Considering that cryptocurrencies are now present in practically every financial transaction because they are widely accepted as an alternate means of making payments and exchanging currencies, academics and economists have more opportunities to study cryptocurrency prices. Over the years, investors, traders and investment banks have found it difficult to predict the closing daily price of Ethereum due to its rapid price fluctuation. The daily closing price of cryptocurrency is essential to consider when trading or investing in Ethereum. This report focuses on carrying out a comparative study of the predictive capabilities of deep machine learning algorithms with a stacking ensemble modelling framework using daily historical observations of the price of Ethereum obtained from Coindesk, tweets extracted from Twitter ranging from the 1st of August 2022 to the 8th of August 2022 and other five covariates (closing price lag1, closing price lag2, noltrend, daytype and month) engineered from the closing price of Ethereum. Seven models are used to compute the forecasts for the daily closing price of Ethereum; these are the recurrent neural network, ensemble stacked recurrent neural network, gradient boosting machine, generalized linear model, distributed random forest, deep neural networks and stacked ensemble for gradient boosting machine, generalized linear model, distributed random forest and deep neural networks. The main evaluation metric used is the mean absolute error. According to MAE, RNN forecasts outperform the other model’s forecasts in this study, producing an MAE of 0.0309.

Predicting stock and cryptocurrency prices is challenging. One method involves ana-lyzing opinions from individuals and experts. This article focuses on analyzing social media sen-timents for predicting Bitcoin prices using various criteria. In this article, unlike other articles that only used the points obtained from sentiment analysis of tweets, we combined the points of tweets based on other criteria, such as the highest like counts, the highest volume of tweets, and the weighted scores of tweets. In the first stage, we evaluated the deep learning models SL, LG, LGC, BL, and BG without considering sentiment. Ultimately, the BG model performed well in evaluation metrics such as MAE and Loss. In the second stage, we examined the impact of tweet volume on the models' performance. In the third stage, we utilized the simulation results of the VADER model. For the fourth stage, we considered the maximum likes for tweets as a sentiment analysis tool. Finally, in the last stage, which is the main focus of this article, we employed weighted averaging for sentiment analysis. Model BG provided approximately 11% improvement based on the MAE metric and about 15% improvement based on the Loss metric for better detection the following day.

In recent years, cryptocurrencies have received substantial attention from investors, researchers and the media due to their volatile behaviour and potential for high returns. This interest has led to an expanding body of research aimed at predicting cryptocurrency prices, which are notably influenced by a wide array of technical, sentimental, and legal factors. This paper reviews scholarly content from 2014 to 2024, employing a systematic approach to explore advanced quantitative methods for cryptocurrency price prediction. It encompasses a broad spectrum of predictive models, from early statistical analyses to sophisticated machine and deep learning algorithms. Notably, this review identifies and discusses the integration of emerging technologies such as Transformers and hybrid deep learning models, which offer new avenues for enhancing prediction accuracy and practical applicability in real-world scenarios. By thoroughly investigating various methodologies and parameters influencing cryptocurrency price predictions, including market sentiment, technical indicators, and blockchain features, this review highlights the field’s complexity and rapid evolution. The analysis identifies significant research gaps and under-explored areas, providing a foundational guideline for future studies. These guidelines aim to connect theoretical advancements with practical, profit-driven applications in cryptocurrency trading, ensuring that future research is both innovative and applicable.

This study presents a comparative analysis of two advanced attention-based deep learning models—Attention-LSTM and Attention-GRU—for predicting cryptocurrency price movements. The models utilize historical OHLCV data, combined with four technical indicators: SMA, EMA, TEMA, and MACD, to enhance the accuracy of classification into three categories: uptrend, downtrend, and neutral. Both models aim to capture market dynamics through sequential data while incorporating attention mechanisms to focus on relevant time steps. Experimental results demonstrate that the inclusion of technical indicators significantly improves model performance, with MACD yielding the highest accuracy. The Attention-GRU model shows computational advantages, while the Attention-LSTM model excels in capturing long-term dependencies.

