Cathy Yi-Hsuan Chen – författare

This handbook delves into the multifaceted domain of blockchain technology and its applications, offering insights across technological, economic, and practical dimensions. It is divided into several parts, reflecting analysis techniques specific to different fields of application, including digital finance, security and supply chains, among others.The book begins with a foundational exploration of blockchain technology, providing a comprehensive understanding of its core mechanisms. The analysis extends to cutting-edge topics such as Non-Fungible Tokens (NFTs) and visualization technologies, which reveal the dynamic interplay between digital assets and technological innovation.Cryptocurrency liquidity and market dynamics are also examined, employing principles like Metcalfe's Law and Log-Periodic Power Laws to unravel complex market behaviors. Empirical studies shed light on volatility forecasting and the impact of sudden market jumps, enriching the predictive frameworks for cryptocurrency trading.In the realm of blockchain analytics, advanced methodologies like process mining are applied to uncover patterns in blockchain applications, while network analytics provide tools for fraud detection and heuristic evaluation. Decision-making in blockchain transactions is explored through the lens of mempool dynamics, providing practical insights for optimizing blockchain operations.The narrative extends to business applications, highlighting strategies for blockchain-driven development and the legal and financial implications of Distributed Ledger Technology (DLT). Blockchain’s transformative potential in healthcare is showcased, alongside a survey of federated learning frameworks that leverage blockchain for secure and decentralized machine learning.Security remains a pivotal theme, with a focus on the role of blockchain in cybersecurity and compliance functions. The investigation addresses decentralized finance (DeFi) vulnerabilities through case studies on attacks, offering lessons to enhance system robustness. Finally, the text envisions a future where decentralized models democratize foundational technologies, and blockchain facilitates innovations in maritime supply chains, driving efficiency and transparency in global logistics.This compilation serves as a gateway to understanding the theoretical and practical dimensions of blockchain, emphasizing its evolving role in reshaping industries and economic systems.

This handbook delves into the multifaceted domain of blockchain technology and its applications, offering insights across technological, economic, and practical dimensions. It is divided into several parts, reflecting analysis techniques specific to different fields of application, including digital finance, security and supply chains, among others.The book begins with a foundational exploration of blockchain technology, providing a comprehensive understanding of its core mechanisms. The analysis extends to cutting-edge topics such as Non-Fungible Tokens (NFTs) and visualization technologies, which reveal the dynamic interplay between digital assets and technological innovation.Cryptocurrency liquidity and market dynamics are also examined, employing principles like Metcalfe's Law and Log-Periodic Power Laws to unravel complex market behaviors. Empirical studies shed light on volatility forecasting and the impact of sudden market jumps, enriching the predictive frameworks for cryptocurrency trading.In the realm of blockchain analytics, advanced methodologies like process mining are applied to uncover patterns in blockchain applications, while network analytics provide tools for fraud detection and heuristic evaluation. Decision-making in blockchain transactions is explored through the lens of mempool dynamics, providing practical insights for optimizing blockchain operations.The narrative extends to business applications, highlighting strategies for blockchain-driven development and the legal and financial implications of Distributed Ledger Technology (DLT). Blockchain’s transformative potential in healthcare is showcased, alongside a survey of federated learning frameworks that leverage blockchain for secure and decentralized machine learning.Security remains a pivotal theme, with a focus on the role of blockchain in cybersecurity and compliance functions. The investigation addresses decentralized finance (DeFi) vulnerabilities through case studies on attacks, offering lessons to enhance system robustness. Finally, the text envisions a future where decentralized models democratize foundational technologies, and blockchain facilitates innovations in maritime supply chains, driving efficiency and transparency in global logistics.This compilation serves as a gateway to understanding the theoretical and practical dimensions of blockchain, emphasizing its evolving role in reshaping industries and economic systems.

This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to meet the current challenges in banking and finance. It includes 14 new contributions and presents a comprehensive, state-of-the-art treatment of cutting-edge methods and topics, such as collateralized debt obligations, the high-frequency analysis of market liquidity, and realized volatility.The book is divided into three parts: Part 1 revisits important market risk issues, while Part 2 introduces novel concepts in credit risk and its management along with updated quantitative methods. The third part discusses the dynamics of risk management and includes risk analysis of energy markets and for cryptocurrencies. Digital assets, such as blockchain-based currencies, have become popular but are theoretically challenging when based on conventional methods. Among others, it introduces a modern text-mining method called dynamic topic modeling in detail and applies it to the message board of Bitcoins.  The unique synthesis of theory and practice supported by computational tools is reflected not only in the selection of topics, but also in the fine balance of scientific contributions on practical implementation and theoretical concepts. This link between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners convenient access to new techniques in quantitative finance. Hence the book will appeal both to researchers, including master and PhD students, and practitioners, such as financial engineers. The results presented in the book are fully reproducible and all quantlets needed for calculations are provided on an accompanying website.The Quantlet platform quantlet.de, quantlet.com, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web.  QuantNet and the corresponding Data-Driven Documents-based visualization allows readers to reproduce the tables, pictures and calculations inside this Springer book.

This volume provides practical solutions and introduces recent theoretical developments in risk management, pricing of credit derivatives, quantification of volatility and copula modeling. This third edition is devoted to modern risk analysis based on quantitative methods and textual analytics to meet the current challenges in banking and finance. It includes 14 new contributions and presents a comprehensive, state-of-the-art treatment of cutting-edge methods and topics, such as collateralized debt obligations, the high-frequency analysis of market liquidity, and realized volatility.

The book is divided into three parts: Part 1 revisits important market risk issues, while Part 2 introduces novel concepts in credit risk and its management along with updated quantitative methods. The third part discusses the dynamics of risk management and includes risk analysis of energy markets and for cryptocurrencies. Digital assets, such as blockchain-based currencies, have become popular b

ut are theoretically challenging when based on conventional methods. Among others, it introduces a modern text-mining method called dynamic topic modeling in detail and applies it to the message board of Bitcoins. 

The unique synthesis of theory and practice supported by computational tools is reflected not only in the selection of topics, but also in the fine balance of scientific contributions on practical implementation and theoretical concepts. This link between theory and practice offers theoreticians insights into considerations of applicability and, vice versa, provides practitioners convenient access to new techniques in quantitative finance. Hence the book will appeal both to researchers, including master and PhD students, and practitioners, such as financial engineers. The results presented in the book are fully reproducible and all quantlets needed for calculations are provided on an accompanying website.

The Quantlet platform quantlet.de, quantlet.com, quantlet.org is an integrated QuantNet environment consisting of different types of statistics-related documents and program codes. Its goal is to promote reproducibility and offer a platform for sharing validated knowledge native to the social web.  QuantNet and the corresponding Data-Driven Documents-based visualization allows readers to reproduce the tables, pictures and calculations inside this Springer book.