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Mathematics
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Mathematics, Cryptocurrencies and Blockchain Technology, 2nd Edition
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Mathematics, Cryptocurrencies and Blockchain Technology, 2nd Edition

A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "Financial Mathematics".

Deadline for manuscript submissions: closed (30 November 2023) | Viewed by 4802

Special Issue Editors

Prof. Dr. José Luis Miralles-Quirós

E-Mail Website
Guest Editor
Faculty of Economic and Business Sciences, University of Extremadura, 06006 Badajoz, Spain
Interests: asset pricing; risk management; financial risk management; portfolio management; portfolio theory; portfolio optimization; portfolio risk measurement; financial econometrics; behavioral finance; financial crises
Special Issues, Collections and Topics in MDPI journals
Prof. Dr. María Mar Miralles-Quirós

E-Mail Website
Guest Editor
Faculty of Economic and Business Sciences, University of Extremadura, 06006 Badajoz, Spain
Interests: financial analysis; asset pricing; portfolio; financial markets; portfolio management; finance; portfolio optimization; corporate finance; econometrics; investment
Special Issues, Collections and Topics in MDPI journals

Special Issue Information

Dear Colleagues,

Cryptocurrencies, which can be understood as mathematical money, are one of the main challenges that exist in the field of finance today and in our society and way of life in the very near future. The academic world cannot be oblivious to this development. That is why we, as Guest Editors of this Special Issue, are dedicating it to the role of mathematics in the transformation of the world through these instruments. Cryptocurrencies are built using complex mathematics and computational methods. However, in this Special Issue, we do not focus only on mathematics as a feature of the security and effectiveness of cryptocurrencies protocols but also on pricing mathematics. In that context, the pricing mathematics underlying these instruments can be useful tools for the prediction or estimation of the reasonable value of something. Therefore, we consider that academic research in this field will reinforce the importance of mathematics for cryptocurrencies.

Potential topics include but are not limited to:

  • Forecasting models;
  • Effects on financial markets;
  • Mathematical models;
  • Cryptocurrencies mining;
  • Future of cryptocurrencies;
  • Abnormal volatility;
  • Cryptocurrency pump and dump;
  • Cybercrime and cryptocurrencies;
  • Exchange frauds in digital transactions.

Prof. Dr. José Luis Miralles-Quirós
Prof. Dr. María Mar Miralles-Quirós 
Guest Editors

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Mathematics is an international peer-reviewed open access semimonthly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2600 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • blockchain
  • cryptocurrencies
  • financial technology
  • mathematical models
  • cybercrime
  • volatility

Published Papers (3 papers)

