In this paper we investigate the ability of several econometrical models to forecast value at
risk for a sample of daily time series of cryptocurrency returns. Using high frequency data for …

Cryptocurrencies are very popular right now and are often mentioned on the news. But how
these online currencies really work, is often not known. This thesis will explain and compare …

Целью исследования является обобщение промежуточных результатов программной
реализации концепции генерации машин Тьюринга, решающих NP-сложные задачи …

Аннотация Целью исследования является анализ программной реализации концепции
генерации машин Тьюринга, решающих NP-трудные задачи. Формулируется …

One of the major fields to be impacted by today's technology boom is the finance industry.
The year 2006 saw the introduction of the first digital currency, Bitcoin [1], which has been …

This chapter examines research on various methods that have been proposed for predicting
crypto-currency prices. These price predictions use data collected from various platforms …

The cryptocurrencies are a new paradigm of transferring money between users. Their
anonymous and non-centralized is a subject of debate around the globe that paired with the …

Abstract In 2009, the International Monetary Fund (IMF) released the Balance of Payments
and International Investment Position Manual Sixth Edition (BPM6) in response to …

The last decade has experienced notable changes and unique innovations in the global
financial system. In particular, the introduction of cryptocurrencies, pioneered by Bitcoin and …

This dissertation assesses the economic value of volatility for traditional and crypto-asset
markets. Chapter 1 provides an introduction to the blockchain technology and the cross …