy Allen , Gavin K. Brennen , Jason Potts

The last decade has been marked by the evolution of cryptocurrencies, which have captured the interest of the public through the offered opportunities and the feeling of freedom, resulting from decentralization and lack of authority to…

密码学与安全 · 计算机科学 2024-03-04 Arunkumar Velayudhan Pillai

Non-Fungible Tokens (NFTs) have emerged as a way to collect digital art as well as an investment vehicle. Despite having been popularized only recently, NFT markets have witnessed several high-profile (and high-value) asset sales and a…

密码学与安全 · 计算机科学 2022-04-28 Dipanjan Das , Priyanka Bose , Nicola Ruaro , Christopher Kruegel , Giovanni Vigna

Thanks to the recent availability of comprehensive and detailed online databases of startup companies, it has become possible to more directly investigate startup ecosystems i.e. startup populations in specific regions. In this paper, we…

物理与社会 · 物理学 2019-06-07 Clement Gastaud , Theophile Carniel , Jean-Michel Dalle

Dark Web Marketplaces (DWM) facilitate the online trade of illicit goods. Due to the illicit nature of these marketplaces, quality datasets are scarce and difficult to produce. The Dark Net Market archives (2015) presented raw scraped…

社会与信息网络 · 计算机科学 2023-11-21 Hanjo D. Boekhout , Arjan A. Blokland , Frank W. Takes

This study identifies the key factors influencing the price movements of major cryptocurrencies, Bitcoin, Binance Coin, Ethereum, Litecoin, Ripple, and Tether, using Bayesian networks (BNs). This study addresses two key challenges:…

统计金融 · 定量金融 2025-08-22 Rasoul Amirzadeh , Asef Nazari , Dhananjay Thiruvady , Mong Shan Ee

We show that the behaviour of Bitcoin has interesting similarities to stock and precious metal markets, such as gold and silver. We report that whilst Litecoin, the second largest cryptocurrency, closely follows Bitcoin's behaviour, it does…

统计金融 · 定量金融 2014-11-10 Daniel Wilson-Nunn , Hector Zenil

The problem of investing into a cryptocurrency market requires good understanding of the processes that regulate the price of the currency. In this paper we offer a view of a cryptocurrency market as an environment for realization of a…

交易与市场微观结构 · 定量金融 2022-10-18 Misha Perepelitsa

The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces…

社会与信息网络 · 计算机科学 2016-05-13 David Garcia , Frank Schweitzer

Cryptocurrencies are gaining more popularity due to their security, making counterfeits impossible. However, these digital currencies have been criticized for creating a large carbon footprint due to their algorithmic complexity and…

计算机与社会 · 计算机科学 2022-06-08 Altanai Bisht , Arielle Wilson , Zachary Jeffreys , Shadrokh Samavi

Few assets in financial history have been as notoriously volatile as cryptocurrencies. While the long term outlook for this asset class remains unclear, we are successful in making short term price predictions for several major crypto…

交易与市场微观结构 · 定量金融 2019-12-02 David Zhao , Alessandro Rinaldo , Christopher Brookins

Since the inception of Bitcoin in 2008, cryptocurrencies have played an increasing role in the world of e-commerce, but the recent turbulence in the cryptocurrency market in 2018 has raised some concerns about their stability and associated…

统计方法学 · 统计学 2021-04-14 Yan Gong , Raphaël Huser

The evolution of the Internet has manifested itself in many ways: the traffic characteristics, the interconnection topologies and the business relationships among the autonomous components. It is important to understand why (and how) this…

网络与互联网体系结构 · 计算机科学 2012-11-27 Richard T. B. Ma , John C. S. Lui , Vishal Misra

Crypto-coins (also known as cryptocurrencies) are tradable digital assets. Notable examples include Bitcoin, Ether and Litecoin. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption…

统计金融 · 定量金融 2022-12-05 Pasquale De Rosa , Valerio Schiavoni

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…

统计金融 · 定量金融 2024-12-03 Anika Tahsin Meem

Although Bitcoin was intended to be a decentralized digital currency, in practice, mining power is quite concentrated. This fact is a persistent source of concern for the Bitcoin community. We provide an explanation using a simple model to…

密码学与安全 · 计算机科学 2018-11-22 Nick Arnosti , S. Matthew Weinberg

The objective of this paper is the construction of new indicators that can be useful to operate in the cryptocurrency market. These indicators are based on public data obtained from the blockchain network, specifically from the nodes that…

统计金融 · 定量金融 2024-03-05 Juan C. King , Roberto Dale , José M. Amigó

The popularity of cryptocurrencies has grown significantly in recent years, and they have become an important asset for internet trading. One of the main drawbacks of cryptocurrencies is the high volatility and fluctuation in value. The…

密码学与安全 · 计算机科学 2023-03-06 Wantall Newby , Nickuk Nishikawa

This discussion applies quantitative finance methods and economic arguments to cryptocurrencies in general and bitcoin in particular -- as there are about $10,000$ cryptocurrencies, we focus (unless otherwise specified) on the most…

综合经济学 · 经济学 2021-07-06 Nassim Nicholas Taleb

As the indispensable trading platforms of the ecosystem, hundreds of cryptocurrency exchanges are emerging to facilitate the trading of digital assets. While, it also attracts the attentions of attackers. A number of scam attacks were…

密码学与安全 · 计算机科学 2020-03-17 Pengcheng Xia , Bowen Zhang , Ru Ji , Bingyu Gao , Lei Wu , Xiapu Luo , Haoyu Wang , Guoai Xu