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Research

20 pages, 316 KiB  
Article
The Method of Choosing Parameters for Margin Trading Protocols in the Constant Product Model
by Lyudmila Kovalchuk, Volodymyr Kostanda, Oleksandr Marukhnenko, Nataliia Kuchynska and Yuliia Marchuk
Mathematics 2023, 11(19), 4158; https://doi.org/10.3390/math11194158 - 03 Oct 2023
Viewed by 896
Abstract
We introduce a new method of choosing parameters for margin trading protocols in the Constant Product Model and apply it to our new DeFi Margin Trading protocol Primex, which can work with different DEXs and DeFi platforms. The main advantages of Primex, in [...] Read more.
We introduce a new method of choosing parameters for margin trading protocols in the Constant Product Model and apply it to our new DeFi Margin Trading protocol Primex, which can work with different DEXs and DeFi platforms. The main advantages of Primex, in comparison with existing DeFi protocols, are the following: (1) the possibility to trade with leverage, using large asset amounts and having only a small part (deposit) in one of the assets; (2) full explanation and justification of the choice of protocol parameters and relations (such as liquidation condition, maximum leverage, different fees, etc.), which allows to estimate different risks (for Lenders and the protocol) and reduce them to the required level; (3) additional decentralization and, at the same time, protection against different faults in protocol functioning, achieved by the usage of the decentralized Keeper; (4) transparent rules and conditions for all participants—Lenders, Traders, and Keepers. We give a detailed explanation for our approach to set protocol parameters and build a corresponding method to obtain their numerical values in the case of the Constant Product Model. The obtained numerical results provide additional indirect confirmation of the consistency of our method. Note that it also may be applied (after the corresponding recalculation of some coefficients) to other models, such as the Order Book Model, Constant Sum Model, or the Mixed Constant Sum/Constant Product Model (as described in the Curve whitepaper), and even other types of DeFi protocols after some modification. Full article
(This article belongs to the Special Issue Mathematics, Cryptocurrencies and Blockchain Technology, 2nd Edition)
20 pages, 365 KiB  
Article
LB-GLAT: Long-Term Bi-Graph Layer Attention Convolutional Network for Anti-Money Laundering in Transactional Blockchain
by Chaopeng Guo, Sijia Zhang, Pengyi Zhang, Mohammed Alkubati and Jie Song
Mathematics 2023, 11(18), 3927; https://doi.org/10.3390/math11183927 - 15 Sep 2023
Viewed by 951
Abstract
The decentralization and anonymity of blockchain have attracted significant attention. However, in recent years, there has been a rise in blockchain money laundering incidents, and anti-money laundering efforts have become crucial within the blockchain space. Blockchain money laundering differs from traditional financial money [...] Read more.
The decentralization and anonymity of blockchain have attracted significant attention. However, in recent years, there has been a rise in blockchain money laundering incidents, and anti-money laundering efforts have become crucial within the blockchain space. Blockchain money laundering differs from traditional financial money laundering as it does not provide account information, particularly in the case of Bitcoin. This absence of information makes it challenging for researchers to detect money laundering activities based on transaction data. We propose LB-GLAT, a novel Long-Term Bi-Graph Layer Attention Convolutional Network, to effectively capture the topological structure and attribute characteristics of money laundering on the blockchain transaction graph. LB-GLAT utilizes the transaction graph and the reverse transaction graph to solve the no-loop problem that results in the inability to capture the destination of blockchain transactions and designs a long-term layer attention mechanism to alleviate the over-smoothing problem. We implemented a series of experiments to evaluate LB-GLAT, which achieved state-of-art performance compared with other methods, presenting an accuracy of 0.9776, a precision of 0.9317, a recall of 0.8494, an F1−score of 0.8887, and an AUC of 0.9806. Full article
(This article belongs to the Special Issue Mathematics, Cryptocurrencies and Blockchain Technology, 2nd Edition)
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19 pages, 3366 KiB  
Article
5G-Enabled Cyber-Physical Systems for Smart Transportation Using Blockchain Technology
by Anand Singh Rajawat, S. B. Goyal, Pradeep Bedi, Chaman Verma, Eusebiu Ilarian Ionete and Maria Simona Raboaca
Mathematics 2023, 11(3), 679; https://doi.org/10.3390/math11030679 - 29 Jan 2023
Cited by 6 | Viewed by 2464
Abstract
The physical world can be controlled directly over the Internet once a Cyber-Physical 1 System (CPS) infrastructure is established. The Intelligent Transportation System (ITS) encompasses Wireless Sensor Network (WSN), Vehicular ad hoc network (VANET), and 5G-enabled Internet of Things (IoT) solutions to transform [...] Read more.
The physical world can be controlled directly over the Internet once a Cyber-Physical 1 System (CPS) infrastructure is established. The Intelligent Transportation System (ITS) encompasses Wireless Sensor Network (WSN), Vehicular ad hoc network (VANET), and 5G-enabled Internet of Things (IoT) solutions to transform traditional transportation into an ITS. This research investigates the option of running a blockchain-driven security assurance model to safeguard intelligent roads and smart vehicles as part of ITS. The proposed model considers a semi-distributed model in blockchain deployment to ensure satisfactory Internet of Vehicles (IoV) service while mining acceptable security assurance. The experimental outcomes on intelligent roads and smart parking management indicate that the proposed model achieves comparably good data delivery and reduced latency, paving the way to an innovative deployment of blockchain technologies in IoV for a dependable and trustworthy ITS. Full article
(This article belongs to the Special Issue Mathematics, Cryptocurrencies and Blockchain Technology, 2nd Edition)
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