Publications associées à Quantifying Endogeneity of Cryptocurrency Markets

Publications associées (22)

Essays in FinTech

The emergence of the blockchain technology has enabled innovations such as cryptocurrencies and decentralized finance (DeFi) applications, raising new opportunities and challenges for investors. This thesis contributes to the understanding of these emergin ...

EPFL2025

Resampling estimation of discrete choice models

Michel Bierlaire, Matthieu Marie Cochon de Lapparent, Nicola Marco Ortelli

In the context of discrete choice modeling, the extraction of potential behavioral insights from large datasets is often limited by the poor scalability of maximum likelihood estimation. This paper proposes a simple and fast dataset-reduction method that i ...

2024

ICO investors

Rüdiger Fahlenbrach, Marc André Frattaroli

We conduct a detailed analysis of investors in successful initial coin offerings (ICOs). The average ICO has 4700 contributors. The median participant contributes small amounts and many investors sell their tokens before the underlying product is developed ...

2021

Essays in Financial Economics

Marc André Frattaroli

This thesis consists of three chapters that study separate subjects in the area of corporate governance and financial intermediation. In the first chapter, I study a protectionist anti-takeover law introduced in 2014 in France that covers a subset of all ...

EPFL2020

A Lyra2 FPGA Core for Lyra2REv2-Based Cryptocurrencies

Alexios Konstantinos Balatsoukas Stimming, Pascal Giard

Lyra2REv2 is a hashing algorithm that consists of a chain of individual hashing algorithms and it is used as a proof-of-work function in several cryptocurrencies that aim to be ASIC-resistant. The most crucial hashing algorithm in the Lyra2REv2 chain is a ...

IEEE2019

DIABLO: A Benchmark Suite for Blockchains

Rachid Guerraoui, Vincent Gramoli, Gauthier Jérôme Timothée Voron

With the recent advent of blockchains, we have witnessed a plethora of blockchain proposals. These proposals range from using work to using time, storage or stake in order to select blocks to be appended to the chain. As a drawback it makes it difficult fo ...

ASSOC COMPUTING MACHINERY2023

The Anatomy of a Cryptocurrency Pump-and-Dump Scheme

Jiahua Xu

While pump-and-dump schemes have attracted the attention of cryptocurrency observers and regulators alike, this paper represents the first detailed empirical query of pump-and-dump activities in cryptocurrency markets. We present a case study of a recent p ...

USENIX ASSOC2019

Density estimation in RKHS with application to Korobov spaces in high dimensions

Fabio Nobile, Yoshihito Kazashi

A kernel method for estimating a probability density function from an independent and identically distributed sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined b ...

2023

Scaling Byzantine Fault Tolerance

Matej Pavlovic

Online services are becoming more and more ubiquitous and keep growing in scale. At the same time, they are required to be highly available, secure, energy-efficient, and to achieve high performance. To ensure these (and many other) properties, replication ...

EPFL2019

WEB3

Linus Gasser

Web3 is the next generation of the internet, often referred to as the decentralized or blockchain web. It aims to address the shortcomings of the current centralized web, such as privacy concerns and lack of control over personal data, by leveraging decent ...

Springer Nature2023

Three Essays on Collective Forms of Organizing for Production and Innovation

Joana Rodrigues Pereira

This dissertation focuses on collective forms or organizing that through crowds or communities undertake production or innovation activities. Such organizations deviate from the traditional notions of hierarchy, authority, and control; however, they are st ...

EPFL2017

Poster: LocalCoin: An Ad-hoc Payment Scheme for Areas with High Connectivity

Boi Faltings, Sujit Prakash Gujar

The popularity of digital currencies, especially cryptocurrencies, has been continuously growing since the appearance of Bitcoin. Bitcoin is a peer-to-peer (P2P) cryptocurrency protocol enabling transactions between individuals without the need of a truste ...

Assoc Computing Machinery2016

Enhancing Bitcoin Security and Performance with Strong Consistency via Collective Signing

Bryan Alexander Ford, Linus Gasser, Philipp Svetolik Jovanovic, Nicolas Gailly, Ismail Khoffi

While showing great promise, Bitcoin requires users to wait tens of minutes for transactions to commit, and even then, offering only probabilistic guarantees. This paper introduces ByzCoin, a novel Byzantine consensus protocol that leverages scalable colle ...

USENIX Association2016

Self-Exciting Point Processes: Identification and Control

Michael Mark

This thesis addresses theoretical and practical aspects of identification and subsequent control of self-exciting point processes. The main contributions correspond to four separate scientific papers. In the first paper, we address the challenge of robust ...

EPFL2022

Nonparametric Construction of Multivariate Kernels

Victor Panaretos, Kjell Konis

We propose a nonparametric method for constructing multivariate kernels tuned to the configuration of the sample, for density estimation in R-d, d moderate. The motivation behind the approach is to break down the construction of the kernel into two parts: ...

American Statistical Association2012

Toward Mobile Distributed Ledgers

Boi Faltings, Sujit Prakash Gujar

Advances in mobile computing have paved the way for new types of distributed applications that can be executed solely by mobile devices on Device-to-Device (D2D) ecosystems (e.g., crowdsensing). Sophisticated applications, like cryptocurrencies, need distr ...

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC2022

On the Recent Use of Local Binary Patterns for Face Authentication

Sébastien Marcel, Yann Rodriguez

This paper presents a survey on the recent use of Local Binary Patterns (LBPs) for face recognition. LBP is becoming a popular technique for face representation. It is a non-parametric kernel which summarizes the local spacial structure of an image and it ...

2007

Flash Freezing Flash Boys: Countering Blockchain Front-Running

Bryan Alexander Ford, Verónica del Carmen Estrada Galiñanes, Louis-Henri Manuel Jakob Merino, Haoqian Zhang

Front-running, the practice of benefiting from advanced knowledge of pending transactions, has proliferated in the cryptocurrency space with the emergence of decentralized finance. Front-running causes devastating losses to honest participants-estimated at ...

IEEE2022

A Benders decomposition for maximum simulated likelihood estimation of advanced discrete choice models

Michel Bierlaire, Claudia Bongiovanni

In this paper, we formulate a mixed integer linear program (MILP) for the simulated maximum likelihood estimation (MLSE) problem and devise a Benders decomposition approach to speed up the solution process. This framework can be applied to any advanced dis ...

2022

Experimental assessment of traffic density estimation at link and network level with sparse data

Nikolaos Geroliminis

This paper investigates the accuracy of mean density estimation from direct sensing at link and network levels. Different calculation methods are compared depending on sensor type, probe vehicles or loop detectors, and availability to quantify the magnitud ...

TAYLOR & FRANCIS LTD2022