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We show Bitcoin implied volatility on a 5 minute time horizon is modestly predictable from price, volatility momentum and alternative data including sentiment and engagement. Lagged Bitcoin index price and volatility movements contribute to…

Statistical Finance · Quantitative Finance 2020-10-30 Faizaan Pervaiz , Christopher Goh , Ashley Pennington , Samuel Holt , James West , Shaun Ng

This paper presents a comprehensive refutation of the so-called "blockchain trilemma," a widely cited but formally ungrounded claim asserting an inherent trade-off between decentralisation, security, and scalability in blockchain protocols.…

Cryptography and Security · Computer Science 2025-07-30 Craig Wright

Most public blockchain protocols, including the popular Bitcoin and Ethereum blockchains, do not formally specify the order in which miners should select transactions from the pool of pending (or uncommitted) transactions for inclusion in…

Cryptography and Security · Computer Science 2021-10-25 Johnnatan Messias , Mohamed Alzayat , Balakrishnan Chandrasekaran , Krishna P. Gummadi , Patrick Loiseau , Alan Mislove

We present an identity management scheme built into the Bitcoin blockchain, allowing for identities that are as indelible as the blockchain itself. Moreover, we take advantage of Bitcoin's decentralized nature to facilitate a shared control…

Cryptography and Security · Computer Science 2017-10-06 Daniel Augot , Hervé Chabanne , Thomas Chenevier , William George , Laurent Lamber

Bitcoin is by far the most popular crypto-currency solution enabling peer-to-peer payments. Despite some studies highlighting the network does not provide full anonymity, it is still being heavily used for a wide variety of dubious…

Social and Information Networks · Computer Science 2019-12-30 Yining Hu , Suranga Seneviratne , Kanchana Thilakarathna , Kensuke Fukuda , Aruna Seneviratne

Bitcoin is a peer-to-peer electronic cash system invented by Nakamoto in 2008. While it has attracted much research interest, its exact latency and security properties remain open. Existing analyses provide security and latency (or…

Cryptography and Security · Computer Science 2021-09-08 Jing Li , Ling Ren , Dongning Guo

Bitcoin is a cryptocurrency attracting a lot of interest both from the general public and researchers. There is an ongoing debate on the question of users' anonymity: while the Bitcoin protocol has been designed to ensure that the activity…

Cryptography and Security · Computer Science 2019-06-14 Remy Cazabet , Baccour Rym , Latapy Matthieu , Cazabet Remy

Information and communication technologies are by now employed in most human activities, including economics and finance. Modern computers have reached an extraordinary power in terms of information processing, storage, retrieval, and…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-03-27 Marco Bernardo , Federico Calandra , Andrea Esposito , Francesco Fabris

Proof-of-Work (PoW) consensus is traditionally analyzed under the assumption that all miners incur similar costs per unit of computational effort. In reality, costs vary due to factors such as regional electricity cost differences and…

Computer Science and Game Theory · Computer Science 2025-05-29 Yogev Bar-On , Ilan Komargodski , Omri Weinstein

Blockchain is a decentralized ledger used to securely exchange digital currency, perform deals and transactions efficient manner, each user of the network has access to the least copy of the encrypted ledger so that they can validate a new…

Cryptography and Security · Computer Science 2022-01-03 Bosubabu Sambana

Bitcoin has been subject to illicit activities more often than probably any other financial assets, due to the pseudo-anonymous nature of its transacting entities. An ideal detection model is expected to achieve all the three properties of…

Machine Learning · Computer Science 2022-09-27 Ling Cheng , Feida Zhu , Yong Wang , Huiwen Liu

Cryptocurrencies are a type of digital money meant to provide security and anonymity while using cryptography techniques. Although cryptocurrencies represent a breakthrough and provide some important benefits, their usage poses some risks…

General Finance · Quantitative Finance 2024-01-22 Ana Fernández Vilas , Rebeca P. Díaz Redondo , Daniel Couto Cancela , Alejandro Torrado Pazos

In this paper we discuss Bitcoin, the leader among the existing cryptocurrencies, to analyse its trends, success factors, current challenges and probable solutions to make it even better. In the introduction section, we discuss the history…

Cryptography and Security · Computer Science 2014-12-24 Siddharth Prakash Rao

We explore the feasibility of deploying Bitcoin as the shared monetary standard between Earth and Mars, accounting for physical constraints of interplanetary communication. We introduce a novel primitive, Proof-of-Transit Timestamping…

Cryptography and Security · Computer Science 2025-08-29 Jose E. Puente , Carlos Puente

Bitcoin and Ethereum are the top two blockchain-based cryptocurrencies whether from cryptocurrency market cap or popularity. However, they are vulnerable to selfish mining and stubborn mining due to that both of them adopt Proof-of-Work…

Cryptography and Security · Computer Science 2021-12-07 Runkai Yang , Xiaolin Chang , Jelena Mišić , Vojislav B. Mišić

In this study the cross-correlations between the cryptocurrency market represented by the two most liquid and highest-capitalized cryptocurrencies: bitcoin and ethereum, on the one side, and the instruments representing the traditional…

Statistical Finance · Quantitative Finance 2023-03-02 Marcin Wątorek , Jarosław Kwapień , Stanisław Drożdż

Cryptocurrency blockchains, beyond their primary role as distributed payment systems, are increasingly used to store and share arbitrary content, such as text messages and files. Although often non-financial, this hidden content can impact…

Machine Learning · Computer Science 2025-04-21 Charalampos Kleitsikas , Nikolaos Korfiatis , Stefanos Leonardos , Carmine Ventre

This study explores the intersection of technological innovation and environmental sustainability in the context of Bitcoin mining. With Bitcoin's growing adoption, concerns surrounding the energy consumption and environmental impact of…

Computers and Society · Computer Science 2024-11-15 Mohammad Ikbal Hossain , Tanja Steigner

Digitalisation transforms money from distinguishable physical objects into fungible informational units. A recent theoretical framework predicts that such indistinguishable wealth obeys bosonic occupancy statistics, leading to geometric…

Physics and Society · Physics 2026-05-14 Chanhee Park , Claudio J. Tessone , Yu Zhang , Jeong-Hyuck Park

Private blockchain networks are used by enterprises to manage decentralized processes without trusted mediators and without exposing their assets publicly on an open network like Ethereum. Yet external parties that cannot join such networks…

Cryptography and Security · Computer Science 2021-01-26 Dushyant Behl , Palanivel Kodeswaran , Venkatraman Ramakrishna , Sayandeep Sen , Dhinakaran Vinayagamurthy