The DAREC Library

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May 29, 2023 | DAREC

Deep reinforcement trading with predictable returns

By Brini

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

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January 16, 2023 | DAREC for DA@D

Digital Assets @ Duke - Selected Papers

By Brini

Four selected papers to provide novel perspectives on emerging trends in the Blockchain and DeFi space.

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November 20, 2022 | DAREC

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

By Lenz, Brini

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

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June 29, 2022 | American Banker

How the SEC threw a wrench in bank regulators’ crypto custody efforts

Featuring Lenz

Duke's Jimmie Lenz provides insight into the consequences of a new US Securities & Exchange Commission (SEC) ruling into how institutions should treat digital assets they hold in custody.

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June 3, 2022 | The Washington Post

The Crypto-Skeptics’ Voices are Getting Louder

Featuring Balleisen

Edward Balleisen, a Duke professor and historian of financial bubbles is quoted.