Approaching multifractal complexity in decentralized cryptocurrency trading
Fuente:
arXiv
Saved in:
| Main Authors: | Wątorek, Marcin, Królczyk, Marcin, Kwapień, Jarosław, Stanisz, Tomasz, Drożdż, Stanisław |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Partial multivariate transformer as a tool for cryptocurrencies time series prediction
by: Tokajuk, Andrzej, et al.
Published: (2025)
by: Tokajuk, Andrzej, et al.
Published: (2025)
Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency market
by: Wątorek, Marcin, et al.
Published: (2025)
by: Wątorek, Marcin, et al.
Published: (2025)
Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market
by: Drożdż, Stanisław, et al.
Published: (2025)
by: Drożdż, Stanisław, et al.
Published: (2025)
Limit Order Book Dynamics and Order Size Modelling Using Compound Hawkes Process
by: Jain, Konark, et al.
Published: (2023)
by: Jain, Konark, et al.
Published: (2023)
Machine Learning-based Relative Valuation of Municipal Bonds
by: Saha, Preetha, et al.
Published: (2024)
by: Saha, Preetha, et al.
Published: (2024)
Intraday Limit Order Price Change Transition Dynamics Across Market Capitalizations Through Markov Analysis
by: Luwang, Salam Rabindrajit, et al.
Published: (2026)
by: Luwang, Salam Rabindrajit, et al.
Published: (2026)
Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process
by: Lee, Kyungsub
Published: (2026)
by: Lee, Kyungsub
Published: (2026)
Multifractality and its sources in the digital currency market
by: Drożdż, Stanisław, et al.
Published: (2025)
by: Drożdż, Stanisław, et al.
Published: (2025)
Correlations versus noise in the NFT market
by: Wątorek, Marcin, et al.
Published: (2024)
by: Wątorek, Marcin, et al.
Published: (2024)
Optimal bidding in hourly and quarter-hourly electricity price auctions: trading large volumes of power with market impact and transaction costs
by: Narajewski, Michał, et al.
Published: (2021)
by: Narajewski, Michał, et al.
Published: (2021)
Hidden Order in Trades Predicts the Size of Price Moves
by: Singha, Mainak
Published: (2025)
by: Singha, Mainak
Published: (2025)
Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
by: Szydło, Paweł, et al.
Published: (2023)
by: Szydło, Paweł, et al.
Published: (2023)
Estimation of bid-ask spreads in the presence of serial dependence
by: Brouty, Xavier, et al.
Published: (2024)
by: Brouty, Xavier, et al.
Published: (2024)
Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
by: Rahman, Abdul, et al.
Published: (2024)
by: Rahman, Abdul, et al.
Published: (2024)
Reinforcement Learning for Trade Execution with Market and Limit Orders
by: Cheridito, Patrick, et al.
Published: (2025)
by: Cheridito, Patrick, et al.
Published: (2025)
A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data
by: Mesfin, Mathias
Published: (2026)
by: Mesfin, Mathias
Published: (2026)
Scalable Agent-Based Modeling for Complex Financial Market Simulations
by: Wheeler, Aaron, et al.
Published: (2023)
by: Wheeler, Aaron, et al.
Published: (2023)
RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
by: Kamat, Arati U.
Published: (2026)
by: Kamat, Arati U.
Published: (2026)
Explainable Patterns in Cryptocurrency Microstructure
by: Bieganowski, Bartosz, et al.
Published: (2026)
by: Bieganowski, Bartosz, et al.
Published: (2026)
Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study
by: Mesfin, Mathias
Published: (2026)
by: Mesfin, Mathias
Published: (2026)
Detecting Crypto Pump-and-Dump Schemes: A Thresholding-Based Approach to Handling Market Noise
by: Karbalaii, Mahya
Published: (2025)
by: Karbalaii, Mahya
Published: (2025)
Asymptotic and finite-sample distributions of one- and two-sample empirical relative entropy, with application to change-point detection
by: Garcin, Matthieu, et al.
Published: (2025)
by: Garcin, Matthieu, et al.
