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Civil Engineering Design, Volume 7, Issue 1, Page 9-22, March 2025.Abstract Blockchain technology is a digital decentralized data ledger recording transactions in an encrypted format. Its implementation can potentially hold significant advantages for the built environment, particularly in manufacturing and building product usage aligned with Building Information Modeling (BIM). This paradigm shift toward decentralized
Aileen Pfeil +2 more
wiley +1 more source
Social signals and algorithmic trading of Bitcoin
, 2015 The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial.
Garcia, David, Schweitzer, Frank
core +1 more source
Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
Direito & TI, 2016 A tecnologia proposta por Satoshi Nakamoto em 2008 no artigo intitulado "Bitcoin: A Peer-to-Peer Electronic Cash System", é um sistema de pagamentos com base em uma moeda puramente virtual e criptografada que vem provocando uma profunda reflexão sobre a política monetária mundial.
+6 more sources
When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns
Journal of Forecasting, EarlyView.ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley +1 more source
When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market
Journal of Futures Markets, EarlyView.ABSTRACT This paper examines how the relationship between Bitcoin spot and futures markets has evolved using a time‐varying Fractionally Cointegrated Vector Autoregressive (FCVAR) model. We are the first to apply this methodology dynamically to cryptocurrency markets, allowing us to simultaneously analyze long‐run equilibrium, pricing patterns, market ...
Filippo di Pietro +2 more
wiley +1 more source
EnergiesThis study investigates the asymmetric impacts of Bitcoin prices on Bitcoin energy consumption. Two series are shown to be chaotic and non-linear using the BDS Independence test.
Kais Tissaoui +4 more
doaj +1 more source
The mutual predictability of Bitcoin and web search dynamics [PDF]
, 2021 Bernd Süßmuth
openalex +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang +3 more
wiley +1 more source
, 2019 Bitcoin introduces many new challenges and opportunities for Intellectual Property. It is the dichotomy between blockchain technology as a regulatory technology and its potential use as an unregulatable technology that makes it so interesting from a legal perspective.
openaire +3 more sources