Predicting the prices of cryptocurrency owing to its volatility, instability, and other factors has been challenging; investors and traders especially in Nigeria have been on a constant look for a more reliable way of knowing market trends and prices and while there has been so many research conducted using deep learning, the results for which has fall short of what investors could called a strong predictor. This research reviewed the results of many works that had been done and proposed two types of recurrent neural network (RNNs) namely Long Short-Term Memory and Gated Recurrent Unit (GRU) for predicting the future prices of two of the most common crypto assets namely Bitcoin (BTC) and Ethereum (ETH), these two were selected based on their popularity, the volume traded and their market capitalization. The experiment was conducted in a GPU Jupyter Notebook environment and the performance of our experiment was evaluated on a test set using root mean square error (RMSE) and based on its values, the LSTM presented a better performance with rsme scores of 654.66, and 80.30 respectively for BTC and ETH as compared to GRU. The paper proceeds further to compare the results of this experiment with other related works and we discovered that its performance is a great improvement.

Blockchains such as the bitcoin blockchain depend on reaching a global consensus on the distributed ledger; therefore, they suffer from well know scalability problems. This paper proposes an algorithm that avoids double-spending in the short term with just O(√n) messages; each node receiving money off-chain performs the due diligence of consulting k√n random nodes to check if any of them is aware of double-spending. Two nodes receiving double-spent money will in this way consult at least one common node with very high probability, due to the ‘birthday paradox’, and any common honest node consulted will detect the fraud. Since the velocity of money in the real world has coins circulating through at most a few wallets per day, the size of the due diligence communication is small in the short term. This `k-root-n’ algorithm is suitable for an environment with synchronous or asynchronous (but with fairly low latency) communication and with Byzantine faults. The presented k-root-n algorithm should be practical to avoid double-spending with arbitrarily high probability, while feasibly coping with the throughput of all world commerce. It is resistant to Sybil attacks even beyond 50% of nodes. In the long term, the k-root-n algorithm is less efficient. Therefore, it should preferably be used as a complement and not a replacement to a global distributed ledger technology.

This article delves into the complex landscape of Bitcoin halving events, analyzing the historical context and implications of these pivotal occurrences within the cryptocurrency ecosystem and on its sustainability within the landscape of financial technologies. Through an examination of past halving events in 2012, 2016, and 2020, this study meticulously scrutinizes the conditions and prices of Bitcoin before and after each halving. By synthesizing data and trends from previous events, this article aims to uncover patterns and insights that illuminate the impact of Bitcoin halving on market dynamics and sustainability, movement of the price level, reached peaks and price troughs. Furthermore, this research presents a comparative analysis of past halving events, drawing parallels and distinctions to elucidate the evolving nature of Bitcoin's price movements and market sentiment surrounding these milestone events. Looking towards the future, this study estimates predictions and expectations for the upcoming Bitcoin halving. By unraveling the intricate relationship between Bitcoin halving events and market behavior, this article seeks to provide a comprehensive understanding of the broader implications for Bitcoin's trajectory and the evolving landscape of the cryptocurrency market and its sustainability.

Starting with BitTorrent and then Bitcoin, decentralized technologies have been on the rise over the last 15+ years, gaining significant momentum in the last 2+ years with the advent of platform ecosystems such as the Blockchain platform Ethereum. New projects have evolved from decentralized games to marketplaces to open funding models to decentralized autonomous organizations. The hype around cryptocurrency and the valuation of innovative projects drove the market cap of cryptocurrencies to over a trillion dollars at one point in 2017. These high valued technologies are now enabling something new: globally scaled, decentralized business models. Despite their valuation and the hype, these new business ecosystems are frail. This is not only because the underlying technology is rapidly evolving, but also because competitive markets see a profit opportunity in exponential cryptocurrency returns. This extracts value from these ecosystems, which could lead to their collapse, if unchecked. In this paper, we explore novel ways for decentralized economies to protect themselves from, and coexist with competitive markets at a global scale utilizing decentralized technologies such as Blockchain.

