Results 141 to 150 of about 70,587 (266)
Best Before? Expiring Central Bank Digital Currency and Loss Recovery
Journal of Money, Credit and Banking, EarlyView.Abstract Physical cash enables payments in the absence of electricity or network coverage. Such offline payment functionality promotes the operational resilience and, particularly in developing countries, the accessibility of payments. Central banks are exploring issuing digital cash substitutes with similar offline payment functionality.
CHARLES M. KAHN +2 more
wiley +1 more source
Understanding market sentiment analysis: A survey
Journal of Economic Surveys, EarlyView.Abstract Market sentiment analysis (MSA) has evolved significantly over nearly four decades, growing in relevance and application in economics and finance. This paper extensively reviews MSA, encompassing methodologies ranging from lexicon‐based techniques to traditional Machine Learning (ML), Deep Learning (DL), and hybrid approaches.
Peyman Heydarian +2 more
wiley +1 more source
Follow the (Electronic) Money: How Bitcoin and Blockchain Technology Are "Shaking the System"
, 2000 Jim Mignano
openalex +2 more sources
Asymmetric stable stochastic volatility models: estimation, filtering, and forecasting
Journal of Time Series Analysis, EarlyView.This article considers a stochastic volatility model featuring an asymmetric stable error distribution and a novel way of accounting for the leverage effect. We adopt simulation‐based methods to address key challenges in parameter estimation, the filtering of time‐varying volatility, and volatility forecasting.
Francisco Blasques +2 more
wiley +1 more source
Bubbles and crashes: A tale of quantiles
Journal of Time Series Analysis, EarlyView.Periodically collapsing bubbles, if they exist, induce asymmetric dynamics in asset prices. In this article, I show that unit root quantile autoregressive models can approximate such dynamics by allowing the largest autoregressive root to take values below unity at low quantiles, which correspond to price crashes, and above unity at upper quantiles ...
Efthymios G. Pavlidis
wiley +1 more source
Practical Aspects of the Bitcoin System
, 2013 Artus Krohn-Grimberghe Christoph Sorge
openalex +2 more sources
A Stochastic Tree for Bubble Asset Modelling and Pricing
Journal of Time Series Analysis, EarlyView.ABSTRACT We introduce a new stochastic tree representation of a strictly stationary submartingale process for modelling, forecasting, and pricing speculative bubbles on commodity and cryptocurrency markets. The model is compared to other trees proposed in the literature on bubble asset modelling and stochastic volatility approximation. We show that the
Christian Gourieroux, Joann Jasiak
wiley +1 more source
On Bitcoin, Cryptocurrencies, and the Decentralization of Wealth [PDF]
, 2018 "A new scientific truth, said the founder of Quantum Mechanics Max Planck, "does not triumph by convincing its opponents and making them see the light, but rather because its opponents eventually die, and a new generation grows up that is familiar with it." Like all revolutionary ideas, cryptocurrencies are a young person's game, and those that claim ...
openaire +1 more source
Uninvited Protagonists: The Networked Agency of Venezuelan Platform Data Workers
New Technology, Work and Employment, EarlyView.ABSTRACT Data workers use digital platforms to perform on‐demand online tasks for technology industries, in a competitive landscape that extends beyond national borders and drives down remunerations. Using a mixed‐method approach that combines survey data and in‐depth interviews, this article explores the emergence of labour agency among Spanish ...
Juana Torres Cierpe, Paola Tubaro
wiley +1 more source