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arXiv research

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.

168,694 papers · 148 categories

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58117175233 · Jun 202019922001200920172026
48 results for mining costs

The paper explores how mining costs, rewards, and blockchain security are interconnected.

problem Understanding the interdependencies between mining costs, mining rewards, and blockchain security.
method Theoretical derivation and empirical analysis using daily crypto market data and autoregressive distributed lag approach.
result Cryptocurrency price and mining rewards are intrinsically linked to blockchain security outcomes.

Bitcoin mining costs remain stable despite increased activity.

problem Stability of Bitcoin mining costs despite rising energy consumption.
method Estimation of global energy cost over a decade, considering changing oil costs and technological improvements.
result The cost of Bitcoin mining has remained relatively stable since 2010, relative to the volume of transactions.

Most cryptocurrencies rely on Proof-of-Work (PoW) "mining" for resistance to Sybil and double-spending attacks, as well as a mechanism for currency issuance. Hashcash PoW has successfully secured the Bitcoin network since its inception, however, as the network has expanded to take on additional value storage and transa…

2019-11-12abs ↗pdf ↗

This paper analyzes the profitability of selfish mining on blockchain, considering the risk of ruin.

problem The profitability of selfish mining on blockchain, considering the risk of ruin.
method Formulated a stochastic model and used tools from applied probability and analysis to determine expected profit.
result Explicit expressions for expected profit under different scenarios were derived, identifying conditions for selfish mining as a strategic advantage.

As more data are produced each day, and faster, data stream mining is growing in importance, making clear the need for algorithms able to fast process these data. Data stream mining algorithms are meant to be solutions to extract knowledge online, specially tailored from continuous data problem. Many of the current alg…

2019-07-16abs ↗pdf ↗

We propose a mean field game model to study the question of how centralization of reward and computational power occur in Bitcoin-like cryptocurrencies. Miners compete against each other for mining rewards by increasing their computational power. This leads to a novel mean field game of jump intensity control, which we…

2019-12-04abs ↗pdf ↗

Paper introduces impact curves for evaluating binarized regression models with varying costs.

problem Evaluating binarized regression models with varying costs and instance-specific utility.
method Proposes impact curves to optimize binary decisions across different utilities.
result Impact curves identify conditions where one model is favored over another and quantify model improvement.

Sequential pattern mining is an interesting research area with broad range of applications. Most prior research on sequential pattern mining has considered point-based data where events occur instantaneously. However, in many application domains, events persist over intervals of time of varying lengths. Furthermore, tr…

2019-12-24abs ↗pdf ↗

CICLAD efficiently mines frequent closed itemsets from data streams with minimal memory usage.

problem Mining frequent closed itemsets from data streams is resource-intensive.
method CICLAD is an intersection-based sliding-window FCI miner that optimizes memory usage while maintaining performance.
result CICLAD achieves significantly lower memory footprint compared to existing methods.

Distributed, online data mining systems have emerged as a result of applications requiring analysis of large amounts of correlated and high-dimensional data produced by multiple distributed data sources. We propose a distributed online data classification framework where data is gathered by distributed data sources and…

2013-07-02abs ↗pdf ↗

DL models for MTS regression are vulnerable to adversarial attacks, posing risks in safety-critical applications.

problem Vulnerability of DL models to adversarial examples in MTS regression.
method Adversarial attack generation techniques from image classification were adapted for MTS.
result All state-of-the-art DL regression models (CNN, LSTM, GRU) are vulnerable to adversarial attacks.

We propose a multi-wing harmonium model for mining multimedia data that extends and improves on earlier models based on two-layer random fields, which capture bidirectional dependencies between hidden topic aspects and observed inputs. This model can be viewed as an undirected counterpart of the two-layer directed mode…

2012-07-04abs ↗pdf ↗

Data mining is about obtaining new knowledge from existing datasets. However, the data in the existing datasets can be scattered, noisy, and even incomplete. Although lots of effort is spent on developing or fine-tuning data mining models to make them more robust to the noise of the input data, their qualities still st…

2019-06-20abs ↗pdf ↗

We argue that the estimation of mutual information between high dimensional continuous random variables can be achieved by gradient descent over neural networks. We present a Mutual Information Neural Estimator (MINE) that is linearly scalable in dimensionality as well as in sample size, trainable through back-prop, an…

2018-01-12abs ↗pdf ↗

Study shows Bitcoin mining with surplus electricity can boost KEPCO's financial stability.

problem Improving energy resource efficiency and reducing KEPCO's debt.
method Utilized surplus electricity for Bitcoin mining using Antminer S21 XP Hyd, analyzed with Random Forest Regressor and Long Short-Term Memory models.
result Bitcoin mining with surplus electricity generates economic revenue, minimizes energy loss, and resolves payment issues for KEPCO.

The problem of frequent pattern mining has been studied quite extensively for various types of data, including sets, sequences, and graphs. Somewhat surprisingly, another important type of data, namely rank data, has received very little attention in data mining so far. In this paper, we therefore addresses the problem…

2018-06-15abs ↗pdf ↗

We present the first fully variational Bayesian inference scheme for continuous Gaussian-process-modulated Poisson processes. Such point processes are used in a variety of domains, including neuroscience, geo-statistics and astronomy, but their use is hindered by the computational cost of existing inference schemes. Ou…

2014-11-02abs ↗pdf ↗

Foundation models fail to preserve continuous geometry, identified as the Geometric Alignment Tax.

problem Continuous geometry is lost in foundation models due to discrete categorical bottlenecks.
method Controlled ablations on synthetic systems and evaluation of 14 biological models using rate-distortion theory and MINE.
result Replacing cross-entropy with a continuous head reduces geometric distortion by up to 8.5x.

QuantaAlpha uses evolutionary algorithms to mine financial alpha robustly across market distributions.

problem Challenges in alpha mining due to market noise and regime shifts.
method Evolutionary framework treating each mining run as a trajectory, mutation, crossover, targeted revision, and reuse of effective patterns.
result Consistent gains over strong baselines and prior systems, achieving high IC and ARR.

AlphaEval evaluates alpha mining models efficiently and comprehensively.

problem Lack of systematic evaluation for alpha mining models.
method Unified, parallelizable evaluation framework assessing predictive power, stability, robustness, financial logic, and diversity.
result AlphaEval achieves evaluation consistency comparable to comprehensive backtesting, providing more comprehensive insights and higher efficiency.

Recent sequential pattern mining methods have used the minimum description length (MDL) principle to define an encoding scheme which describes an algorithm for mining the most compressing patterns in a database. We present a novel subsequence interleaving model based on a probabilistic model of the sequence database, w…

2016-02-16abs ↗pdf ↗

AlphaForge mines and dynamically combines alpha factors for better investment performance.

problem Inconsistency and inflexibility of fixed factor weights in alpha factor mining.
method Generative-predictive neural network for factor generation and dynamic weight adjustment.
result Demonstrated superior performance in formulaic alpha factor mining and portfolio returns.

The purpose of this study is to estimate the production function and examine the structure of production in the mining sector of Iran. Several studies have already been conducted in estimating production functions of various economic sectors; however, less attention has been paid to mining sectors. After examining the …

2015-09-12abs ↗pdf ↗

AlphaSAGE mines diverse alphas via GFlowNets, overcoming RL issues.

problem Reward sparsity, inadequate sequential representations, and single optimal mode issues in RL for alphas.
method Structure-aware encoder (RGCN), GFlowNets, dense reward structure.
result Empirically outperforms existing baselines in mining diverse alphas.