This bibliometric study explores the cryptocurrency accounting (CA) literature and the connections between authors, institutions, and countries where cryptocurrency activity involves transactions that must be legally recognized in accounting, assure accuracy and reliability for auditing, and adhere to tax compliance. The design involves data selection from Web of Science Core Collection (WoS) and Scopus, published between 2007 - 2023. The technique helps identify influential publications, collaboration networks, thematic clusters, and trends in research on CA using tools VOSviewer, Biblioshiny, and MS Excel. The originality of the study lies in its dual role as a support for accounting professionals and academics to develop innovative solutions for the challenges posed by crypto technology across core accounting areas: financial and managerial accounting, taxation, and auditing. The findings offer insights into the themes mentioned, and even if the collaboration between the authors is not very developed, the innovation and public recognition of the subject could raise researchers' interest. The limitation of the dataset is that it does not cover all relevant publications in a different period from the one in which the data was retrieved, 9-11 May 2024. This review might need periodic updates because the CA landscape is constantly changing.

This article explores the relationship between green energy and cryptocurrencies in the sustainable energy finance sector. The research findings contribute to our understanding of the application of green economy practice, enabling investors in financial markets, policymakers, and stakeholders to make informed decisions and develop specific strategies. Adopting the green economy paradigm makes it possible to promote collaboration and innovation by integrating ethical and responsible principles that can improve the overall quality of processes and boost sustainable growth. Cryptocurrencies have been widely used as financial instruments over the last decade. Given the development of the cryptocurrency market and the growing awareness of greener and more energy-efficient tokens, the green economy has become a popular topic for understanding economic and political issues. However, the literature still lacks clear evidence on how cryptocurrencies interact with green energies. Therefore, this study examines the long- and short-term relationships between dirty cryptocurrencies such as Bitcoin (BTC), Ethereum (ETH), clean cryptocurrencies such as Cardano (ADA), Ripple (XRP), Stellar (XLM), and green energies such as ISE Clean Edge Global Wind Energy, S&P Global Clean Energy, S&P TSX Renewable Energy and Clean Technology, Solactive China Clean Energy, in the period from January 2020 to September 2023. The results show that diversification is key, with clean cryptocurrencies such as ADA, XLM and XRP offering diversification opportunities alongside "dirty" cryptocurrencies such as BTC and ETH. Although sustainable energy indices show mixed evidence in the long and short term, they remain relevant for those who focus on clean energy investments. It is also becoming increasingly relevant for investors in sustainable portfolios to assess their environmental impact, especially for energy-intensive cryptocurrencies, and it is advisable to explore sustainable blockchain technologies.

Cryptocurrencies are now the most popular investment instruments among millenials. Crypto offers great returns in a short period of time. Prior to COVID-19, Crypto experienced significant price fluctuations accompanied by an increase in the number of high transaction volumes. This situation was disrupted by the presence of the COVID-19 which made the world economy devastated, marked by the decline of stock prices in the world, especially in Indonesia. A paired test was conducted in this study to compare the state of Crypto before and during COVID-19 with the variables of Risk, Transaction Volume, Return, and Sharpe Performance. The results showed that there was a significant difference in the variables of Transaction Volume and Return. However, there was no significant difference in the Risk and Sharpe performance before and during COVID-19. This study shows that despite the COVID-19 pandemic, the enthusiasm of investors who transact crypto assets is not affected and they still get returns in accordance with the investments made. The high risk will be followed by a high standard deviation, so that the Sharpe Performance is small. Cryptocurrencies still have many gaps to research, such as regulation, so that many countries have not legalized Crypto transactions. If there is no regulation for Crypto, it is certain that an increase in cybercrime harms crypto investors and threatens global financial stability. Nevertheles, with or without COVID-19, investment transactions gain and lose based on confidence in the limited market. Therefore, the success of confidence fluctuations in crypto encourages the emergence of alternative coins created by investors to conduct an Initial Coin Offering (ICO).

