相关论文: Can AI Detect Wash Trading? Evidence from NFTs

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…

Technical analysis is used to discover investment opportunities. To test this hypothesis we propose an hybrid system using machine learning techniques together with genetic algorithms. Using technical analysis there are more ways to…

Money laundering is a global phenomenon with wide-reaching social and economic consequences. Cryptocurrencies are particularly susceptible due to the lack of control by authorities and their anonymity. Thus, it is important to develop new…

The aim of this paper is to investigate the effect of a novel method called linear law-based feature space transformation (LLT) on the accuracy of intraday price movement prediction of cryptocurrencies. To do this, the 1-minute interval…

This study delves into the analysis of financial markets through the lens of Wyckoff Phases, a framework devised by Richard D. Wyckoff in the early 20th century. Focusing on the accumulation pattern within the Wyckoff framework, the…

Deep neural networks (DNNs) are powerful types of artificial neural networks (ANNs) that use several hidden layers. They have recently gained considerable attention in the speech transcription and image recognition community (Krizhevsky et…

The explosive growth of non-fungible tokens (NFTs) on Web3 has created a new frontier for digital art and collectibles, but also an emerging space for fraudulent activities. This study provides an in-depth analysis of NFT rug pulls, which…

This research presents a novel approach to predicting option movements by analyzing residual transactions, which are trades that deviate from standard hedging activities. Unlike traditional methods that primarily focus on open interest and…

In this paper we investigate the correlation between NFT valuations and various features from three primary categories: public market data, NFT metadata, and social trends data.

With the rise of "Metaverse" and "Web 3.0", Non-Fungible Token (NFT) has emerged as a kind of pivotal digital asset, garnering significant attention. By the end of March 2024, more than 1.7 billion NFTs have been minted across various…

The potential of machine learning to automate and control nonlinear, complex systems is well established. These same techniques have always presented potential for use in the investment arena, specifically for the managing of equity…

Cryptocurrencies, such as Bitcoin, are one of the most controversial and complex technological innovations in today's financial system. This study aims to forecast the movements of Bitcoin prices at a high degree of accuracy. To this aim,…

Pixels and market cycles both move NFT prices. Non-fungible tokens (NFTs) are unique digital assets, often used to represent ownership of digital art, collectibles, and other media, secured on blockchain networks like Ethereum. The rise of…

Non-Fungible Tokens (NFTs) have recently surged to mainstream attention by allowing the exchange of digital assets via blockchains. NFTs have also been adopted by artists to sell digital art. One of the promises of NFTs is broadening…

Online game involves a very large number of users who are interconnected and interact with each other via the Internet. We studied the characteristics of exchanging virtual goods with real money through processes called "real money trading…

Money laundering is a global problem that concerns legitimizing proceeds from serious felonies (1.7-4 trillion euros annually) such as drug dealing, human trafficking, or corruption. The anti-money laundering systems deployed by financial…

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…

We study Nash equilibria for inventory-averse high-frequency traders (HFTs), who trade to exploit information about future price changes. For discrete trading rounds, the HFTs' optimal trading strategies and their equilibrium price impact…

Every year, criminals launder billions of dollars acquired from serious felonies (e.g., terrorism, drug smuggling, or human trafficking) harming countless people and economies. Cryptocurrencies, in particular, have developed as a haven for…

Do online narratives leave a measurable imprint on prices in markets for digital or cultural goods? This paper evaluates how community attention and sentiment relate to valuation in major Ethereum NFT collections after accounting for time…