Articles by Ellen van der Woerd
A liquidity black hole: what is the impact of a failing participant in a large-value payment system, and does time matter?
The authors out forward a technique with which to detect potential failing participants in large value payment systems as quickly as possible.
Are cryptocurrencies cryptic or a source of arbitrage? A genetic algorithm approach
The authors identify triangular arbitrage trading opportunities through genetic algorithms in order to find insights into the volatility of cryptocurrencies and stablecoins with the largest market cap.