Blockchain innovation stands out enough to be noticed and adopted in various countries and organizations around the world. Many businesses, including finance, medical services, inventory networks, security, libraries, and the internet of things, are currently under attack. For the benefit of the blockchain, many businesses incorporate blockchain technology into their frameworks. Despite its solidarity, blockchain faces a few challenges in security, protection, adaptability, and other areas. This paper examines the forward leap in blockchain innovation, as well as its applications and challenges. While many blockchain papers focus on digital currencies, IoT, and security, this paper focuses on the overall best in a class of blockchain innovation, its new twists and turns, and choices, particularly in areas other than cryptographic forms of money. The investigators' goal is to provide a thorough audit of the cryptography underlying blockchain to better understand the innovation. The examiners also conduct general research on people and venture blockchains, as well as future exploration opportunities and their implications for blockchain innovation.

Blockchain-based currencies or cryptocurrencies have become a global phenomenon known to most people as a disruptive technology, and a new investment vehicle. However, due to their decentralized nature, regulating these markets has presented regulators with difficulties in finding a balance between nurturing innovation, and protecting consumers. The growing concerns about illicit activity have forced regulators to seek new ways of detecting, analyzing, and ultimately policing public blockchain transactions. Extensive research on machine learning, and transaction graph analysis algorithms has been done to track suspicious behaviour. However, having a macro view of a public ledger is equally important before pursuing a more fine-grained analysis. Benford’s law, the law of first digit, has been extensively used as a tool to discover accountant frauds (many other use cases exist). The basic motivation that drove our research presented in this paper was to test he applicability of the well established method to a new domain, in this case the identification of anomalous behavior using Benford’s law conformity test to the cryptocurrency domain. The research focused on transaction values in all major cryptocurrencies. A suitable time-period was identified that was long enough to sport sufficiently large number of observations for Benford’s law conformity tests and was also situated long enough in the past so that the anomalies were identified and well documented. The results show that most of the cryptocurrencies that did not conform to Benford’s law had well documented anomalous incidents, the first digits of aggregated transaction values of all well known cryptocurrency projects were conforming to Benford’s law. Thus the proposed method is applicable to the new domain.

Crypto-ransomware has emerged as one of the most significant cybersecurity threats in recent years. Ransomware attacks, particularly those involving the encryption of data and demanding payment in cryptocurrency, have caused severe disruptions across various critical industries, including healthcare, energy, and finance. The proliferation of these attacks is largely attributed to the anonymity provided by cryptocurrency transactions and the increasing sophistication of cybercriminal tactics. The impact of ransomware extends beyond immediate financial losses, often leading to prolonged operational downtime, reputational damage, and even risks to public safety. In this research paper, we explore the growing threat of crypto-ransomware by examining real-life case studies in key industries, analyzing the countermeasures taken, and proposing additional solutions to mitigate the risk. The goal is to raise awareness and provide actionable insights for organizations to better protect themselves against this pervasive threat.

Blockchain is a shared, unchangeable, decentralized ledger that allows transactions to be recorded securely and transparently via a network of computers. In addition to its significant contributions to cryptocurrencies, blockchain technology has shown promise as a game-changing advancement in cyber security. This study offers a thorough analysis of how blockchain technology is strongly linked to defending against cyber security risks in the modern world. This research clarifies the primary mechanisms of decentralization, immutability, transparency, and cryptographic security by which blockchain improves cyber security through a review of the literature and case studies. Furthermore, the study addresses the difficulties and constraints associated with incorporating blockchain technology into cybersecurity frameworks and proposes potential directions for future research.

