相关论文: Measuring Memecoin Fragility
The growing prominence of cryptocurrencies has triggered widespread public engagement and increased speculative activity, particularly on social media platforms. This study introduces a novel classification framework for identifying…
This paper focuses on a dynamic multi-asset mean-variance portfolio selection problem under model uncertainty. We develop a continuous time framework for taking into account ambiguity aversion about both expected return rates and…
Blockchains offer strong security guarantees, but they cannot protect the ordering of transactions. Powerful players, such as miners, sequencers, and sophisticated bots, can reap significant profits by selectively including, excluding, or…
Turing completeness has made Ethereum smart contracts attractive to blockchain developers and attackers alike. To increase code security, many tools can now spot most known vulnerabilities$-$at the cost of production efficiency. Recent…
This paper provides an extensive examination of a sizable dataset of English tweets focusing on nine widely recognized cryptocurrencies, specifically Cardano, Binance, Bitcoin, Dogecoin, Ethereum, Fantom, Matic, Shiba, and Ripple. Our…
The recent emergence of cryptocurrencies such as Bitcoin and Ethereum has posed possible alternatives to global payments as well as financial assets around the globe, making investors and financial regulators aware of the importance of…
Identifying the structural dependence between the cryptocurrencies and predicting market trend are fundamental for effective portfolio management in cryptocurrency trading. In this paper, we present a unified Bayesian framework based on…
The review introduces the history of cryptocurrencies, offering a description of the blockchain technology behind them. Differences between cryptocurrencies and the exchanges on which they are traded have been shown. The central part…
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 the dependency and causality structure of the cryptocurrency market investigating collective movements of both prices and social sentiment related to almost two thousand cryptocurrencies traded during the first six months of 2018.…
Monero is a privacy-centric cryptocurrency that allows users to obscure their transactions by including chaff coins, called "mixins," along with the actual coins they spend. In this paper, we empirically evaluate two weaknesses in Monero's…
Measuring the vulnerability of communities in complex network has become an important topic in the research of complex system. Numerous existing vulnerability measures have been proposed to solve such problems, however, most of these…
As new project upgrading the blockchain industry, novel forms of attack challenges developers to rethink about the design of their innovations. In the growth stage of the development, Decentralized Autonomous Organizations (DAO) introduces…
This paper contextualises the common queries of "why is crypto crashing?" and "why is crypto down?", the research transcends beyond the frequent market fluctuations to unravel how cryptocurrencies fundamentally work and the step-by-step…
The recent developments and research in distributed ledger technologies and blockchain have contributed to the increasing adoption of distributed systems. To collect relevant insights into systems' behavior, we observe many evaluation…
This study develops and analyzes an optimization model of smart contract adoption under bounded risk, linking structural theory with simulation and real-world validation. We examine how adoption intensity alpha is structurally pinned at a…
We investigate the behaviour of cryptocurrencies using data for bitcoin, ethereum and ripple which account for over 70% of the cryptocurrency market. We demonstrate that $\alpha$-stable distribution is an appropriately sufficient model for…
A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…
Aggregate metacognitive quality scores mask within-model variation across MMLU benchmark domains. We administered 1,500 MMLU items (250 per domain, under an a priori six-domain grouping) to 33 frontier LLMs from eight model families and…
Futures are contracts obligating the exchange of an asset at a predetermined date and price, notable for their high leverage and liquidity and, therefore, thrive in the Crypto market. RL has been widely applied in various quantitative…