The aim of this paper is to study the profitability of Bitcoin mining, using the real options theory. The main factors driving the marginal Bitcoin mining profitability are the Bitcoin price, the hash-rate, the predictability of mining difficulty and the hardware efficiency. We propose a real...

The aim of this research is to explore the associated risks with hedging in cryptocurrencies markets. It focuses on finding the most effective proxy hedge instrument for the Bitcoin-USD market. Due to its particularities, this market does not exhibit the same features as traditional financial...

The aim of this paper is to explore neural network-based modelling strategies for football betting. A neural network model and a challenger model based on a traditional econometric approach introduced by Dixon were estimated on data from five national leagues results including France, Spain,...

This article aims to study the link between Twitter announces and stock prices of sport companies. Information extraction based on Natural Language Processing (NLP) allows to assess quickly and in a structured manner data from news, tweets, etc. Sentiment analysis provides an additional feature...

This article aims to study the link between Twitter announces and stock prices of sports companies during the COVID crisis. In many instances, news, announces, social media content affect the evolution of stock prices. This paper assesses the relationship between the sentiment of social media...

The aim of this paper is to explore betting strategies for tennis matches using neural networks. We used public data and we implemented a neural network prediction model, with an accuracy of 85% on the validation and testing sets. Based on the predictive model we tested several investment...

The aim of this research is to explore the econometric features of Bitcoin-USD rates. Various non-Gaussian models are fitted to daily returns in order to underline the unique characteristics of Bitcoin when compared to other more traditional currencies. Market efficiency hypothesis is tested...

The aim of this research is to explore the econometric features of Bitcoin-USD rates. Various non-Gaussian models are fitted to daily returns in order to underline the unique characteristics of Bitcoin when compared to other more traditional currencies. Market efficiency hypothesis is tested...

French Abstract: Le ratio dette publique / PIB est devenu l'un des principaux critères d'évaluation des politiques économiques, et le respect d'un plafond de 60%, inscrit dans le Traité de Maastricht, une contrainte imposée à tous les gouvernements européens. Il est temps de se pencher...