Simon Trimborn
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View article: Domain-Informed Negative Sampling Strategies for Dynamic Graph Embedding in Meme Stock-Related Social Networks
Domain-Informed Negative Sampling Strategies for Dynamic Graph Embedding in Meme Stock-Related Social Networks Open
Social network platforms like Reddit are increasingly impacting real-world economics. Meme stocks are a recent phenomena where price movements are driven by retail investors organizing themselves via social networks. To study the impact of…
View article: Social Network Datasets on Reddit Financial Discussion
Social Network Datasets on Reddit Financial Discussion Open
Stock markets are impacted by a large variety of factors including news and discussions among investors about investment opportunities. With the emergence of social media, new opportunities for having financial discussions arose. The marke…
View article: Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies
Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies Open
Cryptocurrencies (CCs) have risen rapidly in market capitalization over the last years. Despite striking price volatility, their high average returns have drawn attention to CCs as alternative investment assets for portfolio and risk manag…
View article: gofCopula: Goodness-of-Fit Tests for Copulae
gofCopula: Goodness-of-Fit Tests for Copulae Open
The last decades show an increased interest in modeling various types of data through copulae.Different copula models have been developed, which lead to the challenge of finding the best fitting model for a particular dataset.From the othe…
View article: CRIX an index for cryptocurrencies
CRIX an index for cryptocurrencies Open
The cryptocurrency market is unique on many levels: Very volatile, frequently changing market structure, emerging and vanishing of cryptocurrencies on a daily level. Following its development became a difficult task with the success of cry…
View article: Lead Behaviour in Bitcoin Markets
Lead Behaviour in Bitcoin Markets Open
We aim to understand the dynamics of Bitcoin blockchain trading volumes and, specifically, how different trading groups, in different geographic areas, interact with each other. To achieve this aim, we propose an extended Vector Autoregres…
View article: Investing with cryptocurrencies
Investing with cryptocurrencies Open
Cryptocurrencies have left the dark side of the finance universe and become an object of study for asset and portfolio management. Since they have a low liquidity compared to traditional assets, one needs to take into account liquidity iss…
View article: Investing with cryptocurrencies - A liquidity constrained investment approach
Investing with cryptocurrencies - A liquidity constrained investment approach Open
Cryptocurrencies have left the dark side of the finance universe and become an object of study for asset and portfolio management. Since they have a low liquidity compared to traditional assets, one needs to take into account liquidity iss…
View article: The Cross-Section of Crypto-Currencies as Financial Assets: An Overview
The Cross-Section of Crypto-Currencies as Financial Assets: An Overview Open
Crypto-currencies have developed a vibrant market since bitcoin, the first crypto-currency, was created in 2009. We look at the properties of cryptocurrencies as financial assets in a broad cross-section. We discuss approaches of altcoins …
View article: CRIX an Indexfor blockchainbased Currencies
CRIX an Indexfor blockchainbased Currencies Open
The S&P500 or DAX30 are important benchmarks for the financial industry. These and other indices describe different compositions of certain segments of the financial markets. For currency markets, the IMF offers the index SDR. Prior to the…
View article: CRIX or evaluating Blockchain based currencies
CRIX or evaluating Blockchain based currencies Open
More and more companies start offering digital payment systems. Smartphones evolve to a digital wallet such that it seems like we are about to enter the era of digital finance. In fact we are already inside an digital economy. The market o…