The DAREC Library

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

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.

November 20, 2022 | DAREC
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.

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.

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.