76 citations · 199 across the 8 of their papers we have counts for
9 papers
Blockchain Transaction Fee Forecasting: A Comparison of Machine Learning Methods
Conall Butler, Martin Crane
Gas is the transaction-fee metering system of the Ethereum network. Users of the network are required to select a gas price for submission with their transaction, creating a risk o…
Analysis of inter-transaction time fluctuations in the cryptocurrency market
Jarosław Kwapień, Marcin Wątorek, Marija Bezbradica +3
We analyse tick-by-tick data representing major cryptocurrencies traded on some different cryptocurrency trading platforms. We focus on such quantities like the inter-transaction t…
Community Detection in Cryptocurrencies with Potential Applications to Portfolio Diversification
J. Gavin, M. Crane
In this paper, the cross-correlations of cryptocurrency returns are analysed. The paper examines one years worth of data for 146 cryptocurrencies from the period January 1 2019 to…
Design Challenges for GDPR RegTech
Paul Ryan, Martin Crane, Rob Brennan
The Accountability Principle of the GDPR requires that an organisation can demonstrate compliance with the regulations. A survey of GDPR compliance software solutions shows signifi…
Random Matrix Theory and Fund of Funds Portfolio Optimisation
Thomas Conlon, Heather J. Ruskin, Martin Crane
The proprietary nature of Hedge Fund investing means that it is common practise for managers to release minimal information about their returns. The construction of a Fund of Hedge…
Cross-Correlation Dynamics in Financial Time Series
Thomas Conlon, Heather J. Ruskin, Martin Crane
The dynamics of the equal-time cross-correlation matrix of multivariate financial time series is explored by examination of the eigenvalue spectrum over sliding time windows. Empir…