Advanced Studies of Financial Technologies and Cryptocurrency Markets

Front Matter ....Pages i-vi
 Financial Innovations and Blockchain Applications: New Digital Paradigms in Global Cybersociety  (Lukáš Pichl, Cheoljun Eom, Enrico Scalas, Taisei Kaizoji)....Pages 1-9
 Financial Contagion through Asset Price and Interbank Networks  (Jun Sakazaki, Naoki Makimoto)....Pages 11-33
 Optimal Portfolios on Mean-Diversification Efficient Frontiers  (Adeola Oyenubi)....Pages 35-63
 Time Series Prediction with LSTM Networks and Its Application to Equity Investment  (Ken Matsumoto, Naoki Makimoto)....Pages 65-88
 A Response Function of Merton Model and Kinetic Ising Model  (Masato Hisakado, Takuya Kaneko)....Pages 89-100
 Bitcoin’s Deviations from Satoshi’s World  (Naoyuki Iwashita)....Pages 101-116
 Hodge Decomposition of Bitcoin Money Flow  (Yoshi Fujiwara, Rubaiyat Islam)....Pages 117-137
 Time Series Analysis of Relationships Among Crypto-asset Exchange Rates  (Takeshi Yoshihara, Tomoo Inoue, Taisei Kaizoji)....Pages 139-162
 The Optimal Foreign Exchange Futures Hedge on the Bitcoin Exchange Rate: An Application to the U.S. Dollar and the Euro  (Zheng Nan, Taisei Kaizoji)....Pages 163-181
 Time Series Analysis of Ether Cryptocurrency Prices: Efficiency, Predictability, and Arbitrage on Exchange Rates  (Lukáš Pichl, Zheng Nan, Taisei Kaizoji)....Pages 183-196
 Estimating the Proportion of Informed Traders in BTC-USD Market Using Spread and Range  (Ping Chen Tsai, Shou Huang Dai)....Pages 197-210
 Forecasting of Cryptocurrency Prices Using Machine Learning  (Vasily Derbentsev, Andriy Matviychuk, Vladimir N. Soloviev)....Pages 211-231
 Bitcoin and Its Offspring: A Volatility Risk Approach  (Walter Bazán-Palomino)....Pages 233-256