中文
相关论文

相关论文: Bootstrapping Liquidity in BTC-Denominated Predict…

200 篇论文

We consider a prediction market in which all aspects are controlled by market forces, in particular the correct outcomes of events are decided by the market itself rather than by trusted arbiters. This kind of a decentralized prediction…

密码学与安全 · 计算机科学 2017-03-09 Iddo Bentov , Alex Mizrahi , Meni Rosenfeld

In Decentralized Finance (DeFi), automated market makers typically implement liquidity provisioning protocols. These protocols allow third-party liquidity providers (LPs) to provide assets to facilitate trade in exchange for fees. This…

计算机科学与博弈论 · 计算机科学 2025-07-29 Adithya Bhaskara , Rafael Frongillo , Maneesha Papireddygari

Limited access to computing resources and training data poses significant challenges for individuals and groups aiming to train and utilize predictive machine learning models. Although numerous publicly available machine learning models…

机器学习 · 计算机科学 2023-07-31 Matthew T. Pisano , Connor J. Patterson , Oshani Seneviratne

Prediction markets allow traders to bet on potential future outcomes. These markets exist for weather, political, sports, and economic forecasting. Within this work we consider a decentralized framework for prediction markets using…

数理金融 · 定量金融 2025-01-10 Hamed Amini , Maxim Bichuch , Zachary Feinstein

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

In recent years, cryptocurrencies have attracted growing attention from both private investors and institutions. Among them, Bitcoin stands out for its impressive volatility and widespread influence. This paper explores the predictability…

统计金融 · 定量金融 2025-04-29 Grégory Bournassenko

The limit order book mechanism has been the core trading mechanism of the modern financial market. In the cryptocurrency market, centralized exchanges also adopt this limit order book mechanism and a centralized matching engine dynamically…

计算工程、金融与科学 · 计算机科学 2022-12-21 Yeonwoo Jeong , Chanyoung Jeoung , Hosan Jeong , SangYoon Han , Juntae Kim

The cryptocurrency market is amongst the fastest-growing of all the financial markets in the world. Unlike traditional markets, such as equities, foreign exchange and commodities, cryptocurrency market is considered to have larger…

综合金融 · 定量金融 2020-04-06 Fan Fang , Waichung Chung , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , Fan Wu

Prediction markets rely on liquidity to convert trades into informative prices, yet existing mechanisms fix liquidity ex ante. This restriction enforces a static trade-off between price responsiveness and worst-case loss despite inherently…

计算机科学与博弈论 · 计算机科学 2026-05-12 Enrique Nueve , Bao Nguyen , Rafael Frongillo , Bo Waggoner

Decentralized Finance (DeFi) is a nascent set of financial services, using tokens, smart contracts, and blockchain technology as financial instruments. We investigate four possible drivers of DeFi returns: exposure to cryptocurrency market,…

计算金融 · 定量金融 2024-03-07 Florentina Şoiman , Guillaume Dumas , Sonia Jimenez-Garces

The rise of Decentralized Finance ("DeFi") on the Ethereum blockchain has enabled the creation of lending platforms, which serve as marketplaces to lend and borrow digital currencies. We first categorize the activity of lending platforms…

交易与市场微观结构 · 定量金融 2022-06-08 Michael Darlin , Georgios Palaiokrassas , Leandros Tassiulas

Bitcoin is firmly becoming a mainstream asset in our global society. Its highly volatile nature has traders and speculators flooding into the market to take advantage of its significant price swings in the hope of making money. This work…

机器学习 · 计算机科学 2021-10-29 Nathan Crone , Eoin Brophy , Tomas Ward

Crowdfunding platforms face high transaction fees, need for more transparency, and trust deficits. These issues deter contributors and entrepreneurs from effectively leveraging crowdfunding for innovation and growth. Blockchain technology…

计算工程、金融与科学 · 计算机科学 2025-01-22 Mustafa Savas Unsal

This paper conducts an extensive analysis of Bitcoin return series, with a primary focus on three volatility metrics: historical volatility (calculated as the sample standard deviation), forecasted volatility (derived from GARCH-type…

交易与市场微观结构 · 定量金融 2024-01-05 Cristina Chinazzo , Vahidin Jeleskovic

Decentralized finance (DeFi) has revolutionized the financial landscape, with protocols like Uniswap offering innovative automated market-making mechanisms. This article explores the development of a backtesting framework specifically…

数理金融 · 定量金融 2024-10-15 Andrey Urusov , Rostislav Berezovskiy , Yury Yanovich

Stablecoins have emerged as a significant component of global financial infrastructure, with aggregate market capitalization surpassing USD250 billion in 2025. Their increasing integration into payment and settlement systems has…

风险管理 · 定量金融 2025-10-14 Hongzhe Wen , R. S. M. Lau

Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…

计算金融 · 定量金融 2025-10-10 Kairan Hong , Jinling Gan , Qiushi Tian , Yanglinxuan Guo , Rui Guo , Runnan Li

Decentralized Exchanges (DEXs) are new types of marketplaces leveraging Blockchain technology. They allow users to trade assets with Automatic Market Makers (AMM), using funds provided by liquidity providers, removing the need for order…

计算机科学与博弈论 · 计算机科学 2023-02-08 Yogev Bar-On , Yishay Mansour

We outline a token model for Truebit, a retrofitting, blockchain enhancement which enables secure, community-based computation. The model addresses the challenge of stable task pricing, as raised in the Truebit whitepaper, without appealing…

密码学与安全 · 计算机科学 2019-08-09 Jason Teutsch , Sami Mäkelä , Surya Bakshi

Decentralized Finance (DeFi), in which digital assets are exchanged without trusted intermediaries, has grown rapidly in value in recent years. The global DeFi ecosystem is fragmented into multiple blockchains, fueling the demand for…

密码学与安全 · 计算机科学 2024-10-16 Daniël Reijsbergen , Bretislav Hajek , Tien Tuan Anh Dinh , Jussi Keppo , Henry F. Korth , Anwitaman Datta
‹ 上一页 1 2 3 10 下一页 ›