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您的检索式：作者名="Joshua Ellul"
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| 1 | Bitcoin price change and trend prediction through twitter sentiment and data volume显示文摘Twitter sentiment has been shown to be useful in predicting whether Bitcoin’s price will increase or decrease.Yet the state-of-the-art is limited to predicting the price direction and not the magnitude of increase/decrease.In this paper,we seek to build on the state-of-the-art to not only predict the direction yet to also predict the magnitude of increase/decrease.We utilise not only sentiment extracted from tweets,but also the volume of tweets.We present results from experiments exploring the relation between sentiment and future price at different temporal granularities,with the goal of discovering the optimal time interval at which the sentiment expressed becomes a reliable indicator of price change.Two different neural network models are explored and evaluated,one based on recurrent nets and one based on convolutional networks.An additional model is presented to predict the magnitude of change,which is framed as a multi-class classification problem.It is shown that this model yields more reliable predictions when used alongside a price trend prediction model.The main research contribution from this paper is that we demonstrate that not only can price direction prediction be made but the magnitude in price change can be predicted with relative accuracy(63%). | Jacques Vella Critien Albert Gatt Joshua Ellul | 2022 | Financial Innovation2022，8，1： | 0 |
| 2 | EtherClue:Digital investigation of attacks on Ethereum smart contracts显示文摘Programming errors in Ethereum smart contracts can result in catastrophic financial losses from stolen cryptocurrency.While vulnerability detectors can prevent vulnerable contracts from being deployed,this does not mean that such contracts will not be deployed.Once a vulnerable contract is instantiated on the blockchain and becomes the target of attacks,the identification of exploit transactions becomes indispensable in assessing whether it has been actually exploited and identifying which malicious or subverted accounts were involved.In this work,we study the problem of post-factum investigation of Ethereum attacks using Indicators of Compromise(IoC)specially crafted for use in the blockchain.IoC definitions need to capture the side-effects of successful exploitation in the context of the Ethereum blockchain.Therefore,we define a model for smart contract execution,comprising multiple abstraction levels that mirror the multiple views of code execution on a blockchain.Subsequently,we compare IoCs defined across the different levels in terms of their effectiveness and practicality through EtherClue,a prototype tool for investigating Ethereum security incidents.Our results illustrate that coarse-grained IoCs defined over blocks of transactions can detect exploit transactions with less computation.However,they are contract-specific and suffer from false negatives.On the other hand,fine-grained IoCs defined over virtual machine instructions can avoid these pitfalls at the expense of increased computation,which is nevertheless applicable for practical use. | Simon Joseph Aquilina Fran Casino Mark Vella Joshua Ellul Constantinos Patsakis | 2021 | Blockchain(Research and Applications)2021，2，4： | 0 |
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