A Dynamic Integer Count Data Model for Financial Transaction Prices [PDF]
In this paper we develop a dynamic model for integer counts to capture the discreteness of price changes for financial transaction prices. Our model rests on an autoregressive multinomial component for the direction of the price change and a dynamic ...
Roman Liesenfeld, Winfried Pohlmeier
core
Bitcoin transaction behavior modes exploration based on balance data
EPJ Data ScienceWhen analyzing the balance distribution of Bitcoin users, we found that it follows a log-normal pattern based on a rigorous Uniformly-Most-Powerful-Unbiased test.
Yu Zhang +3 more
doaj +1 more source
Rug pull detection on decentralized exchange using transaction data
Blockchain: Research and ApplicationsCryptocurrency has transformed finance and investment, with platforms like Uniswap facilitating billions of dollars in trades. However, malicious smart contracts and scam tokens have led to significant financial losses for decentralized finance (DeFi ...
Suparat Srifa +4 more
doaj +1 more source
Assessing diet in a university student population: a longitudinal food card transaction data approach. [PDF]
Br J Nutr, 2020 Morris MA +4 more
europepmc +1 more source
Estimating Actual Bid-Ask Spreads in Commodity Futures Markets [PDF]
Various bid-ask spread estimators are applied to transaction data from LIFFE cocoa and coffee futures markets, and the resulting estimates are compared to observed actual bid-ask spreads.
Bryant, Henry L., Haigh, Michael S.
core +1 more source
Effects of distributed database modeling on evaluation of transaction rollbacks [PDF]
Data distribution, degree of data replication, and transaction access patterns are key factors in determining the performance of distributed database systems. In order to simplify the evaluation of performance measures, database designers and researchers
Mukkamala, Ravi
core +1 more source
Testing Affine Term Structure Models in Case of Transaction Costs [PDF]
In this paper we empirically analyze the impact of transaction costs on the performance of affine interest rate models. We test the implied (no arbitrage) Euler restrictions, and we calculate the specification error bound of Hansen and Jagannathan to ...
Bertrand Melenberg +2 more
core
TRANSACTION COSTS IN PUBLIC-PRIVATE PARTNERSHIPS: A FIRST LOOK AT THE EVIDENCE [PDF]
This paper presents the results of one of the first systematic analyses of the magnitude and determinants of transaction costs in public-private partnerships (PPPs).
Dudkin, Gerti, Valila, Timo
core
Air pollution and defensive behavior: Evidence from transaction data in China. [PDF]
PLoS OneYang Q, Dong X.
europepmc +1 more source
Gambling among indebted individuals: an analysis of bank transaction data. [PDF]
Eur J Public HealthMarionneau VK, Lahtinen AE, Nikkinen JT.
europepmc +1 more source