Since the most important constituent of the cost of cryptocurrency production is energy bills, use of illegal electricity in cryptocurrency mining farms is very common. For this reason, many countries prohibit cryptocurrency production or restrict it with some legal regulations. This situation raises the problem of how to detect illicit cryptocurrency mining. Therefore, innovative approaches are needed to detect illicit cryptocurrency mining farms. In this study, it has been shown that unique noise and/or harmonic characteristics of machines producing cryptocurrency can be used to detect illicit cryptocurrency mining farms. The unique harmonic characteristics formed by data centers on neutral line have been detected by field measurements performed. Electricity distribution companies can make risk assessments with this approach by monitoring energy quality data. As a result, the necessary legal permissions can be obtained to investigate suspicious high-risk consumers. Illicit cryptocurrency mining farms can be detected by investigating at high-risk consumer facilities.

Federated unlearning represents a sophisticated evolution in the domain of machine learning, particularly within federated learning frameworks. In financial applications, where data privacy and security are paramount, federated unlearning allows institutions to selectively remove or “unlearn” specific data from trained models without compromising their overall performance and accuracy. This capability is essential for ensuring that models remain adaptable, secure, and compliant with regulatory requirements, while minimizing the need for expensive retraining. In this paper, we explore various financial applications where federated unlearning can have a significant impact, including fraud detection, portfolio management, and credit risk modeling. By allowing targeted removal of outdated, erroneous, or sensitive data, federated unlearning enhances the agility of financial models, enabling institutions to keep pace with the dynamic financial landscape. Using practical numerical examples, we demonstrate how unlearning improves model accuracy and decision-making while maintaining data privacy across distributed systems. This paper underscores the critical role of federated unlearning in addressing the challenges of modern financial institutions, offering insights into its practical applications and future potential.

This paper explores the use of GNN architectures, including Graph Convolutional Networks (GCNs), Graph Attention Networks (GATs), and GraphSAGE, in modeling blockchain data. A specific focus is given to their applications in cryptocurrency transaction networks, where GNNs can detect fraudulent activities and track illicit fund flows by learning from transaction patterns and network structure. Additionally, future directions for GNN research in blockchain are discussed, including scalability challenges, privacy-preserving models, and multi-chain graph analysis. Through these advancements, GNNs offer significant potential for enhancing the security, transparency, and efficiency of blockchain and cryptocurrency ecosystems. This paper also shows an example of fraud detection for Ethereum cryptocurrencies.

Approximate unlearning is an emerging field in machine learning that addresses the challenge of efficiently removing specific data points from models without the need for full retraining. In the financial sector, where models are built on sensitive customer data and market information, the ability to unlearn data is crucial for meeting privacy regulations like GDPR and ensuring model adaptability in real-time environments. This paper explores the categorization of approximate unlearning into two main approaches: data-driven approximation and model-driven approximation. Data-driven approximation focuses on selectively retraining parts of the dataset to simulate the removal of data, while model-driven approximation adjusts the model’s internal parameters to nullify the influence of unwanted data points. Both methods offer computational and memory-efficient ways to balance the need for privacy compliance with the performance demands of financial models. The paper discusses practical applications in algorithmic trading, fraud detection, and risk assessment, and highlights the challenges associated with each approach. Through case studies and literature references, we demonstrate how approximate unlearning can be applied to maintain system efficiency, data privacy, and regulatory compliance in the financial domain. This research provides a roadmap for future developments in approximate unlearning, particularly in the context of real-time financial systems and federated learning environments.

The present study discusses how adopting cryptos affects financial inclusion in developing economies. Primary constructs like Financial Inclusion (FI), Perceived Economic Empowerment (PEE), Trust in Financial Institutions (TFI), User Satisfaction (US), and Cryptocurrency Adoption (CA) were tested through Structural Equation Modeling (SEM). The results indicated that CA significantly and positively influenced FI, US, TFI, and PEE. These relationships extend to the interaction effects: US, TFI, and PEE all positively related to FI. It is a reflection of cryptocurrencies as an opportunity to redress most of the afflictions characteristic of traditional finance systems and to promote financial inclusion and economic empowerment in developing countries. Future research should also investigate whether digital literacy and regulatory environments support cryptocurrency access.

