相关论文: Measuring Memecoin Fragility
This study identifies the key factors influencing the price movements of major cryptocurrencies, Bitcoin, Binance Coin, Ethereum, Litecoin, Ripple, and Tether, using Bayesian networks (BNs). This study addresses two key challenges:…
We develop a strong diagnostic for bubbles and crashes in bitcoin, by analyzing the coincidence (and its absence) of fundamental and technical indicators. Using a generalized Metcalfe's law based on network properties, a fundamental value…
The Metaverse, an immersive virtual world, has emerged as a shared space where people engage in various activities ranging from social interactions to commerce. Cryptocurrencies [3] and Non-Fungible Tokens (NFTs) [6] play pivotal roles…
Blockchain technology, which has been known by mostly small technological circles up until recently, is bursting throughout the globe, with a potential economic and social impact that could fundamentally alter traditional financial and…
Ethereum smart contracts are highly powerful, immutable, and able to retain massive amounts of tokens. However, smart contracts keep attracting attackers to benefit from smart contract flaws and Ethereum unexpected behavior. Thus,…
Volatility, as a primary indicator of financial risk, forms the foundation of classical frameworks such as Markowitz's Portfolio Theory and the Efficient Market Hypothesis (EMH). However, its conventional use rests on assumptions-most…
Blockchain programs (also known as smart contracts) manage valuable assets like cryptocurrencies and tokens, and implement protocols in domains like decentralized finance (DeFi) and supply-chain management. These types of applications…
Following the birth of Bitcoin and the introduction of the Ethereum ERC20 protocol a decade ago, recent years have witnessed a growing number of cryptographic tokens that are being introduced by researchers, private sector companies and…
The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces…
The `Black Thursday' crisis in cryptocurrency markets demonstrated deleveraging risks in over-collateralized non-custodial stablecoins. We develop a stochastic model that helps explain deleveraging crises in these over-collateralized…
Multi-agent LLM systems are increasingly used to solve complex tasks through decomposition, debate, specialization, and ensemble reasoning. However, these systems are usually evaluated in terms of robustness: whether performance is…
By investigating nonfungible tokens (NFTs), we provide the first systematic study of retail investor behavior through asset bubbles. Given that NFTs are recorded in public blockchains, we are able to track investor behavior over time,…
Layer-2 (L2) blockchains inherit Ethereums security guarantees while reducing gas fees. As a result, they are gaining traction among traders at Automated Market Makers (AMMs), sparking debate over whether they contribute to liquidity…
Financial analyses of stock markets rely heavily on quantitative approaches in an attempt to predict subsequent or market movements based on historical prices and other measurable metrics. These quantitative analyses might have missed out…
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…
Recent initiatives related to the Metaverse focus on better visualisation, like augmented or virtual reality, but also persistent digital objects. To guarantee real ownership of these digital objects, open systems based on public…
Scalability is a common issue among the most used permissionless blockchains, and several approaches have been proposed accordingly. As Ethereum is set to be a solid foundation for a decentralized Internet web, the need for tackling…
Recent empirical evidence has highlighted the crucial role of jumps in both price and volatility within the cryptocurrency market. In this paper, we integrate price--volatility co-jumps and volatility short-term dependency into a coherent…
Cryptocurrencies aim to replicate physical cash in the digital realm while removing centralized and trusted intermediaries. Decentralization is achieved by the blockchain, a permanent public ledger that contains a record of every…
Software built on poor structural patterns often shows higher exposure to security defects. When code differs from established best practices, verification and maintenance become increasingly difficult, thereby raising the risk of…