Time-series Transformer Generative Adversarial Networks

3 code implementations • 23 May 2022 • Padmanaba Srinivasan, William J. Knottenbelt

We consider limitations posed specifically on time-series data and present a model that can generate synthetic time-series which can be used in place of real data.

Time Series Time Series Analysis

On the Dynamics of Solid, Liquid and Digital Gold Futures

no code implementations • 20 Feb 2022 • Toshiko Matsui, Ali Al-Ali, William J. Knottenbelt

This paper examines the determinants of the volatility of futures prices and basis for three commodities: gold, oil and bitcoin -- often dubbed solid, liquid and digital gold -- by using contract-by-contract analysis which has been previously applied to crude oil futures volatility investigations.

SoK: Decentralized Finance (DeFi)

no code implementations • 21 Jan 2021 • Sam M. Werner, Daniel Perez, Lewis Gudgeon, Ariah Klages-Mundt, Dominik Harz, William J. Knottenbelt

Decentralized Finance (DeFi), a blockchain powered peer-to-peer financial system, is mushrooming.

Cryptography and Security General Economics Economics

DeFi Protocols for Loanable Funds: Interest Rates, Liquidity and Market Efficiency

1 code implementation • 11 Jun 2020 • Lewis Gudgeon, Sam M. Werner, Daniel Perez, William J. Knottenbelt

We coin the term *Protocols for Loanable Funds (PLFs)* to refer to protocols which establish distributed ledger-based markets for loanable funds.