Computecurrency.Net

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Analysis of an agent-based computational model for money emergence from barter trading, revealing multiscaling effects near critical thresholds and parallels to financial markets.

A Bayesian framework for nonparametric estimation of error autocovariance spectral density in time series models, applied to exchange rate forecasting.

Analysis of CBDC introduction risks to bank intermediation with collateral constraints, showing equivalence results and credit expansion effects.

Analysis of CBDC development incentives, design dilemmas, implementation challenges and future monetary system implications based on academic research from University of Belgrade.

A detailed survey of CBDC system design, implementation frameworks, and comparative analysis of 26 existing systems with forward-looking recommendations.

Analysis of a machine learning model combining clustering and attention mechanisms for event-driven price prediction in oversold forex market scenarios.

Analysis comparing exchange rate predictions from the Metaculus crowd-prediction platform against the random-walk benchmark, revealing crowd predictions are less accurate.

Analysis of cryptocurrency market dynamics using Markov chains of orders 1-8 for forecasting and long-memory component identification in Bitcoin, Ethereum, and Ripple.

Comparative analysis of cryptocurrency taxation frameworks in Kenya, Nigeria, and South Africa, exploring regulatory challenges and harmonization opportunities.

Analysis of cryptocurrency inheritance mechanisms in French-inspired legal systems, covering blockchain technology, legal frameworks, and practical succession challenges.

Analysis of connections between exchange, equity, and commodity markets in CEE economies using EMP indices and VAR methods, highlighting regional vulnerabilities.

A study on using Long Short-Term Memory (LSTM) neural networks and Gradient Boosting for forecasting USD to BDT exchange rates, achieving high accuracy and analyzing trading performance.

Analysis of an autoregressive model with self-modulation effects for foreign exchange rates, using moving averages to separate signals from noise in Yen-Dollar market data.

An econometric analysis of Serbia's foreign exchange reserves, examining adequacy, influencing factors (GDP, REER, M2/GDP), and policy implications.

Algorithmic approach to detect arbitrage opportunities in cryptocurrency markets using graph theory and minimum weight cycle detection.

An updated framework analyzing properties of both physical and digital currencies, including CBDCs, cryptocurrencies, and quantum money, with technical implementations and future applications.

Analysis of how REER depreciation worsens trade balance in European transition economies, challenging conventional wisdom and offering policy implications.

Analysis of factors influencing Uruguay's short-term REER using an extended Mundell-Fleming model, focusing on US lending rate, money supply, inflation, and world interest rate.