An econophysical analysis of the blockchain ecosystem

DOI10.1007/978-3-030-53356-4_3MaRDI QIDQ5147159zbMATH OpenOpenAlexFDO

Authors Philip Nadler, Rossella Arcucci, Yi Ke Guo

Publication date 2 February 2021

Published in Mathematical Research for Blockchain Economy (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-53356-4_3

zbMATH Keywords

data assimilationinferenceblockchaintoken economics

Mathematics Subject Classification ID

Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Actuarial science and mathematical finance (91G99)

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Cites work

• Are output fluctuations transitory?
• Data assimilation: methods, algorithms, and applications
• Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models
• Econophysics: past and present
• Numerical effects of the Gaussian recursive filters in solving linear systems in the 3Dvar case study

Cited in

(8)

• On the role of local blockchain network features in cryptocurrency price formation
• Step on the gas? A better approach for recommending the ethereum gas price
• Building trust takes time: limits to arbitrage for blockchain-based assets
• Currency stability using blockchain technology
• Analysis of earnings forecast of blockchain financial products based on particle swarm optimization
• Analysis of investment and decision-making based on ESG token platform under jump-diffusion
• Hodge decomposition of bitcoin money flow
• Analysis of a dynamic, decentralized exchange economy

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