【Author】 Nagula, Pavan Kumar Alexakis, Christos

【Source】JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE

【影响因子】8.222

【主题类别】

区块链治理-市场治理-市场分析

【Abstract】Several machine learning techniques and hybrid architectures for predicting bitcoin price movement have been presented in the past. Our paper proposes a hybrid model encompassing classification and regression models for predicting bitcoin prices. Our analysis found that the automated feature interactions learner (deep cross networks) error performance using a plethora of technical indicators, including crypto-specific technical indicator difficulty ribbon compression and control variables such as Metcalfe's value of bitcoin, number of unique active addresses, bitcoin network hash rate, and S & P 500 log returns, in a hybrid architecture is better than the single-stage architecture. The hybrid model predicted a 100% directional hit rate and maintained steady volatility in returns for the out-of-sample period. Our paper concludes that in terms of risk (Sharpe ratio 1.03) and profitability (260% and 82%), the hybrid model's bitcoin futures strategy performed better than the deep cross network regression and buy-and-hold benchmark strategies. (c) 2022 Elsevier B.V. All rights reserved.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Efficient market hypothesis; Hybrid architecture; Machine learning; Technical indicators interactions; Deep cross networks; Bitcoin

【发表时间】2022

【收录时间】2022-09-29

【文献类型】 实验仿真

【DOI】 10.1016/j.jbef.2022.100741

【Author】 Koo, Chulmo Kwon, Jookyung Chung, Namho Kim, Jungkeun

【Source】CURRENT ISSUES IN TOURISM

【影响因子】7.578

【主题类别】

区块链应用-虚拟经济-元宇宙

【Abstract】Although research on the category of metaverse attributes has expanded, the notion of metaverse tourism has yet to be identified in the tourism context. This research note suggests four propositions of metaverse tourism. First, the core technologies of metaverse tourism will lead to a new level of immersive experiences. Second, metaverse tourists can develop more realistic expectations in the pre-trip stage. Third, researchers should consider metaverse tourist's multi-identification profiles. Lastly, metaverse tourism offers the new business model of a creative economy. As such, the research note suggests that tourism researchers begin to understand the metaverse tourism ecosystem and investigate the metaverse tourism experience of the pre-, during-, and post-travel stages to create precise research ideas.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Metaverse tourism; immersive experience; multi-identification profile; technology

【发表时间】

【收录时间】2022-09-29

【文献类型】 观点阐述

【DOI】 10.1080/13683500.2022.2122781

【Author】 Lage, Oscar Saiz-Santos, Maria Manuel Zarzuelo, Jose

【Source】ELECTRONIC MARKETS

【影响因子】6.017

【主题类别】

区块链应用-实体经济-企业管理

【Abstract】Emerging decentralized multisided platforms aim to create more open collaborations between participants and question currently centralized networked business models, such as Google, Amazon, Uber, or Airbnb. In this paper, a systematic analysis of the emerging decentralized platform economy is presented based on blockchain technology. The research aims to fill a gap in the literature, as there is currently no specific analyses on these emerging multisided decentralized electronic markets. Eighty-two decentralized platforms were studied. The study contributes to the literature on decentralized platform taxonomy to structure the emerging research domain of decentralized platform business models. Applying a cluster analysis, three emerging archetypes of decentralized platforms were found, referred to as hosted, federated, and shared platform models. The research contributes to a better understanding of emerging decentralized business platforms. According to the findings, two-thirds of the analyzed platforms, namely, federated and shared archetypes, do not follow traditional models. Rather, their aim is to create new business and community relationships. Furthermore, the archetype of shared platforms is the most disruptive, showing a higher level of decentralization and business model change.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Blockchain; Business models; Decentralized platforms; Decentralized business; Disruptive technology; Web3

