Search Results for author: Lin William Cong

Found 8 papers, 2 papers with code

Uniswap Daily Transaction Indices by Network

1 code implementation5 Dec 2023 Nir Chemaya, Lin William Cong, Emma Jorgensen, Dingyue Liu, Luyao Zhang

DeFi is transforming financial services by removing intermediaries and producing a wealth of open-source data.

Is decentralized finance actually decentralized? A social network analysis of the Aave protocol on the Ethereum blockchain

1 code implementation16 Jun 2022 Ziqiao Ao, Lin William Cong, Gergely Horvath, Luyao Zhang

Our research pioneers a blockchain network study that applies social network analysis to measure the level, dynamics, and impacts of decentralization in DeFi token transactions on the Ethereum blockchain.

An AI-assisted Economic Model of Endogenous Mobility and Infectious Diseases: The Case of COVID-19 in the United States

no code implementations21 Sep 2021 Lin William Cong, Ke Tang, Bing Wang, Jingyuan Wang

We build a deep-learning-based SEIR-AIM model integrating the classical Susceptible-Exposed-Infectious-Removed epidemiology model with forecast modules of infection, community mobility, and unemployment.

Epidemiology

Knowledge Accumulation, Privacy, and Growth in a Data Economy

no code implementations21 Sep 2021 Lin William Cong, Danxia Xie, Longtian Zhang

We build an endogenous growth model with consumer-generated data as a new key factor for knowledge accumulation.

Endogenous Growth Under Multiple Uses of Data

no code implementations21 Sep 2021 Lin William Cong, Wenshi Wei, Danxia Xie, Longtian Zhang

Specifically, consumers' failure to fully internalize knowledge spillover when bearing privacy costs, combined with firms' market power, underprice data and inefficiently limit their supply, leading to underemployment in the innovation sector and a suboptimal long-run growth.

Crypto Wash Trading

no code implementations24 Aug 2021 Lin William Cong, Xi Li, Ke Tang, Yang Yang

We introduce systematic tests exploiting robust statistical and behavioral patterns in trading to detect fake transactions on 29 cryptocurrency exchanges.

Financing Entrepreneurship and Innovation in China

no code implementations24 Aug 2021 Lin William Cong, Charles M. C. Lee, Yuanyu Qu, Tao Shen

This study reports on the current state-of-affairs in the funding of entrepreneurship and innovations in China and provides a broad survey of academic findings on the subject.

Deep Sequence Modeling: Development and Applications in Asset Pricing

no code implementations20 Aug 2021 Lin William Cong, Ke Tang, Jingyuan Wang, Yang Zhang

We predict asset returns and measure risk premia using a prominent technique from artificial intelligence -- deep sequence modeling.

Time Series Time Series Analysis

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