ICMS 2025 Dubai

4th International Conference on Mathematics and Statistics (ICMS 2025)

Date: February 20-22, 2025 Location: Dubai/Sharjah, UAE Venue: American University of Sharjah Theme: Mathematics and Statistics for Digital Finance

The 4th International Conference on Mathematics and Statistics (ICMS 2025) brought together researchers from around the world to present advances in mathematical sciences, statistics, and their applications. The conference featured 11 special sessions covering topics from algebraic topology to statistical learning and digital finance.

Special Session: Statistics and Data Science for Digital Finance on Tokenomics

Session ID: SS9 Date: Friday, February 21, 2025 Room: NAB006 Theme: Digital Assets, Blockchain Analytics, and Cryptocurrency Markets

This special session, organized by project team members, focused on statistical methods for analyzing digital assets, blockchain analytics, and cryptocurrency markets. The session brought together researchers working on cutting-edge applications of data science to financial technology.

Session Organizers:

Stephen Chan

American University of Sharjah

UAE (Host)

Jeffrey Chu

Renmin University of China

China

Joerg Osterrieder

MSCA Digital Finance Coordinator

Switzerland

Session Program

Time	Title	Speaker
10:30-10:50	Digital Assets in War - A Double-Edged Sword	Jeffrey Chu
10:50-11:10	Stylized Facts of Metaverse Non-Fungible Tokens	Durga Chandrashekhar
11:10-11:30	Ethereum Blockchain Analytics: Token Price from Geometric Deep Learning	Yuzhou Chen
11:30-11:50	Reaction Times to Economic News in High-Frequency Trading	Joerg Osterrieder
11:50-12:10	Predicting Financial Trends Using Text Mining and NLP	Fulvio Raddi

Presentation Highlights

Digital Assets in War - A Double-Edged Sword

Speaker: Prof. Dr. Jeffrey Chu, Renmin University of China

Abstract:

This presentation examined the short-term impact of regional conflicts on high-frequency digital asset markets, analyzing how cryptocurrency markets respond to geopolitical events. The research demonstrates the dual nature of digital assets as both hedging instruments and speculative vehicles during periods of uncertainty.

Key Research Findings:

Metric	Finding
Markets analyzed	Major cryptocurrency exchanges
Data frequency	High-frequency (hourly)
Conflict events	Russia-Ukraine war onset
Asset types	Bitcoin, Ethereum, stablecoins
Network effects	Cross-market spillovers documented

Research Implications:

The findings reveal how digital asset markets can serve dual roles during geopolitical crises - providing alternative value transfer mechanisms while simultaneously exhibiting heightened volatility. The research has implications for portfolio diversification and risk management in emerging digital asset classes.

Reaction Times to Economic News in High-Frequency Trading

Speaker: Prof. Dr. Joerg Osterrieder, University of Twente / MSCA Coordinator

Abstract:

This presentation analyzed ultra-high-frequency market reactions to macroeconomic announcements, documenting the remarkable speed at which modern markets incorporate new information. Using nanosecond-precision data from major futures exchanges, we examine informed trading ahead of macro-news announcements.

Key Research Findings:

Metric	Finding
First 10 microseconds profit	$35 million (CME futures)
Minimum reaction latency	3 nanoseconds (EUREX)
Trading volume concentration	60% in first microseconds
Cross-market arbitrage window	37 milliseconds

Photo Gallery

Prof. Jeffrey Chu Presenting

Digital Assets in War presentation

ICMS 2025 Conference

American University of Sharjah

Conference Venue

Dubai, UAE

View All 3 Photos

Conference Resources

ICMS 2025 Conference Program

Full program with all 11 special sessions

Download Program (PDF)

Connection to SNSF Leading House Asia Project

The participation in ICMS 2025 represents an important dissemination activity for the Swiss-Chinese research collaboration. The conference, hosted by project collaborator Prof. Stephen Chan at American University of Sharjah, provided opportunities for:

Research Presentation: Sharing findings on statistical methods for cryptocurrency markets and digital asset analysis
Session Organization: Leading a dedicated special session (SS9) on digital finance and tokenomics
Network Building: Strengthening connections with international researchers in quantitative finance and blockchain analytics
Collaboration Development: Identifying future partnership opportunities in digital asset research
Knowledge Transfer: Presenting research outputs from the SNSF Leading House Asia grant to international audiences