This paper investigates calendar anomalies, volatility patterns, and the best forecasting model for predicting volatility in the cryptocurrency market, focusing on ten prominent cryptocurrencies: Binance USD, Bitcoin, Binance Coin, Cardano, Dogecoin, Ethereum, Solana, Tether, USD Coin, and Ripple. Spanning from January 2016 to December 2023, the study utilizes sophisticated statistical models such as GARCH (p,q), EGARCH (p,q), and GJR-GARCH (p,q) to analyze precise changes in market dynamics and the impact of day-of-week fluctuations on cryptocurrency returns. Empirical evidence reveals significant findings regarding the persistence of volatility, positive and negative news effects on volatility, and day-of-week effects on cryptocurrency returns. Post-COVID-19, Sunday emerges as the least volatile day for cryptocurrencies, while Thursdays and Tuesdays exhibit greater volatility. Binance, Ethereum, Dogecoin, and Tether show anomalies where returns on Tuesday and Thursday significantly differed from those on other days of the week. Many other currencies, like the USD coin, Cardano, and Ripple, show anomalies only in the pre-COVID-19 period. The findings highlight the best forecast model for volatility for each top cryptocurrency, offering practical implications for investors, traders, regulators, and policymakers. These insights emphasize the importance of understanding and addressing calendar anomalies in the cryptocurrency market for informed decision-making, trading strategies, regulatory frameworks, and market stability.

The growing energy consumption in the cryptocurrency and artificial intelligence (AI) industries is becoming an increasingly critical issue. This paper discusses methods for addressing this problem using data compression algorithms and the optimization of computational processes. Specifically, we examine research results that demonstrate the potential for significantly reducing energy consumption through mathematical solutions, such as the Riemann Hypothesis. We also present the notarized test results of an image compression program developed by the author. The work was presented at a UN panel session and an ECO webinar, receiving recommendations for implementation in ECO member countries. Additionally, modern technologies for accelerating cryptographic methods and algorithms are considered.The growing energy consumption in the cryptocurrency and artificial intelligence (AI) industries is becoming an increasingly critical issue. This paper discusses methods for addressing this problem using data compression algorithms and the optimization of computational processes. Specifically, we examine research results that demonstrate the potential for significantly reducing energy consumption through mathematical solutions, such as the Riemann Hypothesis. We also present the notarized test results of an image compression program developed by the author. The work was presented at a UN panel session and an ECO webinar, receiving recommendations for implementation in ECO member countries. Additionally, modern technologies for accelerating cryptographic methods and algorithms are considered.

This paper examines interlinkages and hedging opportunities between nine major cryptocurrencies for the period between 30 September 2015 and 4 June 2020, which notably includes the coronavirus disease 2019 (COVID-19) outbreak lasting from early 2020 through the end of the sample period. The results of dynamic conditional correlation (DCC) analysis using a minimum connectedness approach show a high degree of correlation between cryptocurrencies throughout the sample period. However, the correlations reach their minimum values during the COVID-19 pandemic, which indicates that cryptocurrencies acted as a hedge or safe haven during the stressful period of the COVID-19 pandemic. The weight of cryptocurrencies was significantly reduced and their hedging effectiveness varied greatly during the pandemic, which indicates that investors’ preferences changed during the COVID-19 period.

Cryptocurrencies like Bitcoin rely on a proof-of-work system to validate transactions and prevent attacks or double-spending. A new proof-of-work is introduced which seems to be the first number theoretic proof-of-work unrelated to primes: it is based on a new metric associated to the Collatz algorithm whose natural generalization is algorithmically undecidable: the inflation propensity is defined as the cardinality of new maxima in a developing Collatz orbit. It is numerically verified that the distribution of inflation propensity slowly converges to a geometric distribution of parameter $0.714 \approx \frac{(\pi - 1)}{3}$ as the sample size increases. This pseudo-randomness opens the door to a new class of proofs-of-work based on congruential graphs.

