Cover Image

A Full-History Network Dataset for BTC Asset Decentralization Profiling

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Cheng, Ling, Shao, Qian, Zeng, Fengzhu, Zhu, Feida
Format:	Preprint
Published:	2024
Subjects:	Statistical Finance Social and Information Networks
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

A Deep Learning Method for Predicting Mergers and Acquisitions: Temporal Dynamic Industry Networks
by: Yang, Dayu
Published: (2024)

Universal Patterns in the Blockchain: Analysis of EOAs and Smart Contracts in ERC20 Token Networks
by: Mukhia, Kundan, et al.
Published: (2025)

Regional inflation analysis using social network data
by: Chsherbakov, Vasilii, et al.
Published: (2024)

Topology-Agnostic Detection of Temporal Money Laundering Flows in Billion-Scale Transactions
by: Tariq, Haseeb, et al.
Published: (2023)

Detection of financial opportunities in micro-blogging data with a stacked classification system
by: de Arriba-Pérez, Francisco, et al.
Published: (2024)

Reproducing the first and second moments of empirical degree distributions
by: Marzi, Mattia, et al.
Published: (2025)

Do Weibo platform experts perform better at predicting stock market?
by: Ma, Ziyuan, et al.
Published: (2024)

Needles in a haystack: using forensic network science to uncover insider trading
by: Jaeger, Gian, et al.
Published: (2025)

DeXposure: A Dataset and Benchmarks for Inter-protocol Credit Exposure in Decentralized Financial Networks
by: Wu, Wenbin, et al.
Published: (2025)

New Recipe for Semi-supervised Community Detection: Clique Annealing under Crystallization Kinetics
by: Cheng, Ling, et al.
Published: (2025)

Dynamic Asset Pricing Theory for Life Contingent Risks
by: Ling, Patrick
Published: (2025)

Decoding Decentralized Finance Transactions through Ego Network Motif Mining
by: Tovanich, Natkamon, et al.
Published: (2024)

Stochastic Approaches to Asset Price Analysis
by: Sekatchev, Michael, et al.
Published: (2024)

MDGNN: Multi-Relational Dynamic Graph Neural Network for Comprehensive and Dynamic Stock Investment Prediction
by: Qian, Hao, et al.
Published: (2024)

A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes
by: Brini, Alessio, et al.
Published: (2024)

Evaluating authorship disambiguation quality through anomaly analysis on researchers' career transition
by: Zhou, Huaxia, et al.
Published: (2024)

Cryptocurrencies in the Balance Sheet: Insights from (Micro)Strategy -- Bitcoin Interactions
by: Aufiero, Sabrina, et al.
Published: (2025)

High-Throughput Asset Pricing
by: Chen, Andrew Y., et al.
Published: (2023)

Inside Alameda Research: A Multi-Token Network Analysis
by: Coquidé, Célestin, et al.
Published: (2024)

Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets
by: Deng, Qi, et al.
Published: (2024)

Quantitative Global Carbon Inequality Network
by: Guo, Yanming, et al.
Published: (2024)

A Decision Support System for Stock Selection and Asset Allocation Based on Fundamental Data Analysis
by: Abrishami, Ali, et al.
Published: (2024)

The Invisible Hand: Characterizing Generative AI Adoption and its Effects on An Online Freelancing Market
by: Zhu, Yiming, et al.
Published: (2025)

NFTracer: Tracing NFT Impact Dynamics in Transaction-flow Substitutive Systems with Visual Analytics
by: Cao, Yifan, et al.
Published: (2024)

GTFS2STN: Analyzing GTFS Transit Data by Generating Spatiotemporal Transit Network
by: Liu, Diyi, et al.
Published: (2024)

GraphNetz: Statistical Benchmarking of Graph Neural Networks with Paired Tests and Rank Aggregation
by: da Costa, Kleyton, et al.
Published: (2026)

From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing
by: Ye, Junyi, et al.
Published: (2024)

Assets Forecasting with Feature Engineering and Transformation Methods for LightGBM
by: Bisdoulis, Konstantinos-Leonidas
Published: (2024)

Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics
by: Baybutt, Adam
Published: (2024)

Generalized Distribution Prediction for Asset Returns
by: Pétursson, Ísak, et al.
Published: (2024)

Quantum and Classical Machine Learning in Decentralized Finance: Comparative Evidence from Multi-Asset Backtesting of Automated Market Makers
by: Chen, Chi-Sheng, et al.
Published: (2025)

Centered-Innovation MA for Bayesian Dirichlet ARMA: Theoretical Equivalence and an Application to Bank-Asset Shares
by: Katz, Harrison
Published: (2025)

Finding Super-spreaders in Network Cascades
by: Mossel, Elchanan, et al.
Published: (2024)

A Wasserstein Graph Distance Based on Distributions of Probabilistic Node Embeddings
by: Scholkemper, Michael, et al.
Published: (2024)

Investigating Similarities Across Decentralized Financial (DeFi) Services
by: Luo, Junliang, et al.
Published: (2024)

Network Sampling: An Overview and Comparative Analysis
by: Nguyen, Quoc Chuong
Published: (2025)

Predicting Tweet Posting Behavior on Citizen Security: A Hawkes Point Process Analysis
by: Pulido, Cristian, et al.
Published: (2024)

VWAP Execution with Signature-Enhanced Transformers: A Multi-Asset Learning Approach
by: Genet, Remi
Published: (2025)

Random geometric graphs with smooth kernels: sharp detection threshold and a spectral conjecture
by: Mao, Cheng, et al.
Published: (2026)

Contrastive Learning of Asset Embeddings from Financial Time Series
by: Dolphin, Rian, et al.
Published: (2024)