【发表时间】

【收录时间】2022-09-29

【文献类型】 实证数据

【DOI】 10.1007/s12525-022-00586-4

【Author】 Cevik, Emrah Ismail Gunay, Samet Bugan, Mehmet Fatih Dibooglu, Sel

【Source】ANNALS OF OPERATIONS RESEARCH

【影响因子】4.820

【主题类别】

区块链治理-市场治理-市场分析

【Abstract】This paper examines the dynamic relation between Bitcoin spot and futures markets during the Covid-19 pandemic. Using hourly data from 2020 combined with quantile impulse response analysis and predictability in the distribution test, we attempt to ascertain whether spot or futures markets lead in the price discovery process under a variety of market conditions. Granger predictability based on the left tail, the right tail, and the center of the distribution show bidirectional predictability between spot and futures markets suggesting significant feedback effects following normal and extreme gains/losses where neither market dominates in price discovery. Using a CAViaR model and the associated impulse response functions with estimates for dynamic tail dependence, we document spillovers between quantiles of spot and futures returns. Estimates of impulse response functions at various risk levels show the futures market has an edge in influencing the spot market and figures more prominently in the price discovery process.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Bitcoin returns; Cryptocurrencies; Futures markets; Risk spillovers; Information flows

【发表时间】

【收录时间】2022-09-29

【文献类型】 实证数据

【DOI】 10.1007/s10479-022-04971-2

【Author】 Qiu, Xiaofang Qin, Zhi Wan, Wunan Zhang, Jinquan Guo, Jinliang Zhang, Shibin Xia, Jinyue

【Source】CMC-COMPUTERS MATERIALS & CONTINUA

【影响因子】3.860

【主题类别】

区块链技术-核心技术-共识机制

【Abstract】In recent years, Blockchain is gaining prominence as a hot topic in academic research. However, the consensus mechanism of blockchain has been criticized in terms of energy consumption and performance. Although Proof-of-Authority (PoA) consensus mechanism, as a lightweight consensus mechanism, is more efficient than traditional Proof-of-Work (PoW) and Proof-of-Stake (PoS), it suffers from the problem of centralization. To this end, on account of analyzing the shortcomings of existing consensus mechanisms, this paper proposes a dynamic reputation-based consensus mechanism for blockchain. This scheme allows nodes with reputation value higher than a threshold apply to become amonitoring node, which canmonitor the behavior of validators in case that validators with excessive power cause harm to the blockchain network. At the same time, the reputation evaluation algorithm is also introduced to select nodes with high reputation to become validators in the network, thus increasing the cost of malicious behavior. In each consensus cycle, validators and monitoring nodes are dynamically updated according to the reputation value. Through security analysis, it is demonstrated that the scheme can resist the attacks of malicious nodes in the blockchain network. By simulation experiments and analysis of the scheme, the result verifies that the mechanism can effectively improve the fault tolerance of the consensus mechanism, reduce the time of consensus to guarantee the security of the system.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Blockchain; consensus mechanism; proof-of-authority; reputation evaluation

【发表时间】2022

【收录时间】2022-09-29

【文献类型】 实验仿真

【DOI】 10.32604/cmc.2022.028757

【Author】 Chaganti, Rajasekhar Boppana, Rajendra, V Ravi, Vinayakumar Munir, Kashif Almutairi, Mubarak Rustam, Furqan Lee, Ernesto Ashraf, Imran

【Source】IEEE ACCESS

【影响因子】3.476

【主题类别】

区块链治理-技术治理-区块链安全

【Abstract】With the proliferation of the blockchain technology ecosystems such as mining pools, crypto exchanges, full Bitcoin nodes, wallets, and pool protocol servers in recent years, the denial of service (DoS) attack vector has become more prevalent, and the attacks are targeted to the peer-to-peer networks and blockchain users. Despite blockchain enhancing security with decentralized design, secured distributed storage, and privacy, it is still vulnerable to new attack threats. If an attempted DoS is successful on blockchain, the impact is most likely massive given the fact that it is predominantly used for finance applications. An extensive account of the current state-of-the-art for possible DoS and corresponding mitigation techniques is not discussed in the existing research. This paper analyzes and categorizes the existing state-of-the-art DoS attack methods, detection techniques, and mitigation solutions targeting blockchain peer-to-peer networks as well as conventional network crypto exchanges. The review of the prior research shows that the blockchain ecosystem can be a target to successfully perform DoS attacks in the future, and technological advancements in blockchain are needed to mitigate potential attacks.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Blockchains; Peer-to-peer computing; Bitcoin; Distributed ledger; Ecosystems; Security; Medical services; Smart contracts; Denial-of-service attack; Cryptocurrencies; Denial of service; blockchain; smart contract; Ethereum; mining pool; crypto exchange; network security

