arXiv research

Study shows SEC crypto classification led to significant market reactions.

Large language models learn company embeddings from SEC filings.

Paper proposes a comprehensive taxonomy for crypto assets.

Meta clustering categorizes learners for collaborative learning.

We establish a new algebraic characterization of sectional curvature bounds $\sec\geq k$ and $\sec\leq k$ using only curvature terms in the Weitzenböck formulae for symmetric $p$-tensors. By introducing a symmetric analogue of the Kulkarni-Nomizu product, we provide a simple formula for such curvature terms. We also gi…

Despite being described as a medium of exchange, cryptocurrencies do not have the typical attributes of a medium of exchange. Consequently, cryptocurrencies are more appropriately described as crypto assets. A common investment attribute shared by the more than 2,500 crypto assets is that they are highly volatile. An i…

Investors prioritize ESG in crypto-assets, showing higher exposure than traditional assets.

This study links blockchain design to cryptos' distributional characteristics.

Estimates crypto risk premia using hidden factors and finds significant integration with traditional markets.

This paper analyzes crypto white papers under MiCAR, highlighting NLP's role.

We propose a modelling framework for the optimal selection of crypto assets. Crypto assets differ by two essential features: security (technological) and stability (governance). Investors make choices over crypto assets similarly to how they make choices by using a recommender app: the app presents each investor with a…

Study shows fiduciary duty reduces municipal bond yields by 9% after SEC rule.

We classify four-dimensional shrinking Ricci solitons satisfying $Sec \geq \frac{1}{24} R$, where $Sec$ and $R$ denote the sectional and the scalar curvature, respectively. They are isometric to either $\mathbb{R}^{4}$ (and quotients), $\mathbb{S}^{4}$, $\mathbb{RP}^{4}$ or $\mathbb{CP}^{2}$ with their standard metrics…

New framework detects crypto wash trading using liquidity measures.

The study analyzes trading imbalances from SEC Form 13F-HR filings to identify profitable trading opportunities.

ChatGPT launch boosted AI-related crypto assets by 10.7% to 15.6%.

We explore inverse and quanto inverse crypto options, their pricing, and applications.

New rigidity results for critical metrics with curvature pinching.

Method tracks change-points in crypto-assets extremes.

Study reveals jumps in crypto markets predict future prices.

Crypto-assets perform better than gold as safe-havens during market crashes.

Study shows how crypto asset liquidity is affected by wash trading and proposes treatment to reduce liquidity diffusion.

SVAR-LiNGAM reveals causal order in crypto-asset markets.

We study Weil-Petersson (WP) geodesics with narrow end invariant and develop techniques to control length-functions and twist parameters along them and prescribe their itinerary in the moduli space of Riemann surfaces. This class of geodesics is rich enough to provide for examples of closed WP geodesics in the thin par…

Blockchain technology and, in particular, blockchain-based cryptocurrencies offer us information that has never been seen before in the financial world. In contrast to fiat currencies, all transactions of crypto-currencies and crypto-tokens are permanently recorded on distributed ledgers and are publicly available. As …

Study models crypto markets using multi-agent reinforcement learning.

Paper reviews Viro's definition of Khovanov homology for tangles.

Study finds strong link between crypto narratives and prices.

We investigate length decreasing maps $f:M\to N$ between Riemannian manifolds $M$, $N$ of dimensions $m\ge 2$ and $n$, respectively. Assuming that $M$ is compact and $N$ is complete such that $$\sec_M>-σ\quad\text{and}\quad{\Ric}_M\ge(m-1)σ\ge(m-1)\sec_N\ge-μ,$$ where $σ$, $μ$ are positive constants, we show that the m…

Quantum crypto-economics models price risks in blockchain technology.

Study reveals structure of Bitcoin's crypto flow network.

We consider minimal maps $f:M\to N$ between Riemannian manifolds $(M,\mathrm{g}_M)$ and $(N,\mathrm{g}_N)$, where $M$ is compact and where the sectional curvatures satisfy $\sec_N\le σ\le \sec_M$ for some $σ>0$. Under certain assumptions on the differential of the map and the second fundamental form of the graph $Γ(f)$…

A Lorentzian manifold is defined here as a smooth pseudo-Riemannian manifold with a metric tensor of signature ((2n +1, 1)). A Robinson manifold is a Lorentzian manifold (M) of dimension (\geqslant 4) with a subbundle (N) of the complexification of (TM) such that the fibers of (N\to M) are maximal totally null (isotrop…

New framework predicts crypto volatility, outperforming traditional models.

Crypto markets show negative spillovers between chains, not positive co-movements.

Bitcoins have emerged as a possible competitor to usual currencies, but other crypto-currencies have likewise appeared as competitors to the Bitcoin currency. The expanding market of crypto-currencies now involves capital equivalent to $10^{10}$ US Dollars, providing academia with an unusual opportunity to study the em…

The year 2017 saw the rise and fall of the crypto-currency market, followed by high variability in the price of all crypto-currencies. In this work, we study the abrupt transition in crypto-currency residuals, which is associated with the critical transition (the phenomenon of critical slowing down) or the stochastic t…

Crypto simulations show HODL strategy loads risk onto most investors, with macro-sentiment affecting returns.

This paper develops a new framework to assess crypto portfolio risk using simulation methods.

Study examines how crypto arbitrage affects XRP price and network correlation.

Research identifies four motivational groups for crypto-metaverse landowners.

Study uses LLMs to generate investor briefs from company reports and SEC filings.

We show that in each dimension $n\ge 10$ there exist infinite sequences of homotopy equivalent but mutually non-homeomorphic closed simply connected Riemannian $n$-manifolds with $0\le \sec\le 1$, positive Ricci curvature and uniformly bounded diameter. We also construct open manifolds of fixed diffeomorphism type whic…

Fine-grained event tagging system for SEC 8-K filings improves precision to 96%.

Study finds Binance's tether-margined contracts significantly impact bitcoin volatility.

Reinforcement learning crypto agent achieves high returns on Bitcoin derivatives.

Paper uses AI to optimize crypto portfolios, showing better risk-adjusted returns.

The study of fibrations of the target manifolds of string/M/F-theories has provided many insights to the dualities among these theories or even as a tool to build up dualities since the work of Strominger, Yau, and Zaslow on the Calabi-Yau case. For M-theory compactified on a Joyce manifold $M^7$, the fact that $M^7$ i…