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Scientific Papers Reference List

This is a dynamically updated list of scientific papers that are utilized in our algorithms and serve as references for our methodologies.

  1. Adams, Austin, Mary-Catherine Lader, Gordon Liao, David Puth, and Xin Wan. 2023. “On-Chain Foreign Exchange and Cross-Border Payments.” https://doi.org/10.2139/ssrn.4328948.
  2. Altuner, Dogan, Saban Çelik, and Tuna Can Güleç. 2015. “The Linkages among Intellectual Capital, Corporate Governance and Corporate Social Responsibility.” Corporate Governance 15 (4): 491–507.
  3. Ante, Lennart. 2021. “Smart Contracts on the Blockchain – A Bibliometric Analysis and Review.” Telematics and Informatics 57 (101519): 101519.
  4. Ante, Lennart, Ingo Fiedler, Jan Marius Willruth, and Fred Steinmetz. n.d. “A Systematic Literature Review of Empirical Research on Stablecoins.” https://doi.org/10.3390/fintech2010003.
  5. Auer, Raphael, and Rainer Boehme. 2020. “The Technology of Retail Central Bank Digital Currency,” March. https://www.bis.org/publ/qtrpdf/r\_qt2003j.htm.
  6. Balcilar, Mehmet, Huseyin Ozdemir, and Busra Agan. 2022. “Effects of COVID-19 on Cryptocurrency and Emerging Market Connectedness: Empirical Evidence from Quantile, Frequency, and Lasso Networks.” Physica A: Statistical Mechanics and Its Applications 604 (October): 127885.
  7. Behrouz, Ali, and Margo Seltzer. 2022. “Anomaly Detection in Multiplex Dynamic Networks: From Blockchain Security to Brain Disease Prediction.” http://dx.doi.org/.
  8. Bender, Fernando A. 2020. “Triangular Arbitrage, a Proposed Algorithm.” unknown. http://dx.doi.org/.
  9. Board of Governors of the Federal Reserve System. 2022. “Money and Payments: The U.S. Dollar in the Age of Digital Transformation.”
  10. Boonpeam, Naratorn, Warodom Werapun, Tanakorn Karode, and Esther Sangiamkul. n.d. “The Automated Equity-Split Cryptocurrency Arbitrage Strategy.”
  11. Bowman, Anthony. n.d. “Exploring Relationships among Crude Oil, Bitcoin, and Carbon Dioxide Emissions: Quantile Mediation Analysis.” https://doi.org/10.3390/pr11051555.
  12. Byrne, Stephen. n.d. “An Exploration of Novel Trading and Arbitrage Methods within Decentralised Finance.” School of Computer Science and Statistics O’Reilly Institute,. https://www.scss.tcd.ie/Donal.OMahony/bfg/202021/StephenByrneDissertation.pdf.
  13. Caliskan, Koray. 2020. “Platform Works as Stack Economization: Cryptocurrency Markets and Exchanges in Perspective.” Sociologica 14 (3): 115–42.
  14. ———. 2022. “Data Money Makers: An Ethnographic Analysis of a Global Cryptocurrency Community.” The British Journal of Sociology 73 (1): 168–87.
  15. Castrén, Olli, Ilja Kristian Kavonius, and Michela Rancan. 2022. “Digital Currencies in Financial Networks.” Journal of Financial Stability 60 (June): 101000.
  16. Elsayed, Ahmed H., and Ricardo M. Sousa. n.d. “International Monetary Policy and Cryptocurrency Markets: Dynamic and Spillover Effects.” The European Journal of Finance, 1–21.
  17. Grobys, Klaus, Juha Junttila, James W. Kolari, and Niranjan Sapkota. 2021. “On the Stability of Stablecoins.” Journal of Empirical Finance 64 (December): 207–23.
  18. Guo, Li, Wolfgang Karl Härdle, and Yubo Tao. 2022. “A Time-Varying Network for Cryptocurrencies.” Journal of Business & Economic Statistics: A Publication of the American Statistical Association, December, 1–20.
  19. Holden, Craig W., Dong Lu, Volodymyr Lugovskyy, and Daniela Puzzello. 2021. “What Is the Impact of Introducing a Parallel OTC Market? Theory and Evidence from the Chinese Interbank FX Market.” Journal of Financial Economics 140 (1): 270–91.
  20. Hu, Daning, Gerhard Schwabe, and Xiao Li. 2015. “Systemic Risk Management and Investment Analysis with Financial Network Analytics: Research Opportunities and Challenges.” Financial Innovation 1 (1): 1–9.
  21. Huang, Wenqian, Angelo Ranaldo, Andreas Schrimpf, and Fabricius Somogyi. 2023. “Constrained Liquidity Provision in Currency Markets.” BIS, Monetary and Economic Department, February. https://www.bis.org/publ/work1073.htm.
  22. International Monetary Fund. 2021. Global Financial Stability Report, October 2021: COVID-19, Crypto, and Climate: Navigating Challenging Transitions. Global Financial Stability Report. Washington, D.C., DC: International Monetary Fund.
  23. International Monetary Fund. Monetary, and Capital Markets Department. n.d. “Chapter 2 The Crypto Ecosystem and Financial Stability Challenges.” In Global Financial Stability Report, October 2021. International Monetary Fund. Accessed January 19, 2024.
  24. Jesús Barrasa and Jim Webber, Neo4j. n.d. Building Knowledge Graphs A Practitioner’s Guide. O’Reilly.
  25. Kabašinskas, Audrius, and Kristina Šutienė. 2021. “Key Roles of Crypto-Exchanges in Generating Arbitrage Opportunities.” Entropy 23 (4). https://doi.org/10.3390/e23040455.