【发表时间】2022

【收录时间】2022-09-29

【文献类型】 综述

【DOI】 10.1109/ACCESS.2022.3205019

【Author】 De Pace, Pierangelo Rao, Jayant

【Source】INTERNATIONAL REVIEW OF ECONOMICS & FINANCE

【影响因子】3.399

【主题类别】

区块链治理-市场治理-市场分析

【Abstract】We analyze the extent of comovement between daily price returns of nine major cryptocurren-cies from April 2013 to February 2021. We assess its evolution using bivariate and multivariate modeling approaches, and detect pronounced time variation. Generally, comovement is initially low and positive, but increases substantially between early 2017 and late 2018 and stays high until the end of the sample. We then adopt a right-tail version of the Augmented Dickey-Fuller unit root test to identify periods of mildly explosive behavior (statistical instability) in the Network Value to Transactions (NVT) ratio of seven cryptocurrencies. The NVT ratio is a novel measure of the dollar value of cryptocurrency transaction activity relative to network value. We show evidence of significant mild explosiveness in all seven cryptocurrencies. In 2018 and in the second half of 2019, several cryptocurrencies experience often simultaneous instability. Instability is a dominant feature of these markets.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Mild explosiveness; NVT ratio; Comovement; Asset pricing; Cryptocurrencies

【发表时间】2023

【收录时间】2022-09-29

【文献类型】 实证数据

【DOI】 10.1016/j.iref.2022.08.010

【Author】 Iwanaga, Joe Muo, Edward C. Tabira, Yoko Watanabe, Koichi Tubbs, Susan J. D'Antoni, Anthony, V Rajaram-Gilkes, Mathangi Loukas, Marios Khalil, Mohammed K. Tubbs, R. Shane

【Source】CLINICAL ANATOMY

【影响因子】2.409

【主题类别】

区块链应用-虚拟经济-元宇宙

【Abstract】The term Metaverse ("meta" defined as beyond, transcendence or virtuality, and "verse" meaning universe or world) denotes a "virtual reality space" for anatomy teaching. To ascertain how many anatomists are familiar or are using this adjunct in teaching, we conducted a short survey at the 2022 annual meeting of the American Association of Clinical Anatomists (AACA). Interestingly, only six respondents (9.4%) had used a Metaverse for teaching anatomy. Moreover, the vast majority of attendees were anatomy educators or basic science faculty, but not practicing physicians/surgeons or other actively practicing health care professionals; a group where this technology has been used much more commonly. The present manuscript was authored by anatomy educators, practicing physicians and other actively practicing health care professionals with backgrounds in diverse medical fields, that is, anatomists, medical doctors, physician assistants, dentists, occupational therapists, physical therapists, chiropractors, veterinarians, and medical students. Many of these authors have used or have been exposed to a Metaverse in the clinical realm. Therefore, the aim of the paper is to better understand those who are knowledgeable of a Metaverse and its use in anatomy education, and to provide ways forward for using such technology in this discipline.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】anatomy; augmented reality; cadaver; COVID-19; diversity; education; Metaverse; mixed reality; pandemic; survey; virtual reality

