visible spectrum

Drawing on Duke University’s Signature Strengths in Engineering, Finance, Law and Public Policy

The Digital Asset Research & Engineering Collaborative (DAREC) at Duke University is a research effort into one of the fastest-growing global asset classes—digital assets. DAREC's online research repository is a browseable library of high-quality research, analysis and commentary by Duke experts.


A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes

The paper analyzes the cryptocurrency ecosystem at both the aggregate and individual levels to understand the factors that impact future volatility.


Pricing cryptocurrency options with machine learning regression for handling market volatility

The comparative analysis reveals that equity options are easier to price, clearly indicating inefficiencies in the cryptocurrency option market, which confirms the challenges in achieving accurate pricing.


Deep reinforcement trading with predictable returns

An original research of Duke University's DAREC (Digital Asset Research & Engineering Collaborative) published on Physica A: Statistical Mechanics and its Applications


Assessing the resiliency of investors against cryptocurrency market crashes through the leverage effect

By analyzing a large cross-section of cryptocurrencies, we document the absence of the leverage effect in this market.