  26. Korbel, Jan, Xiongfei Jiang, and Bo Zheng. 2019. “Transfer Entropy between Communities in Complex Financial Networks.” Entropy 21 (11): 1124.
  27. Li, Shanshen, and Xin Jing. 2020. “Intelligent Digital Currency and Dynamic Coding Service System Based on Internet of Things Technology.” Complexity 2020 (December). https://doi.org/10.1155/2020/6647039.
  28. M., Valeri, Fondacaro R., De Angelis C., and A. , Barella,Turin University. n.d. “The Use of Cryptocurrencies for Hawala in the Islamic Finance.” EJIF – European Journal of Islamic Finance. EJIF – European Journal of Islamic Finance Second Special Issue for EJIF Workshop http://www.ojs.unito.it/index.php/EJIF.
  29. Ma, Yiming, Yao Zeng, and Anthony Lee Zhang. 2023. “Stablecoin Runs and the Centralization of Arbitrage.” SSRN Electronic Journal. https://doi.org/10.2139/ssrn.4398546.
  30. Makarov, Igor, and Antoinette Schoar. 2018. “Trading and Arbitrage in Cryptocurrency Markets.” SSRN Electronic Journal. https://doi.org/10.2139/ssrn.3171204.
  31. Mc Leay, Michael, and Amar Radia. n.d. “Money in the Modern Economy: An Introduction.”
  32. Mikhalev, Igor, and Igor Struchkov. 2021. “CBDC Tracker.” 2021. https://cbdctracker.org/cbdc-tracker-whitepaper.pdf.
  33. Mosca, Michele, and Douglas Stebila. 2009. “Quantum Coins.” arXiv [quant-Ph]. arXiv. http://arxiv.org/abs/0911.1295.
  34. Packer, Charles, Vivian Fang, Shishir G. Patil, Kevin Lin, Sarah Wooders, and Joseph E. Gonzalez. 2023. “MemGPT: Towards LLMs as Operating Systems.” arXiv [cs.AI]. arXiv. http://arxiv.org/abs/2310.08560.
  35. Park, Sejung, and Han Woo Park. 2020. “Diffusion of Cryptocurrencies: Web Traffic and Social Network Attributes as Indicators of Cryptocurrency Performance.” Quality & Quantity 54 (1): 297–314.
  36. Pernice, Ingolf Gunnar Anton. 2021. “On Stablecoin Price Processes and Arbitrage.” In Financial Cryptography and Data Security. FC 2021 International Workshops, 124–35. Springer Berlin Heidelberg.
  37. Reynolds, Julia, Leopold Sögner, and Martin Wagner. 2021. “Deviations from Triangular Arbitrage Parity in Foreign Exchange and Bitcoin Markets.” Central European Journal of Economic Modelling and Econometrics, no. 2.
  38. Rio-Chanona, R. Maria del, Yevgeniya Korniyenko, Manasa Patnam, and Mason A. Porter. 2020. “The Multiplex Nature of Global Financial Contagions.” Applied Network Science 5 (1): 1–23.
  39. Robertson, Brian. 2022. “Integrating DAOs & Holacracy for Organizational Governance.” HolacracyOne Blog. May 23, 2022. https://blog.holacracy.org/integrating-daos-holacracy-for-organizational-governance-cf85ada35b74.
  40. Robinson, Sanghyun Bai Fred. n.d. “Automated Triangular Arbitrage: A Trading Algorithm for Foreign Exchange on a Cryptocurrency Market.” KTH ROYAL INSTITUTE OF TECHNOLOGY ELECTRICAL ENGINEERING AND COMPUTER SCIENCE.
  41. Shi, Qing, and Xiaoqi Sun. 2020. “A Scientometric Review of Digital Currency and Electronic Payment Research: A Network Perspective.” Complexity 2020 (November). https://doi.org/10.1155/2020/8876017.
  42. Simone Giansante (1), Segun Bewaji (2) And Alexander Vronces. n.d. “De-Tiering Large Value Payment Systems: The Case of the Canadian LVTS.” Payments Canada.
  43. “The Use of High-Frequency Data in Cryptocurrency Research: A Meta- Review of Literature with Bibliometric Analysis.”
  44. Uehara, Ryuhei, and Yushi Uno. 2005. “Efficient Algorithms for the Longest Path Problem.” In Algorithms and Computation, 871–83. Springer Berlin Heidelberg.
  45. Van der loerd, Oluwasegun Bewaji Sania Hamid Timothy Aerts Shaun Byck Ronald Heijmans Ellen. n.d. “Are Crypto Currencies Cryptic or a Source for Arbitrage? A Genetic Algorithm Approach.” Payments Canada, De Nederlandsche Bank. Accessed July 27, 2021. https://www.payments.ca/sites/default/files/paymentscanada\_discussionpaper\_cryptocurrencyarbitrageusinggeneticalgorithms.pdf.
  46. Vi̇sconti̇, Roberto Moro. 2022. “From Physical Reality to the Metaverse: A Multilayer Network Valuation.” Journal of Metaverse 2 (1): 16–22.
  47. Wang, Ye, Yan Chen, Haotian Wu, Liyi Zhou, Shuiguang Deng, and Roger Wattenhofer. 2021. “Cyclic Arbitrage in Decentralized Exchanges.”
  48. Zhang, Yi, Long Zhou, Yuxue Li, and Fang Liu. 2023. “Higher-Order Moment Nexus between the US Dollar, Crude Oil, Gold, and Bitcoin.” The North American Journal of Economics and Finance 68 (September): 101998.