Work

Valuation of crypto assets on blockchain with deep learning approach

Year: 2025

Type: article

Abstract: The importance of crypto-asset valuation is increasing as the ecosystem of blockchain continues to boom in recent years. We develop a deep learning framework to predict the value index of crypto assets by integrating the value variables’ information and decomposing the price into value and sentiment components. We apply the framework on ETH and AAVE, demonstrate their value indices and provide four econometric tests on the results’ quality. We show that the value index can be an effective proxy for crypto assets’ intrinsic value, and can thus provide a benchmark to the investment, consumption and financial reporting on crypto assets.

Source: Quantitative Finance and Economics

DOI: 10.3934/qfe.2025016

Authors: Xi Zhou, Esther Ying Yang, Jing Rong Goh, Shaun Shuxun Wang, Chulin Xian

Institutions: Southern University of Science and Technology, Lighthouse Guild, Singapore Management University, University of Waterloo, Nanyang Technological University, Georgia State University

Language: English

Topic: Blockchain Technology Applications and Security

Subfield: Information Systems

Field: Computer Science

Domain: Physical Sciences

Open Access status: diamond

OpenAlex ID: W4411262757

FWCI: 2.15

Cites: 43

Cited by: 2

Related to: 10