The paper examines how NFT valuations correlate with market data and social trends.
problem Predicting NFT valuations based on market data and social trends.
method Utilizes public market data, NFT metadata, and social trends data; employs linear regression and recurrent neural networks.
result Identifies correlations between NFT valuations and various features.
Deep learning predicts NFT prices with high accuracy.
problem Dynamic valuation of non-fungible tokens (NFTs).
method Trained deep learning model on Ethereum blockchain data.
result Highly accurate price predictions of NFTs.
Study identifies NFT whales driving the market with consistent high returns.
problem Lack of financial analysis of NFT trading ecosystem.
method Longitudinal study of 3.8M NFT transactions, classifying traders into whales, dolphins, and minnows.
result Top 0.1% of NFT traders (whales) drive the market with consistent, high returns.
NFTs raise concerns like scams, racism, and sexism; centralization vs decentralization debate.
problem Concerns and value judgments of stakeholders in NFT market.
method Mixed quantitative and qualitative methods: social media analysis and interviews.
result Identified financial scams, counterfeit NFTs, hacking, and unethical NFTs as major issues.
NFTs revolutionize art sales by providing proof of ownership.
problem Lack of provenance and authenticity in digital art.
method Analysis of major art NFT marketplaces.
result NFTs reduce the need for intermediaries in the art trade.
Article examines NFT market microstructure and trading risks.
problem Difficulty in distinguishing genuine NFTs from fads and scams.
method Analyzes price formation, market structure, and transparency.
result Provides due-diligence pointers to mitigate NFT trading risk.
NFTs with diverse rare attributes sell at higher prices.
problem Understanding how rarity affects NFT market dynamics.
method Analyzed 3.7M NFT transactions across 410 collections.
result Rarer NFTs sell for higher prices and are less risky.
We propose a new NFT price index to track the digital art market.
problem Lack of a comprehensive NFT price index.
method Developed a new methodology to create a NFT Price Index.
result Demonstrated the dynamics and performances of NFT markets.
Simplified NFT games discussed with methods for extracting value.
problem Issues influencing NFT games' structure and stability.
method Three methods for extracting value from NFT games.
result Various design constraints and mutual beneficial games.
Analyzes NFT market trends, trade networks, and visual features.
problem Understanding the structure and evolution of NFT market.
method Data analysis of 6.1 million trades of 4.7 million NFTs.
result NFTs form tight clusters and collections contain visually homogeneous objects.
Study predicts NFT bubbles using LPPL model.
problem Tackles bubble prediction of NFTs.
method Applied logarithmic periodic power law (LPPL) model to NFT price data.
result NFTs, Decentraland, and ArtBlocks are in bubbles, while Ethereum Name Service is in a negative bubble.
This paper explores using NFTs for patents, offering a framework and addressing challenges.
problem Lack of research in applying NFT to intellectual property, especially patents.
method Developed a layered conceptual NFT-based patent framework.
result Promotes transparency and liquidity in patent markets.
NFT art market shows strong preferential ties among sellers and buyers.
problem Reducing preferential ties in NFT art market.
method Analyzing NFT art sales data from multiple galleries.
result NFT art market is highly concentrated with preferential ties.
AI detects 38% NFT trades likely manipulated, improving on indirect methods.
problem Detecting crypto wash trading using indirect methods and leaked data.
method Public NFT data analysis, direct estimation, AI-based estimator.
result AI reduces estimation errors in NFT markets, improving on indirect methods.
This paper detects fraudulent trading in the NFT market.
problem Fraudulent activities like wash trading in the NFT market.
method Unsupervised learning using K-means clustering on market data.
result Identified groups of traders with suspicious behavior.
Study reveals investor behavior in NFT bubbles.
problem Understanding retail investor behavior in asset bubbles.
method Systematic study of NFTs using public blockchain data.
result Sophisticated investors outperform others in NFT bubbles.
NFT royalties boost creator earnings by sharing risk, reducing info asymmetry, and enabling price discrimination.
problem NFTs' royalties are criticized for being neutralized by speculators.
method Analyzes NFTs' royalties in various market conditions and their effects on creators.
result Royalties enable creators to capitalize on speculators' presence through risk sharing, info reduction, and price discrimination.
