A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Study reveals widespread manipulation of meme coins, leading to significant economic losses.
New system resists meme coin copy trading bots.
Paper introduces a method to assess liquidity risk in meme tokens using entity-linked address analysis.
Study detects endogenous bubbles in meme stocks using CI.
Study finds meme stocks have unique price and social media dynamics.
Paper detects social media influencers affecting financial markets.
New dataset and models detect cryptocurrency bubbles using social media data.
Paper tests for time-varying entropy in stock prices, finding periods of inefficiency.
Bitcoin draws the highest degree of attention among cryptocurrencies, while coin mining is one of the most important fashion of profiting in the Bitcoin ecosystem. This paper constructs fresh coin circulation networks by tracking the fresh coin transfer routes with transaction referencing in Bitcoin blockchain. This pa…
We present a new Bitcoin coin selection algorithm, "coin selection with leverage", which aims to improve upon cost savings than that of standard knapsack like approaches. Parameters to the new algorithm are available to be tuned at the users discretion to address other goals of coin selection. Our approach naturally fi…
Study reveals strong price correlations between major and alt-coins.
We empirically verify that the market capitalisations of coins and tokens in the cryptocurrency universe follow power-law distributions with significantly different values, with the tail exponent falling between 0.5 and 0.7 for coins, and between 1.0 and 1.3 for tokens. We provide a rationale for this, based on a simpl…
Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally efficient approximations. We showcase the usefulness of the proposed method, its eq…
Given a mixture between two populations of coins, "positive" coins that each have -- unknown and potentially different -- bias and "negative" coins with bias , we consider the task of estimating the fraction of positive coins to within additive error . We achieve an upper a…
Automated market-making for CBDCs and stable coins on blockchain.
A decentralized online quantum cash system, called qBitcoin, is given. We design the system which has great benefits of quantization in the following sense. Firstly, quantum teleportation technology is used for coin transaction, which prevents from the owner of the coin keeping the original coin data even after sending…
New coin sampling method for Bayesian inference without learning rates.
Stablecoins are unstable, but some are more stable than others.
Cryptocurrency prices predicted using LSTM, SVM, and polynomial regression.
WSB's investment advice significantly outperformed the S&P500 over 3 years, but not consistently.
Quantum walks blend patterns into splines when averaged.
New algorithm closes empirical gap in PFSGD performance.
Examines various types of cryptocurrencies and their economic properties.
We study capital process behavior in the fair-coin game and biased-coin games in the framework of the game-theoretic probability of Shafer and Vovk (2001). We show that if Skeptic uses a Bayesian strategy with a beta prior, the capital process is lucidly expressed in terms of the past average of Reality's moves. From t…
We discuss several uses of blockchain (and, more generally, distributed ledger) technologies outside of cryptocurrencies with a pragmatic view. We mostly focus on three areas: the role of coin economies for what we refer to as data malls (specialized data marketplaces); data provenance (a historical record of data and …
COIN++ compresses multiple data types efficiently.
Paper tightens PAC-Bayes bounds using coin-betting for better estimates.
Predicts cryptocurrency pump probability using sequence-based neural networks.
SFC aims to protect the Amazon with a digital currency and smart contracts.
We study multistep Bayesian betting strategies in coin-tossing games in the framework of game-theoretic probability of Shafer and Vovk (2001). We show that by a countable mixture of these strategies, a gambler or an investor can exploit arbitrary patterns of deviations of nature's moves from independent Bernoulli trial…
We build examples of properly convex projective manifold which have finite volume, are not compact, nor hyperbolic in every dimension . On the way, we build Zariski-dense discrete subgroups of $\SL_{n+1}(\R)$ which are not lattice, nor Schottky groups. Moreover, the open properly convex set is…
We study a coin-tossing model used by a ratings agency to justify the sale of constant proportion debt obligations (CPDOs), and prove that it was impossible for CPDOs to achieve in a finite lifetime the Cash-In event of doubling its capital. In the best-case scenario of a two-headed coin, we show that the goal of attai…
This paper discusses the potential impacts of the so-called `initial coin offerings', and of several developments based on distributed ledger technology (`DLT'), on corporate governance. While many academic papers focus mainly on the legal qualification of DLT and crypto-assets, and most notably in relation to the pote…
We derive some results on contrarian and one-sided strategies by Skeptic for the fair-coin game in the framework of the game-theoretic probability of Shafer and Vovk \cite{sv}. In particular, concerning the rate of convergence of the strong law of large numbers (SLLN), we prove that Skeptic can force that the convergen…
Optimizes cryptocurrency trading pairs for efficiency and decentralization.
Maker Protocol manages Dai stable coin on Ethereum blockchain.
New algorithms learn latent variable models without tuning, outperforming existing methods.
Study sets a nontrivial upper limit on return forecasting accuracy.
A crypto coin designed to provide a stabilization instrument backed up by minded like financial investments instruments to maintain the purchase value of savings across time, in order to construct new tools for unstable economies.
This paper explores using nonlinear control for robust logarithmic growth in coin flipping games.
Deep learning methods achieve state-of-the-art performance in many application scenarios. Yet, these methods require a significant amount of hyperparameters tuning in order to achieve the best results. In particular, tuning the learning rates in the stochastic optimization process is still one of the main bottlenecks. …
New digital currency aims for equal wealth distribution.
Study reveals RL game's embedding space is stratified, not a manifold.
New algorithms for sampling in constrained domains without learning rates.
We propose a novel approach to multimodal sentiment analysis using deep neural networks combining visual analysis and natural language processing. Our goal is different than the standard sentiment analysis goal of predicting whether a sentence expresses positive or negative sentiment; instead, we aim to infer the laten…
Study replicability in high-dimensional statistics, resolving open problems.
Model predicts jump risk premia influencing cryptocurrency futures and option performance.
In this article, I will present a paradox whose purpose is to draw your attention to an important topic in finance, concerning the non-independence of the financial returns (non-ergodic hypothesis). In this paradox, we have two people sitting at a table separated by a black sheet so that they cannot see each other and …