相关论文: Cryptocurrency Bubble Detection: A New Stock Marke…
We present a heuristic argument for the propensity of Topological Data Analysis (TDA) to detect early warning signals of critical transitions in financial time series. Our argument is based on the Log-Periodic Power Law Singularity (LPPLS)…
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…
Social media have quickly become a prevalent channel to access information, spread ideas, and influence opinions. However, it has been suggested that social and algorithmic filtering may cause exposure to less diverse points of view, and…
One of the defining features of Bitcoin and the thousands of cryptocurrencies that have been derived from it is a globally visible transaction ledger. While Bitcoin uses pseudonyms as a way to hide the identity of its participants, a long…
Accurately assessing financial risk requires capturing both individual asset volatility and the complex, asymmetric dependence structures that emerge during extreme market events. While modern diffusion-based models have advanced…
An explosion of interest in Non-Fungible Tokens (NFTs) has led to the emergence of vibrant online marketplaces that enable users to buy, sell and create digital assets. Largely considered contractual representations of digital artworks,…
The problem of anomaly detection has been studied for a long time. In short, anomalies are abnormal or unlikely things. In financial networks, thieves and illegal activities are often anomalous in nature. Members of a network want to detect…
This paper proposes a simple and parsimonious discrete-time simulation model to describe the endogenous formation and periodic collapse of financial bubbles. While existing literature has extensively explored the statistical properties of…
The use of Social media to share content is on a constant rise. One of the capsize effect of information sharing on Social media includes the spread of sensitive information on the public domain. With the digital gadget market becoming…
The first six months of 2018 saw cryptocurrency thefts of $761 million, and the technology is also the latest and greatest tool for money laundering. This increase in crime has caused both researchers and law enforcement to look for ways to…
Recent advancements in money laundering detection have demonstrated the potential of using graph neural networks to capture laundering patterns accurately. However, existing models are not explicitly designed to detect the diverse patterns…
Cryptocurrency, the most controversial and simultaneously the most interesting asset, has attracted many investors and speculators in recent years. The visibly significant market capitalization of cryptos also motivates modern financial…
Blockchain technology has revolutionized financial markets by enabling decentralized exchanges (DEXs) that operate without intermediaries. Uniswap V2, a leading DEX, facilitates the rapid creation and trading of new tokens, which offer high…
Social events reflect the dynamics of society and, here, natural disasters and emergencies receive significant attention. The timely detection of these events can provide organisations and individuals with valuable information to reduce or…
Cryptocurrencies and Bitcoin, in particular, are prone to wild swings resulting in frequent jumps in prices, making them historically popular for traders to speculate. A better understanding of these fluctuations can greatly benefit crypto…
This paper explores neural network-based approaches for algorithmic trading in cryptocurrency markets. Our approach combines multi-timeframe trend analysis with high-frequency direction prediction networks, achieving positive risk-adjusted…
Reddit's WallStreetBets (WSB) community has come to prominence in light of its notable role in affecting the stock prices of what are now referred to as meme stocks. Yet very little is known about the reliability of the highly speculative…
Correlations between random variables play an important role in applications, e.g.\ in financial analysis. More precisely, accurate estimates of the correlation between financial returns are crucial in portfolio management. In particular,…
Research on social bot detection plays a crucial role in maintaining the order and reliability of information dissemination while increasing trust in social interactions. The current mainstream social bot detection models rely on black-box…
The financial industry poses great challenges with risk modeling and profit generation. These entities are intricately tied to the sophisticated prediction of stock movements. A stock forecaster must untangle the randomness and…