This paper examines unfair trading practices in NFT markets.
problem Sophisticated actors exploit market inefficiencies for unfair profits.
method Analyzes three types of opportunistic trading strategies.
result Identifies and categorizes unfair trading practices in NFT markets.
Generative model predicts NFT collection transactions based on early history.
problem Predict future transactions of newly minted NFT collections.
method Unsupervised learning to extract contexts, then generate future transactions.
result Projected market value of new NFT collections.
This paper examines challenges in analyzing NFT transaction data.
problem Challenges in analyzing NFT transaction data due to non-fungible nature and blockchain.
method Analysis of transaction history of eight NFT collections.
result Illustrates challenges such as price differentiation, lateral swaps, and volatility.
Study on price fluctuations in NFT market, showing heavy-tailed distributions and long-range memory.
problem Characterizing price fluctuations in NFT market.
method Analysis of capitalization, floor price, transactions, inter-transaction times, and volume value of NFTs.
result NFT market exhibits heavy-tailed probability distribution functions, well described by stretched exponentials, with long-range memory.
Study examines NFT market dynamics using correlation and noise analysis.
problem Understanding correlations and noise in NFT market.
method Used detrended correlation coefficient and correlation matrix analysis.
result Correlation strength in NFT market is lower than in cryptocurrency markets.
AnChain.AI detects NFT wash trading with 0.14% of transactions flagged.
problem NFT market manipulation through wash trading.
method Algorithm flags transactions within 30 days of repurchase.
result 0.14% of NFT transactions are involved in wash trading.
NFT learns group actions without knowing the data's structure.
problem Learning equivariant representations without knowing the data's structure.
method Neural Fourier Transform (NFT) framework for learning latent linear actions of groups.
result Linear equivariant features are equivalent to group invariants.
Cryptocurrency and NFT prices are highly correlated, mirroring historical bubbles.
problem Evaluating the wealth effect of cryptocurrency prices on real estate.
method Exploiting metaverse LAND and cryptocurrencies to track correlations and causality.
result Cryptocurrency prices Granger cause NFT LAND prices, similar to historical bubbles.
Sandbox LAND prices differ based on unit of account, affecting investment returns.
problem Investment returns vary based on how prices are denominated.
method Analyzed over 71,000 transactions to compare different units of account.
result Users are willing to pay more in SAND and less in wETH for transactions.
Paper introduces new actuarial-consistent valuations for insurance liabilities.
problem Valuation of insurance liabilities considering both financial and actuarial risks.
method Proposes two-step actuarial valuations and actuarial-consistent procedures.
result Actuarial-consistent valuations are equivalent to two-step actuarial valuations under coherence.
Paper recovers uncertainty from dynamic valuation rules.
problem Recovering latent uncertainty from observable valuation rules.
method Developed procedures to identify and characterize uncertainty structures from valuation rules.
result Valuation rules contain sufficient information to identify and recover uncertainty structures.
Study convolution of invariant valuations on Lie groups.
problem Understanding convolution of valuations on Lie groups.
method Explicit formula for left-invariant valuations, showing existence of smooth bi-invariant valuations, defining convolution on arbitrary Lie groups.
result Unified convolution operations on Lie groups.
SL(n) covariant valuations on Orlicz spaces are represented and characterized.
problem Representing SL(n) covariant valuations on Orlicz spaces.
method Representation theorem established for continuous, SL(n) covariant vector-valued valuations.
result Unique characterization of SL(n) covariant valuations as moment vectors.
Market valuation duration is 175 years, but drops to 46 years during crises.
problem Understanding the duration of market valuation and its impact on returns.
method Comparing market valuation ratios and dividends to estimate duration, analyzing the discount rate effect.
result Valuation duration is negatively correlated with market returns, with a robust out-of-sample R2 of 15%.
Paper simplifies default process modeling and credit valuation.
problem Modeling and pricing derivative securities with credit risk.
method Integrates default process, probability, and correlation into a unified framework.
result Risky valuation is Martingale in the proposed model.
Business cycles affect startup valuations, both directly and indirectly.
problem How do business cycles impact startup valuations?
method Structural Equation Model approach using a dataset of 1,089 venture capital investments.
result Business cycles impact startup valuations both directly and indirectly.
