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This discussion applies quantitative finance methods and economic arguments to cryptocurrencies in general and bitcoin in particular -- as there are about $10,000$ cryptocurrencies, we focus (unless otherwise specified) on the most…

General Economics · Economics 2021-07-06 Nassim Nicholas Taleb

This is an exploration of Blockchain technology that is growing in popularity and it seems to be able to disrupt a plethora of industries. A research is being conducted to examine Blockchain potential to be adopted by enterprises from…

Computers and Society · Computer Science 2017-12-14 Theodosis Mourouzis , Chrysostomos Filipou

This paper provides a comprehensive and high level technical overview of BC technology by creating a common language through business and technology about BC. Then an overview of a BC technology, its architectures, classification,…

Cryptography and Security · Computer Science 2023-03-13 Mohammad Qatawneh

The purpose of this paper is to review the concept of cryptocurrencies in our economy. First, Bitcoin and alternative cryptocurrencies' histories are analyzed. We then study the implementation of Bitcoin in the airline and real estate…

General Economics · Economics 2020-10-06 Merrick Wang

Bitcoin is the most popular cryptocurrency used worldwide. It provides pseudonymity to its users by establishing identity using public keys as transaction end-points. These transactions are recorded on an immutable public ledger called…

Cryptography and Security · Computer Science 2020-02-18 Aman Sharma , Ashutosh Bhatia

Explaining changes in bitcoin's price and predicting its future have been the foci of many research studies. In contrast, far less attention has been paid to the relationship between bitcoin's mining costs and its price. One popular notion…

General Economics · Economics 2022-04-28 John E. Marthinsen , Steven R. Gordon

Blockchains are distributed data structures that are used to achieve consensus in systems for cryptocurrencies (like Bitcoin) or smart contracts (like Ethereum). Although blockchains gained a lot of popularity recently, there is no…

Logic in Computer Science · Computer Science 2017-07-07 Kai Brünnler , Dandolo Flumini , Thomas Studer

Almost a decade on from the launch of Bitcoin, cryptocurrencies continue to generate headlines and intense debate. What started as an underground experiment by a rag tag group of programmers armed with a Libertarian manifesto has now…

General Economics · Economics 2018-11-15 Hina Binte Haq , Syed Taha Ali

Bitcoin's success has led to significant interest in its underlying components, particularly Blockchain technology. Over 10 years after Bitcoin's initial release, the community still suffers from a lack of clarity regarding what properties…

Cryptography and Security · Computer Science 2019-09-30 Scott Ruoti , Ben Kaiser , Arkady Yerukhimovich , Jeremy Clark , Robert Cunningham

In recent years cryptocurrency trading has captured the attention of practitioners and academics. The volume of the exchange with standard currencies has known a dramatic increasing of late. This paper addresses to the need of models…

Computational Finance · Quantitative Finance 2020-02-18 Pablo Olivares

Cryptocurrencies that are based on Proof-of-Work (PoW) often rely on special purpose hardware to perform so-called mining operations that secure the system, with miners receiving freshly minted tokens as a reward for their work. A notable…

Cryptography and Security · Computer Science 2023-10-20 Aviv Yaish , Aviv Zohar

Blockchains have recently generated explosive interest from both academia and industry, with many proposed applications. But descriptions of many these proposals are more visionary projections than realizable proposals, and even basic…

Computers and Society · Computer Science 2018-03-05 Ephraim Feig

Historically, gold and silver have played distinct roles in traditional monetary systems. While gold has primarily been revered as a superior store of value, prompting individuals to hoard it, silver has commonly been used as a medium of…

Computational Engineering, Finance, and Science · Computer Science 2025-08-11 Haoyang Yu , Yutong Sun , Yulin Liu , Luyao Zhang

The Bitcoin digital currency appeared in 2009. Since this time, researchers and practitioners have looked under the hood of the open source Bitcoin currency, and discovered that Bitcoins Blockchain software architecture is useful for…

Computers and Society · Computer Science 2017-03-20 J. Prpić

A model is proposed for Bitcoin prices that takes into account market attention. Market attention, modeled by a mean-reverting Cox-Ingersoll-Ross processes, affects the volatility of Bitcoin returns, with some delay. The model is affine and…

Pricing of Securities · Quantitative Finance 2024-01-17 Alvaro Guinea Julia , Alet Roux

Financial time series have historically been assumed to be a martingale process under the Random Walk hypothesis. Instead of making investment decisions using the raw prices alone, various multimodal pattern matching algorithms have been…

Statistical Finance · Quantitative Finance 2023-08-21 Minsuk Kim , Byungchul Kim , Junyeong Yong , Jeongwoo Park , Gyeongmin Kim

Bitcoin mining presents a significant economic incentive for efficient hashing and broadcast of data, both parameters stemming from the Proofs of Work used to advance the network. This incentive has led to the development of Bitcoin…

Cryptography and Security · Computer Science 2016-03-17 Jonathan Harvey-Buschel , Can Kisagun

This paper investigates whether Bitcoin can be regarded as a decentralized autonomous organization (DAO), what insights it may offer for the broader DAO ecosystem, and how Bitcoin governance can be improved. First, a quantitative literature…

Computers and Society · Computer Science 2025-04-30 Mark C. Ballandies , Guangyao Li , Claudio J. Tessone

Bitcoin is a popular cryptocurrency that records alltransactions in a distributed append-only public ledger calledblockchain. The security of Bitcoin heavily relies on the incentive-compatible proof-of-work (PoW) based distributed consensus…

Cryptography and Security · Computer Science 2018-06-05 Mauro Conti , Sandeep Kumar E , Chhagan Lal , Sushmita Ruj

Bitcoin's Lightning Network (LN) is a scalability solution for Bitcoin allowing transactions to be issued with negligible fees and settled instantly at scale. In order to use LN, funds need to be locked in payment channels on the Bitcoin…

Computers and Society · Computer Science 2019-04-16 István András Seres , László Gulyás , Dániel A. Nagy , Péter Burcsi