【发表时间】

【收录时间】2022-09-29

【文献类型】 观点阐述

【DOI】 10.1002/ca.23949

【Author】 Harb, Etienne Bassil, Charbel Kassamany, Talie Baz, Roland

【Source】COMPUTATIONAL ECONOMICS

【影响因子】1.741

【主题类别】

区块链治理-市场治理-市场分析

【Abstract】This paper investigates (i) the return-volatility spillover between Bitcoin, Ethereum, Ripple, and Litecoin, (ii) the interdependence between cryptocurrencies' volatility and the US equity and bond markets' volatility, and (iii) the impact of the Covid-19 outbreak on the cryptocurrencies' return-volatility. A two-step estimation approach is considered where Univariate General Autoregressive Conditional Heteroskedastic models are estimated to model the volatility of the four cryptocurrencies then a Simultaneous Equation Model is estimated to model the interconnection between the cryptocurrency volatilities, the US equity and bond markets' volatility, and Covid-19 outbreak. We show that return-volatility spillovers exist among Bitcoin, Ethereum, and Litecoin while Ripple is the main transmitter of shocks. We find that the cryptocurrency market is detached from the US stock market but not from the US bond market. Finally, we show that a high economic and financial uncertainty in the US stock market due to pandemic outbreaks affects the price of Litecoin, Bitcoin, and Ethereum. However, shocks are short-lived. Our findings have practical implications; as the evidence of volatility spillovers among cryptocurrencies and their relative isolation from the majority of mainstream assets should be factored into the valuation and portfolio diversification strategies of investors. In crisis times such as those induced by Covid-19, investors who seek protection from downward movements in bond markets could benefit from taking a position in Ethereum. Policymakers can also rely on our findings to time their intervention to stabilize markets and control uncertainties inherent to stressful periods.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Cryptocurrencies; Volatility spillover; GARCH-SEM; Structural breaks; Pandemics

【发表时间】

【收录时间】2022-09-29

【文献类型】 实证数据

【DOI】 10.1007/s10614-022-10318-7

【Author】 Muruganandam, Sumathi Natarajan, Vijayaraj Raj, Raja Soosaimarian Peter Maharajan, Venkatachalapathy

【Source】BRAZILIAN ARCHIVES OF BIOLOGY AND TECHNOLOGY

【影响因子】1.180

【主题类别】

区块链技术-协同技术-云计算

【Abstract】Cloud computing is breakthrough technology with applications in education, industry and research. Implementing a cloud environment, however, depends on virtualization, parallel computing, resource management, service-oriented architecture, and distributed computing. The efficiency of cloud computing depends on effective resource allocation (R-A). Conventional R-A, from resource requests to price settlement, is handled entirely by cloud service providers (CSPs), which make it difficult for end users (EUs) to view details relating to resource availability and price. Hence, an alternative technique is required to provide an efficient R-A between EU's. In this work, the blockchain (BC) technique is used for R-A between the EU's without the intervention of CSP. The BC provides decentralized and secured communication between the EU's without any inconsistency. Based on demand, R-A is carried out in two different ways, fixed size and variable size. In a fixed size R-A, each user utilizes an equal quantity of resources at a particular time but in a variable size R-A each user utilizes the varying quantity of resources based on demand. Given that the R-A, chosen depends on resource availability and demand, the proposed work employs hybrid R-A (Adaptive Resource Allocation) schemes such as fixed-size adaptive R-A (FSARA) and variable-sized adaptive R-A (VSARA). The simulation results show the comparative analysis of the proposed and existing R-A techniques. When compared to existing R-A techniques like optimal, greedy and iterative techniques, the proposed technique achieved more 90% customer satisfaction. Depends on priority the allocated resource price is varied in a proposed provides equal profit (50%) to R-R and R-P. When compared to existing random transmission technique, the proposed technique takes lesser than 8.5% of transmission time. The proposed technique reduces transmission latency, confirmation latency, and response time, while simultaneously increasing throughput and R-A scalability without CSP intervention.

你可以尝试使用大模型来生成摘要 立即生成

【Keywords】Resource allocation; Smart contract; Blockchain; Fixed and Variable size Resource Allocation

【发表时间】2022

【收录时间】2022-09-29

【文献类型】 实验仿真

【DOI】 10.1590/1678-4324-2022220025