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We determine the number of statistically significant factors in a forecast model using a random matrices test. The applied forecast model is of the type of Reduced Rank Regression (RRR), in particular, we chose a flavor which can be seen as…

统计金融 · 定量金融 2025-03-10 Andrés García Medina , Graciela González-Farías

Blockchain and its application on cryptocurrency transactions have gathered a lot of attention and popularity since the birth of the pioneer Bitcoin in 2009. More than 1500 cryptocurrencies are currently circulated in the market. The…

计算机与社会 · 计算机科学 2019-01-21 Gourang Aggarwal , Vimal Patel , Gaurav Varshney , Kimberly Oostman

Crypto-assets and central bank digital currencies (CBDCs) are reshaping how value is exchanged in distributed computing environments. These systems combine cryptographic primitives, protocol design, and system architectures to provide…

密码学与安全 · 计算机科学 2026-04-02 Matteo Nardelli , Francesco De Sclavis , Michela Iezzi

Financial time series have historically been assumed to be a martingale process under the Random Walk hypothesis. Instead of making investment decisions using the raw prices alone, various multimodal pattern matching algorithms have been…

统计金融 · 定量金融 2023-08-21 Minsuk Kim , Byungchul Kim , Junyeong Yong , Jeongwoo Park , Gyeongmin Kim

Composite development indicators used in policy making often subjectively aggregate a restricted set of indicators. We show, using dimensionality reduction techniques, including Principal Component Analysis (PCA) and for the first time…

综合经济学 · 经济学 2020-03-27 Anshul Verma , Orazio Angelini , Tiziana Di Matteo

The regulatory framework of cryptocurrencies (and, in general, blockchain tokens) is of paramount importance. This framework drives nearly all key decisions in the respective business areas. In this work, a computational model is proposed…

信息检索 · 计算机科学 2021-03-25 Elias Iosif , Klitos Christodoulou , Andreas Vlachos

Accurately forecasting Climate Policy Uncertainty (CPU) is essential for designing climate strategies that balance economic growth with environmental objectives. Elevated CPU levels can delay regulatory implementation, hinder investment in…

计量经济学 · 经济学 2026-01-21 Donia Besher , Anirban Sengupta , Tanujit Chakraborty

The European Central Bank (ECB) is working on the "digital euro", an envisioned retail central bank digital currency for the Euro area. In this article, we take a closer look at the "digital euro FAQ", which provides answers to 26…

计算机与社会 · 计算机科学 2026-01-27 Joe Cannataci , Benjamin Fehrensen , Mikolai Gütschow , Özgür Kesim , Bernd Lucke

As the blockchain ecosystem gets more mature many businesses, investors, and entrepreneurs are seeking opportunities on working with blockchain systems and cryptocurrencies. A critical challenge for these actors is to identify the most…

密码学与安全 · 计算机科学 2022-02-07 Elias Iosif , Klitos Christodoulou , Andreas Vlachos

Recent strides in economic complexity have shown that the future economic development of nations can be predicted with a single "economic fitness" variable, which captures countries' competitiveness in international trade. The predictions…

物理与社会 · 物理学 2022-06-03 Yucheng Ye , Shuqi Xu , Manuel Sebastian Mariani , Linyuan Lü

Cryptocurrencies are highly volatile financial instruments with more and more new retail investors joining the scene with each passing day. Bitcoin has always proved to determine in which way the rest of the cryptocurrency market is headed…

统计金融 · 定量金融 2024-11-22 Rahul Arulkumaran , Suyash Kumar , Shikha Tomar , Manideep Gongalla , Harshitha

We study the problem of predicting whether the price of the 21 most popular cryptocurrencies (according to coinmarketcap.com) will go up or down on day d, using data up to day d-1. Our C2P2 algorithm is the first algorithm to consider the…

机器学习 · 计算机科学 2019-06-04 Chongyang Bai , Tommy White , Linda Xiao , V. S. Subrahmanian , Ziheng Zhou

In order to track and comprehend the academic achievement of students, both private and public educational institutions devote a significant amount of resources and labour. One of the difficult issues that institutes deal with on a regular…

计算机与社会 · 计算机科学 2022-11-14 Bibhuprasad Mahakud , Bibhuti Parida , Ipsit Panda , Souvik Maity , Arpita Sahoo , Reeta Sharma

The development of Digital Economy sets its own requirements for the formation and development of so-called digital doubles and digital shadows of real objects (subjects/regions). An integral element of their development and application is…

综合经济学 · 经济学 2020-09-15 Olga G. Lebedinskaya

As the first decentralized digital currency introduced in 2009 together with the blockchain, Bitcoin offers new opportunities both for developed and developing countries. Bitcoin peer-to-peer transactions are independent of the banking…

物理与社会 · 物理学 2018-04-25 Francesco Parino , Mariano G. Beiro , Laetitia Gauvin

Utilizing graph analytics and learning has proven to be an effective method for exploring aspects of crypto economics such as network effects, decentralization, tokenomics, and fraud detection. However, the majority of existing research…

计算工程、金融与科学 · 计算机科学 2024-03-12 Bingqiao Luo

This paper explores various socioeconomic factors that contribute to individual financial success using machine learning algorithms and approaches. Financial success, a critical aspect of all individual's well-being, is a complex concept…

机器学习 · 计算机科学 2024-07-09 Michael Zhou , Ramin Ramezani

The latest advancements in Distributed Ledger Technology (DLT), and payment architectures such as the UK's New Payments Architecture, present opportunities for leveraging the hidden informational value and intelligence within payments. In…

分布式、并行与集群计算 · 计算机科学 2024-06-26 Panos Louvieris , Georgios Ioannou , Gareth White

There has been intensive research regarding machine learning models for predicting bankruptcy in recent years. However, the lack of interpretability limits their growth and practical implementation. This study proposes a data-driven…

风险管理 · 定量金融 2022-11-03 Wei Li , Wolfgang Karl Härdle , Stefan Lessmann

Circulation is the characteristic feature of successful currency systems, from community currencies to cryptocurrencies to national currencies. In this paper, we propose a network analysis approach especially suited for studying circulation…

物理与社会 · 物理学 2026-04-21 Carolina E S Mattsson , Teodoro Criscione , Frank W Takes