Wyniki wyszukiwania - BazTech

1

The potential for real-time testing of high-frequency trading strategies through a developed tool during volatile market conditions

Vaitonis Mantas, Korovkinas Konstantinas

Applied Computer Science

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2023

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Vol. 19, no 2

63--81

EN

This study presents a method for testing high-frequency trading (HFT) for algorithms on GPUs using kernel parallelization, code vectorization, and multidimensional matrices. The research evaluates HFT strategies within algorithmic cryptocurrency trading in volatile market conditions, particularly during the COVID-19 pandemic. The study's objective is to provide an efficient and comprehensive approach to assessing the efficiency and profitability of HFT strategies. The results show that the method effectively evaluates the efficiency and profitability of HFT strategies, as demonstrated by the Sharp ratio of 2.29 and the Sortino ratio of 2.88. The authors suggest that further study on HFT testing methods could be conducted using a tool that directly connects to electronic marketplaces, enabling real-time receipt of high-frequency trading data and simulation of trade decisions. Finally, the study introduces a novel method for testing HFT algorithms on GPUs, offering promising results in assessing the efficiency and profitability of HFT strategies during volatile market conditions.

2

The cryptocurrency AML challenge - sanction 2022 new threats

Przyłuski Kamil

Zeszyty Naukowe. Organizacja i Zarządzanie / Politechnika Śląska

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2022

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z. 162

623--630

EN

Purpose: Paper reviews changes taking place in the cryptocurrency market after the introduction of further sanctions on the Russian financial market. The author notes that cryptocurrencies are used more and more often by companies operating in Russia. The cryptocurrency market remains largely beyond control despite the AML area. It is a source of many threats of money laundering. The paper recapitulates the status of the global trade market choosing settlement cryptocurrency in the context of anti-money laundering. Methodology: The analysis was based on reports on the market quotation of popular cryptocurrencies. Findings: The paper includes definitions of new challenges for AML areas. Practical implications: (if applicable) What outcomes and implications for practice, applications and consequences are identified? How will the research impact the business or enterprise? What changes to practice should be made as a result of this research? What is the commercial or economic impact? Not all papers will have practical implications. Social implications: The application of the proposed solutions will improve the security systems of financial sector institutions. Originality/value: The paper provides guidance on how to assess institutional capacity and support the anti-money laundering process.

3

Czy kryptowaluty wpływają negatywnie na środowisko naturalne?

Bednarz Hubert

Przegląd Techniczny : Gazeta Inżynierska

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2022

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nr 9

29--31

PL

Blockchain definiowany jest jako zdecentralizowana baza danych wykorzystująca kryptografię do szyfrowania danych. Ma pewne algorytmy uzyskiwania konsensusu, tj. proof of work i proof of stake. Proof of work to dostarczenie dowodu określonej pracy opierającej się wykazaniu mocy obliczeniowej do ekosystemu w zamian za wynagrodzenie w postaci kolejnych bloków łańcucha. Proof of stake to algorytm osiągania konsensusu za pomocą posiadania. Najpopularniejszym algorytmem uzyskiwania konsensusu jest proof of work, używają go kryptowaluty takie jak Bitcoin. Istnieje korelacja między ceną kryptowalut a ilością zużywanej energii potrzebnej do ich wydobycia. Jedną z kryptowalut najbardziej pochłaniającą energię i produkującą znaczne ilości odpadów elektronicznych jest Bitcoin. Alternatywnym rozwiązaniem stojącym w opozycji do obecnie panującego status quo jest algorytm uzyskiwania konsensusu – proof of stake. W procesie wydobywania kryptowalut tą metodą nie potrzebne jest zaangażowanie tak ogromnych ilości energii elektrycznej, czego przykładem jest Cardano. Nie emituje ona również tak dużych ilości CO2 , co wpływa w mniejszym stopniu na degradację środowiska naturalnego