This study estimates the effects of double long memory and structural breaks on the persistence level of six major cryptocurrency markets. We apply the Bai and Perron’s structural break test, Inclán and Tiao’s iterated cumulative sum of squares (ICSS) algorithm, and the fractionally integrated generalized autoregressive conditional heteroscedasticity (FIGARCH) model with different distributions. The results show that long memory and structural breaks characterize the conditional volatility of cryptocurrency markets and confirm our hypothesis that ignoring structural breaks leads to an underestimation of the persistence of volatility modelling. The ARFIMA-FIGARCH model with structural breaks and a skewed Student–t distribution fits the cryptocurrency market’s price dynamics well.

Nowadays, the transactions carried out with digital currencies are increasing. Citizens are asked to respond to growing challenges related to the sustainable management of digital currencies in their daily lives. However, due to the lack of digital skills of users, the sustainable management of digital currencies hides risks. The methodology of this study was based on the Digital Competence Framework for Citizens (DigComp) and is applied through a questionnaire completed by 443 respondents. The main objective was to evaluate their digital skills from the perspective of digital currency use. The analysis of the responses was carried out by using Structural Equation Modeling (SEM). The most important result from this research reveals that users of digital currencies are significantly capable of developing sustainable communication to solve everyday problems. At the same time, users of digital currencies mostly detect digital threats and effectively manage fake news without being affected by them. However, users of digital currencies consider that security issues are important, but only for transactions and not for their supporting functions. The study concludes with suggestions for improving the experience of digital currency users through individual actions, thus having a positive impact on the state and banking institutions.

This work addresses the intricate task of predicting the prices of diverse financial assets, including stocks, indices, and cryptocurrencies, each exhibiting distinct characteristics and behaviors under varied market conditions. To tackle the challenge effectively, a novel hybridized architecture, AE-GRU, integrating the encoder-decoder principle with GRU is designed. The experimentation involves multiple activation functions and hyperparameter tuning. With extensive experimentation and enhancements applied to AE-LSTM, the proposed AE-GRU architecture still demonstrates significant superiority in forecasting the annual prices of volatile financial assets from multiple sectors mentioned above. Thus, the novel AE-GRU architecture emerges as a superior choice for price prediction across diverse sectors and fluctuating market scenarios by extracting important non-linear features of financial data and retaining the long-term context from past observations.

Deep reinforcement learning (DRL) has achieved significant results in many Machine Learning (ML) benchmarks. In this short survey we provide an overview of DRL applied to trading on financial markets, including a short meta-analysis using Google Scholar, with an emphasis on using hierarchy for dividing the problem space as well as using model-based RL to learn a world model of the trading environment which can be used for prediction. In addition, multiple risk measures are defined and discussed, which not only provide a way of quantifying the performance of various algorithms, but they can also act as (dense) reward-shaping mechanisms for the agent. We discuss in detail the various state representations used for financial markets, which we consider critical for the success and efficiency of such DRL agents. The market in focus for this survey is the cryptocurrency market.

This article integrates existing theory from distributed computing and cryptology with anecdotal material from the cryptocurrency industry, to provide a comprehensive description of the minimum requirements of the hypothetical academic blockchain. The paper argues that such a community could significantly reduce the biases and misconduct that now exist in the academic peer review process. Theory suggests such a system could operate effectively as a distributed encrypted telecommunications network where nodes are anonymous, do not trust each other, and there is minimal central authority. To incentivize the academic community to join such a proposed community, the paper proposes a pseudo-cryptocurrency called litcoin (literature coin). This litcoin-based system would create economic scarcity based on proof of knowledge (POK), which is a synthesis of the proof of work (POW) mechanism used in bitcoin, and the proof of stake (POS) mechanism used in various altcoin communities. The paper argues that the proposed POK system would enable the academic community to more effectively develop the research it finds valuable.

