中文
相关论文

相关论文: Evolutionary dynamics of the cryptocurrency market

200 篇论文

Cryptocurrencies and Blockchain-based technologies are disrupting all markets. While the potential of such technologies remains to be seen, there is a current need to understand emergent patterns of user behavior and token adoption in order…

社会与信息网络 · 计算机科学 2020-05-26 Alfredo J. Morales , Shahar Somin , Yaniv Altshuler , Alex 'Sandy' Pentland

Cryptocurrencies fluctuate in markets with high price volatility, posing significant challenges for investors. To aid in informed decision-making, systems predicting cryptocurrency market movements have been developed, typically focusing on…

机器学习 · 计算机科学 2025-05-06 Amit Kumar , Taoran Ji

The initial purpose of the study is to search whether the market exhibits herd behaviour or not by examining the crypto-asset market in the context of behavioural finance. And the second purpose of the study is to measure whether the…

综合经济学 · 经济学 2021-04-05 Üzeyir Aydin , Büşra Ağan , Ömer Aydin

Since its advent in 2009, Bitcoin, a cryptography-enabled peer-to-peer digital payment system, has been gaining increasing attention from both academia and industry. An effort designed to overcome a cluster of bottlenecks inherent in…

密码学与安全 · 计算机科学 2021-05-18 Ling Cheng , Feida Zhu , Huiwen Liu , Chunyan Miao

AI and data driven solutions have been applied to different fields and achieved outperforming and promising results. In this research work we apply k-Nearest Neighbours, eXtreme Gradient Boosting and Random Forest classifiers for detecting…

交易与市场微观结构 · 定量金融 2022-06-14 Mohsen Asgari , Hossein Khasteh

A main focus in economics research is understanding the time series of prices of goods and assets. While statistical models using only the properties of the time series itself have been successful in many aspects, we expect to gain a better…

物理与社会 · 物理学 2014-12-15 Dániel Kondor , István Csabai , János Szüle , Márton Pósfai , Gábor Vattay

Non-fungible tokens (NFTs) are unique digital items with blockchain managed ownership. Ethereum blockchain based smart contract created the environment for NFTs (ERC721) to reach its one of the most important future application domains. Non…

社会与信息网络 · 计算机科学 2022-11-29 Prakhyat Khati

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…

综合经济学 · 经济学 2021-09-22 Matheus R. Grasselli , Alexander Lipton

Cryptocurrencies (CCs) become more interesting for institutional investors' strategic asset allocation and will be a fixed component of professional portfolios in future. This asset class differs from established assets especially in terms…

投资组合管理 · 定量金融 2022-05-25 Christoph J. Börner , Ingo Hoffmann , Jonas Krettek , Lars M. Kürzinger , Tim Schmitz

Initial Coin Offerings (ICO) are public offers of new cryptocurrencies in exchange of existing ones, aimed to finance projects in the blockchain development arena. In the last 8 months of 2017, the total amount gathered by ICOs exceeded 4…

计算机与社会 · 计算机科学 2018-03-06 Gianni Fenu , Lodovica Marchesi , Michele Marchesi , Roberto Tonelli

The aim of this paper is to analyse the Bitcoin in order to shed some light on its nature and behaviour. We select 9 cryptocurrencies that account for almost 75\% of total market capitalisation and compare their evolution with that of a…

统计金融 · 定量金融 2023-09-08 Esther Cabezas-Rivas , Felipe Sánchez-Coll , Isaac Tormo-Xaixo

Conventional financial models fail to explain the economic and monetary properties of cryptocurrencies due to the latter's dual nature: their usage as financial assets on the one side and their tight connection to the underlying blockchain…

计量经济学 · 经济学 2021-07-20 Constandina Koki , Stefanos Leonardos , Georgios Piliouras

Maintaining a balance between returns and volatility is a common strategy for portfolio diversification, whether investing in traditional equities or digital assets like cryptocurrencies. One approach for diversification is the application…

综合经济学 · 经济学 2025-04-01 Dimitar Kitanovski , Igor Mishkovski , Viktor Stojkoski , Miroslav Mirchev

Being the largest Initial Coin Offering project, EOSIO has attracted great interest in cryptocurrency markets. Despite its popularity and prosperity (e.g., 26,311,585,008 token transactions occurred from June 8, 2018 to Aug. 5, 2020), there…

密码学与安全 · 计算机科学 2022-02-24 Weilin Zheng , Bo Liu , Hong-Ning Dai , Zigui Jiang , Zibin Zheng , Muhammad Imran

Currently cryptocurrencies and Decentralized Finance (DeFi), which enable financial services on public blockchains, represents a new growing trend in finance. In contrast to financial markets, ruled by traditional corporations, DeFi is…

社会与信息网络 · 计算机科学 2024-01-04 Mar Grande , Florentino Borondo , Javier Borondo

In the burgeoning realm of cryptocurrency, social media platforms like Twitter have become pivotal in influencing market trends and investor sentiments. In our study, we leverage GPT-4 and a fine-tuned transformer-based BERT model for a…

计算金融 · 定量金融 2024-05-07 Xiaorui Zuo , Yao-Tsung Chen , Wolfgang Karl Härdle

This paper contextualises the common queries of "why is crypto crashing?" and "why is crypto down?", the research transcends beyond the frequent market fluctuations to unravel how cryptocurrencies fundamentally work and the step-by-step…

计算机与社会 · 计算机科学 2023-09-25 Petar Radanliev

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…

计算机与社会 · 计算机科学 2013-09-02 Artus Krohn-Grimberghe Christoph Sorge

The Bitcoin digital currency appeared in 2009. Since this time, researchers and practitioners have looked under the hood of the open source Bitcoin currency, and discovered that Bitcoins Blockchain software architecture is useful for…

计算机与社会 · 计算机科学 2017-03-20 J. Prpić

Open data, as an essential element in the sustainable development of the digital economy, is highly valued by many relevant sectors in the implementation process. However, most studies suppose that there are only data providers and users in…

计算机科学与博弈论 · 计算机科学 2025-11-25 Qin Li , Bin Pi , Minyu Feng , Jürgen Kurths