EN

Blockchain is defined as a decentralized database that uses cryptography to encrypt data. It has some consensus algorithms i.e. proof of work and proof of stake. Proof of work is the provision of a specific work based on demonstrating computing power to the ecosystem in return for remuneration in the form of successive blocks of the chain. Proof of stake is an algorithm for achieving consensus through ownership. The most popular consensus algorithm is proof of work, it is used by cryptocurrencies such as Bitcoin. There is a correlation between the price of cryptocurrencies and the amount of energy used to mine them. One of the cryptocurrencies that absorbs energy and produces significant amounts of electronic waste is Bitcoin. An alternative solution, in opposition to the current status quo, is the algorithm for obtaining consensus – proof of stake. In the process of mining cryptocurrencies with this method, it is not necessary to involve such a huge amount of electricity, as exemplified by Cardano. It also does not emit such large amounts of CO2 , which has a lesser impact on the degradation of the natural environment.

4

Sprzętowo-programowa akceleracja algorytmu Argon2d z wykorzystaniem układu SoC FPGA

Zabołotny Bartosz, Araszkiewicz Piotr, Rawski Mariusz

Przegląd Telekomunikacyjny + Wiadomości Telekomunikacyjne

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2020

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nr 2

23--28

PL

Przedstawiono koncepcję i realizację sprzętowo-programowego akceleratora algorytmu Argon2d. Algorytm ten został wykorzystany w części kryptowalut z tego względu, że jego zastosowanie utrudnia realizację bardziej efektywnych obliczeń na GPU w porównaniu z procesorami x86. Autorzy przedstawili i omówili wyniki testów porównania realizacji czysto programowej z wynikami uzyskanymi z użyciem akceleratora.

EN

The paper presents the concept and implementation of the hardware-software accelerator of the Argon2d algorithm. This algorithm was used in some cryptocurrencies because its use hinders the implementation of more efficient calculations on the GPU compared to x86 processors. The authors presented and discussed the results of tests comparing software implementation with the results obtained using the accelerator.

5

Current situation of Bitcoin management and use: perspectives from the world and recommendations for Vietnam

Hang Bui Thi Thu, Huy Dinh Tran Ngoc, An Phan Thuy, Ngoc Nguyen Thi Bich, Duyen Huynh Thi My

Management

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2020

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Vol. 24, no. 2

209--235

EN

The research aimed to evaluate suitability of Bitcoin and its platform in emerging markets such as Vietnam. We used qualitative analysis combined with data collection method published, statistics, analysis, synthesis, comparison, to generate qualitative comments and discussion; evaluate results, the article analyzed and evaluated the impacts of Bitcoin and virtual currency on society of Vietnam, both positive and negative sides. It was found that virtual currency not accepted in Vietnam as means of payment yet, while many nations in the world accept it. We need to complete the legal framework for virtual currencies in general, Bitcoin in particular. The State should continue to have policies to improve information technology infrastructure, build and improve the capacity of the contingent of financial experts, encryption, and security experts and give warning risks in virtual currency transactions. The scientific value of paper is using experiences from previous studies in other countries to generate recommendations for conditions of Bitcoin development in merging markets. Last but not least, the research was limited to the case of Vietnam; hence, we can expand research to other Asian countries or other emerging markets.

6

Using blockchain to access cloud services: a case of financial service application

Tseng Min-Han Ruby, Chang Shuchih Ernest, Kuo Tzu-Yin

Annals of Computer Science and Information Systems

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2019

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Vol. 18

565--568

EN

Most cloud providers use centralized servers to manage data. However, centralized servers still suffer the risks of single point of failure and data theft. We add a blockchain to the cloud service and propose a new architecture to manage data. Using blockchain as a connector to utilize the tamperproof, traceable, and data-sharing features of the blockchain to ensure that the transaction data are properly stored in each node. We use the stock simulation trading service to extend and divide the research design into two levels, namely, system and application services. First, we directly write the data into the blockchain. Second, we alternatively store the data in the cloud and then write it into the blockchain. Finally, the two versions are compared and analyzed to investigate their feasibility and performance. At the application service, we implement the smart contract for the existing stock transaction process to achieve real-time settlement.