With the gradual development and integration of artificial intelligence into various industries, there is also a great range of integration in the financial industry. Therefore, this article focuses on the trend prediction model and financial risk management problems of deep reinforcement learning (DRL), one of the largest branches of artificial intelligence, in the cryptocurrency market. In addition, in the experimental part of this paper, the artificial intelligence machine learning Long short-term memory network (LSTM) model is used to make effective time series prediction and analysis on the relevant data of the cryptocurrency market, so as to make a large-scale analysis to improve the accuracy of market trend prediction and the effectiveness of risk management. In addition, in this experiment, technology-related indicators, emotional states of financial market customers and other content related to large language models are combined. While optimizing investment strategy by using deep reinforcement learning algorithm, machine learning prediction model is also used to capture the time dependence of financial market. The experimental results also show that the predicted results are consistent with the actual value. Therefore, the model has high practical application value in predicting the time series price trend of cryptocurrency in the financial market and indicates that the integrated DRL model framework can further optimize and manage the price and trading strategy of the financial market. Future research should focus on improving the LSTM model and incorporating more features to improve prediction accuracy and adapt to market changes.

For its enthusiasts, the blockchain is an archivist's dream come true: an immutable historical record that is publicly accessible and immune from censorship. Proposals like Juried Protocol Galleries could enable bots to compute the provenance of digital artworks and their appearance in exhibitions and publications. Distributed file systems like IPFS claim to store creative works in a redundant, networked fashion outside the control of any single cloud provider. Projects designed to work with blockchains like Filecoin and Arweave propose a dedicated cryptocurrency as financial incentive to support the cost of governing and sustaining this "permaweb." As dreamy as this picture sounds, many of these promises depend on technologies that have yet to be sufficiently developed or adopted. Rather than forecast the future, we can separate the hype from the reality in the present day by examining a real-life example, namely the 2021 auction of Andy Warhol's digital art with NFTs. This essay will focus less on blockchain's general promise as a preservation medium and more on the particular case of the digital Warhols, which both in form and spirit would seem a perfect application of NFTs to preserve historically important works of digital art. Which promises of the crypto-dream of permanent access to digital heritage ring true for this case study, and which are overblown?

The study presents a mathematical modeling for supporting the premise that our body is composed of blockchain systems. A cell population is considered a space with peer-to-peer communication networks for applying blockchain protocol. Transaction is defined as gene expression that constantly occurs for protein synthesis in each cell. The transaction process proceeds according to the blockchain protocol with sharing and recording the data on the blockchain ledger. The premise comes from the clues of the previous research such that the cell population is a complex structured network system having cell-to-cell connections. Although individual cells exhibit stochastic nonlinear dynamic behavior, cell population shows consensus behavior that reaches to ensemble through interaction among cells. It is inferred that gene expression is not regulated by the corresponding cell only nor determined by external intelligence such as the brain. This is achieved through a consensus through stochastic interactions between cells over the whole cell population. These findings imply that mathematical blockchain modeling is a suitable for gene expression process. The original contribution of the study is a methodology for applying mathematically the blockchain protocol to the real biological gene expression process. In other words, the DNA sequence is converted into a numeral bit sequence that makes it possible to implement the blockchain protocol. A new DNA sequence scheme is proposed with adding methylated cytosine and adenine as the 5th and 6th bases for including epigenetic information which has profound effect on gene expression and regulation. The methodology was applied to the real biological synthesis process of protein samples. The protein is composed of amino acids that are encoded by triplet codons of 216 kinds with 6 base RNA sequence. The gene expression information is traced backward from a synthesized protein sample, amino acids of codons, RNA transcript up to DNA sequence. One of the results is a numeric value in the form of a bit sequence with which mathematical blockchain modeling is applicable. The cryptographic authentication and the consensus process are mathematically proven to work properly by the blockchain protocol. It implies that the same protein is synthesized, but with different epigenetic data, then protein's latent material properties will certainly be different. Although the result has not been justified by the biologic experiment yet, it is sure that the biological hidden algorithm inside DNA sequence will be revealed by the binary bit-logic with physical on/off states which is mathematically proven. The research will greatly contribute to disease treatment and medicine development as well as epigenetics in the future.