Classification of SL(n) covariant valuations on Orlicz spaces.
problem Classifying continuous SL(n) covariant valuations on Orlicz spaces.
method Complete classification without symmetric assumptions, focusing on moment matrix and a new functional in dimension two.
result The moment matrix is the only SL(n) covariant valuation for n≥3, and a new functional appears in dimension two.
We prove new kinematic formulas for tensor valuations and simplify previously known Crofton formulas by using the recently developed algebraic theory of translation invariant valuations. The heart of the paper is the computation of the Alesker-Fourier transform on the large class of spherical valuations, which is achie…
Classifies contravariant matrix-valued valuations on polytopes without continuity assumptions.
problem Classifying contravariant matrix-valued valuations on polytopes without continuity assumptions.
method Complete classification of contravariant matrix-valued valuations on polytopes in Rn without continuity assumptions. result The only such valuation is the general Lutwak-Yang-Zhang matrix in dimension n≥4, and a new function in dimension 3. Let SO+(p,q) denote the identity connected component of the real orthogonal group with signature (p,q). We give a complete description of the spaces of continuous and generalized translation- and SO+(p,q)-invariant valuations, generalizing Hadwiger's classification of Euclidean isometry-invari…
Study evaluates valuation models for UK companies using case studies.
problem Determining how accounting numbers affect business value.
method Comprehensive review of three valuation models: FCFVM, REVM, AEGM.
result Accounting numbers through valuation models can affect business value.
This paper proposes a paradigm shift in the valuation of long term annuities, away from classical no-arbitrage valuation towards valuation under the real world probability measure. Furthermore, we apply this valuation method to two examples of annuity products, one having annual payments linked to a mortality index and…
This paper provides intuition on the relationship of accrual and mark-to-market valuation for cash and forward interest rate trades. Discounted cashflow valuation is compared to spread-based valuation for forward trades, which explains the trader's view on valuation. This is followed by Taylor series approximation for …
The classification of continuous, translation invariant Minkowski valuations which are contravariant (or covariant) with respect to the complex special linear group is established in a 2-dimensional complex vector space. Every such valuation is given by the sum of a valuation of degree of homogeneity 1 and 3. In dimens…
Computes tube formulas for valuations in complex space forms.
problem Computing values of valuations on complex space forms.
method Develops tube formulas for valuations in complex space forms and generalizes classical formulas.
result Generalizes classical formulas of Weyl, Gray and others.
This paper addresses credit valuation adjustment with a new closeout convention.
problem Accurate estimation of financial claim value considering counterparty credit risk.
method Theoretical and computational analysis of a nonlinear valuation system using neural networks.
result A neural network-based algorithm effectively solves the high-dimensional nonlinear valuation system.
Classifies SL(n) covariant matrix-valued valuations on Lp-spaces.
problem Classifying SL(n) covariant matrix-valued valuations on Lp-spaces.
method Established a complete classification for continuous and SL(n) covariant matrix-valued valuations on Lp(Rn,|x|2dx), eliminating matrix symmetry assumption.
result Unique characterization of such valuations by the moment matrix in n>2, rotation matrix in 2D.
Existence of smooth valuations on subspaces is shown for certain conditions.
problem Existence of smooth valuations on subspaces with given restrictions.
method Analyzing compatibility and using recursive descriptions of the cosine transform.
result Compatibility is sufficient for extensibility in certain regimes.
Develops a new method to study algebraic tangent cones of sheaves using valuations.
problem Analyzing tangent cones of torsion-free sheaves on algebraic varieties.
method Introduces a slope stability theory and uses it to define a canonical tangent cone for quasi-regular valuations.
result Shows the existence of a canonical tangent cone for torsion-free sheaves, up to equivalence.
We study the properties of the multiplicative structure on valuations on convex sets. We prove a new version of the hard Lefschetz theorem for even translation invariant continuous valuations, and discuss related problems of integral geometry. Then we formulate a conjectural analogue of this result for odd valuations.
We give an explicit classification of translation-invariant, Lorentz-invariant continuous valuations on convex sets. We also classify the Lorentz-invariant even generalized valuations.