WWW ‘21: Proceedings of the Web Conference 2021
REST: Relational Event-Driven Stock Trend Forecasting
REST, an event-driven stock trend forecasting framework, that overcomes two limitations of existing event-driven models. Models the stock context, and learns the effect of event information on the stocks under different contexts. Constructs a stock graph and designs a new propagation layer to propagate the effect of event information from related stocks.
Exploring the Scale-Free Nature of Stock Markets
Most existing neural methods treat stocks as independent of each other. However, financial literature shows stock markets and inter-stock correlations show scale-free network characteristics. The authors modeled the scale-free nature of inter-stock relations through temporal hyperbolic graph learning on Riemannian manifolds that can represent the spatial correlations between stocks more accurately. Stock selection then became a learning to rank problem, and the authors outperformed current forecasters.
Detecting and Quantifying Wash Trading on Decentralized Cryptocurrency Exchanges
show how to identify wash trading activity in IDEX and EtherDelta, two popular decentralized exchanges on the Ethereum blockchain. They identified a lower bound accounts and trading structures engaged in wash trading. Found that 30% of all traded tokens haven been subject to wash trading at some point, with an emphasis on EtherDelta where 10% of tokens have almost exclusively been wash traded.
Towards Understanding and Demystifying Bitcoin Mixing Services
aim to understand Bitcoin mixing services as they have been used to facilitate criminal activities. Swapping and obfuscating are the most popular mixing strategies. The authors propose a transaction based analysis that successfully reveal the mixing mechanisms for 4 representative mixers. They further propose a method that identifies 92% of the mixing transactions that used obfuscation.
Towards Understanding Cryptocurrency Derivatives
Crypto trading has evolved from a collection of spot markets (fiar for cryptocurrency) to a hybrid ecosystem features complex and popular derivatives. BitMEX is a market leader with +3B USD of volume per day, and allow users up to 100x leverage. Authors analyzed the evolution of BitMEX, the diverse ensemble of amateur and professional traders, and how it has led to dramatic price movements in the underlying spot markets.
REST: Relational Event-Driven Stock Trend Forecasting. Xu, Wentao; Liu, Weiqing; Xu, Chang; Bian, Jiang; Yin, Jian; Liu, Tie-Yan. Proceedings of the Web Conference, 2021. https://doi.org/10.1145/3442381.3450032 . 2021. ISBN: 9781450383127.
Exploring the Scale-Free Nature of Stock Markets: Hyperbolic Graph Learning for Algorithmic Trading. Sawhney, Ramit; Agarwal, Shivam; Wadhwa, Arnav; Shah, Rajiv. Proceedings of the Web Conference, 2021. https://doi.org/10.1145/3442381.3450095 . 2021. ISBN: 9781450383127.
Scale-free Network. https://en.wikipedia.org/wiki/Scale-free_network . Accessed Oct 4, 2021.
Into the Wild: Machine Learning In Non-Euclidean Spaces. Fred Sala; Ines Chami; Adva Wolf; Albert Gu; Beliz Gunel; Chris Ré. https://dawn.cs.stanford.edu/2019/10/10/noneuclidean/ . Oct 10, 2019. Accessed Oct 4, 2021.
Riemannian Manifold. https://en.wikipedia.org/wiki/Riemannian_manifold . Accessed Oct 4, 2021.
Detecting and Quantifying Wash Trading on Decentralized Cryptocurrency Exchanges. Victor, Friedhelm; Weintraud, Andrea Marie. Proceedings of the Web Conference, 2021. https://doi.org/10.1145/3442381.3449824 . 2021. ISBN: 9781450383127.
Wash Trade. https://en.wikipedia.org/wiki/Wash_trade . Accessed Oct 4, 2021.
Towards Understanding and Demystifying Bitcoin Mixing Services. Wu, Lei; Hu, Yufeng; Zhou, Yajin; Wang, Haoyu; Luo, Xiapu; Wang, Zhi; Zhang, Fan; Ren, Kui. Proceedings of the Web Conference, 2021. https://doi.org/10.1145/3442381.3449880 . 2021. ISBN: 9781450383127.
Cryptocurrency Tumbler. https://en.wikipedia.org/wiki/Cryptocurrency_tumbler . Accessed Oct 4, 2021.
Towards Understanding Cryptocurrency Derivatives: A Case Study of BitMEX. Soska, Kyle; Dong, Jin-Dong; Khodaverdian, Alex; Zetlin-Jones, Ariel; Routledge, Bryan; Christin, Nicolas. Proceedings of the Web Conference, 2021. https://doi.org/10.1145/3442381.3450059 . Apr 19, 2021. ISBN: 9781450383127.