Institute for Digital Assets

Global research and educational institution dedicated to advancing the understanding, adoption, and integration of digital assets into the economy and society.

Latest Research

Regime switching forecasting for cryptocurrencies

This paper combines the two concepts to create a Reinforcement Learning (RL) model that adds variables that depend on the state of the time series. To test the concept, the RL model is used with cryptocurrency data to determine the share to invest into the cryptocurrency index CRIX in order to maximize wealth...

Understanding temporal dynamics of jumps in cryptocurrency markets

By employing high-frequency econometric tools, we identify temporal patterns in jump occurrence, highlighting heightened activity during specific trading hours and days. We also find evidence of jumps influencing intraday returns, underscoring their significance in short-term price dynamics. Our findings enhance understanding...

Spectral risk for digital assets

Our study examines the risk profile of CCs through portfolio analysis, utilizing Spectral Risk Measures (SRMs) as the commonly applied method. In this study, we investigate the application of SRMs in assessing the risk structure of CC portfolios, and their alignment with investors’ risk preferences. We employ SRMs to evaluate the CC index CRIX and portfolios constructed from the most liquid 10 CCs...

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The intersection of technology, finance, and regulatory frameworks

IDA combines rigorous academic scholarship with practical industry insights to provide comprehensive perspectives on the ever-evolving digital asset landscape.

Upcoming Events:

Topic: “In the Beginning Was the Word: LLM-VaR and LLM-ES”

Speaker: Professor Daniel Traian Pele

Date & Time: March 17, 17:00 (CET)

Zoom Link: https://lnkd.in/dY3vzG-X

Research & Development

IDA conducts in-depth research on various digital assets

Education & Training

Offering access to a range of courses, from beginner to advanced levels

Industry Collaboration

Work with industry leaders, startups, and regulators, facilitating dialogue

Regulatory Policy & Advocacy

IDA engages with policymakers, providing expert opinions

Events & Conferences

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Modeling news for financial market predictions with LLMs by Tiejun Ma

Digital Finance Hybrid Workshop by IDA, AI4EFIN, MSCA Digital Finance

Data Science and Financial Risk Management by Wolfgang Karl Härdle

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products

Financial Risk Meter

FRM identifies systemic risk levels in different channels (America, Europe, Asia, Romania, Cryptos, Itraxx SenFin, S&P 500, and emerging markets). Its network topology indicates CoStress and systemically provides insights into pre-critical risks.

Digital Art Index

DAI is an Index that uses Hedonic regression models and discounting characteristics of NFT artworks in order to show the fundamental market movements of the NFT art market.

The Q2 Ecosystem for D.A.D. – Data. Analytics. Dissemination.
Ensures Smooth Access To Information And Collaboration

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Data

Analytics

Dissemination