Published: (2025)
No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books
by: Jain, Konark, et al.
Published: (2024)
by: Jain, Konark, et al.
Published: (2024)
What Happens When Institutional Liquidity Enters Prediction Markets: Identification, Measurement, and a Synthetic Proof of Concept
by: Dalen, Shaw
Published: (2026)
by: Dalen, Shaw
Published: (2026)
No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank
by: Cruz, Walter Hernandez, et al.
Published: (2024)
by: Cruz, Walter Hernandez, et al.
Published: (2024)
Controllable Financial Market Generation with Diffusion Guided Meta Agent
by: Huang, Yu-Hao, et al.
Published: (2024)
by: Huang, Yu-Hao, et al.
Published: (2024)
Machine Spirits: Speculation and Adaptation of LLM Agents in Asset Markets
by: Saxena, Maxime, et al.
Published: (2026)
by: Saxena, Maxime, et al.
Published: (2026)
Trading with the Devil: Risk and Return in Foundation Model Strategies
by: Zhang, Jinrui
Published: (2025)
by: Zhang, Jinrui
Published: (2025)
Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Market
by: Bodor, Hamza, et al.
Published: (2024)
by: Bodor, Hamza, et al.
Published: (2024)
Unlocking Profit Potential: Maximizing Returns with Bayesian Optimization of Supertrend Indicator Parameters
by: Rahman, Abdul
Published: (2024)
by: Rahman, Abdul
Published: (2024)
Electricity Spot Prices Forecasting Using Stochastic Volatility Models
by: Batyrov, Andrei Renatovich
Published: (2024)
by: Batyrov, Andrei Renatovich
Published: (2024)
Battery valuation on electricity intraday markets with liquidity costs
by: Cognéville, Enzo, et al.
Published: (2024)
by: Cognéville, Enzo, et al.
Published: (2024)
Equity auction dynamics: latent liquidity models with activity acceleration
by: Salek, Mohammed, et al.
Published: (2024)
by: Salek, Mohammed, et al.
Published: (2024)
Equity Premium Prediction: Taking into Account the Role of Long, even Asymmetric, Swings in Stock Market Behavior
by: Un, Kuok Sin, et al.
Published: (2025)
by: Un, Kuok Sin, et al.
Published: (2025)
Neural Hidden Markov Model with Adaptive Granularity Attention for High-Frequency Order Flow Modeling
by: Hu, Tianzuo
Published: (2026)
by: Hu, Tianzuo
Published: (2026)
A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
by: Lin, Luyun, et al.
Published: (2026)
by: Lin, Luyun, et al.
Published: (2026)
The leverage effect and other stylized facts displayed by Bitcoin returns
by: Filho, F. N. M. de Sousa, et al.
Published: (2020)
by: Filho, F. N. M. de Sousa, et al.
Published: (2020)
The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility: A Unifying Framework
by: Maitrier, Guillaume, et al.
Published: (2025)
by: Maitrier, Guillaume, et al.
Published: (2025)
Multi-kernel property in high-frequency price dynamics under Hawkes model
by: Lee, Kyungsub
Published: (2023)
by: Lee, Kyungsub
Published: (2023)
Reconciling Open Interest with Traded Volume in Perpetual Swaps
by: Giagkiozis, Ioannis, et al.
Published: (2023)
by: Giagkiozis, Ioannis, et al.
Published: (2023)
Similar Items
-
Partial multivariate transformer as a tool for cryptocurrencies time series prediction
by: Tokajuk, Andrzej, et al.
Published: (2025) -
Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency market
by: Wątorek, Marcin, et al.
Published: (2025) -
Detrended cross-correlations and their random matrix limit: an example from the cryptocurrency market
by: Drożdż, Stanisław, et al.
Published: (2025) -
Limit Order Book Dynamics and Order Size Modelling Using Compound Hawkes Process
by: Jain, Konark, et al.
Published: (2023) -
Machine Learning-based Relative Valuation of Municipal Bonds
by: Saha, Preetha, et al.
Published: (2024)