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Related papers: Bitcoin Transaction Malleability and MtGox

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Online marketplaces are the main engines of legal and illegal e-commerce, yet their empirical properties are poorly understood due to the absence of large-scale data. We analyze two comprehensive datasets containing 245M transactions (16B…

We formulate the design of a threshold signature scheme as made possible on cryptocurrency protocols like Bitcoin. The funds are secured by an m-of-n threshold signature, where at least m signatures are needed to unlock the funds. A user…

Cryptography and Security · Computer Science 2025-10-01 Korok Ray , Sindura Saraswathi

We consider the hedging problem where a futures position can be automatically liquidated by the exchange without notice. We derive a semi-closed form for an optimal hedging strategy with dual objectives - to minimise both the variance of…

Risk Management · Quantitative Finance 2021-08-11 Carol Alexander , Jun Deng , Bin Zou

Most popular blockchain solutions, like Bitcoin, rely on proof-of-work, guaranteeing that the output of the consensus is agreed upon with high probability. However, this probability depends on the delivery of messages and that the…

Distributed, Parallel, and Cluster Computing · Computer Science 2016-05-19 Christopher Natoli , Vincent Gramoli

A major problem in blockchain-based supply chain management is the potential unreliability of digital twins when considering digital representations of physical goods. Indeed, the use of blockchain technology to trace goods is obviously…

Cryptography and Security · Computer Science 2023-09-06 Vincenzo Botta , Laura Fusco , Attilio Mondelli , Ivan Visconti

Crypto-coins (also known as cryptocurrencies) are tradable digital assets. Notable examples include Bitcoin, Ether and Litecoin. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption…

Statistical Finance · Quantitative Finance 2022-12-05 Pasquale De Rosa , Valerio Schiavoni

Cryptocurrencies are considered relevant assets and they are currently used as an investment or to carry out transactions. However, specific characteristics commonly associated with the cryptocurrencies such as irreversibility,…

Cryptography and Security · Computer Science 2023-11-30 Hugo Almeida , Pedro Pinto , Ana Fernández Vilas

Decentralized blockchain platforms have enabled the secure exchange of crypto-assets without the intermediation of trusted authorities. To this purpose, these platforms rely on a peer-to-peer network of byzantine nodes, which…

Cryptography and Security · Computer Science 2023-06-22 Massimo Bartoletti , Letterio Galletta , Maurizio Murgia

One of the fundamental applications for a practically useful system of money is remuneration. Information pertaining to the amount of compensation awarded to different individuals is often considered sensitive, commanding a certain degree…

Computers and Society · Computer Science 2017-03-14 S. Matthew English , Ehsan Nezhadian

Blockchain also known as a distributed ledger technology stores different transactions/operations in a chain of blocks in a distributed manner without needing a trusted third-party. Blockchain is proven to be immutable which helps for…

Cryptography and Security · Computer Science 2019-04-30 Danda B. Rawat , Vijay Chaudhary , Ronald Doku

Investors commonly exhibit the disposition effect - the irrational tendency to sell their winning investments and hold onto their losing ones. While this phenomenon has been observed in many traditional markets, it remains unclear whether…

General Economics · Economics 2023-07-25 Jürgen E. Schatzmann , Bernhard Haslhofer

Bitcoin (BTC) is probably the most transparent payment network in the world, thanks to the full history of transactions available to the public. Though, Bitcoin is not a fully anonymous environment, rather a pseudonymous one, accounting for…

Cryptography and Security · Computer Science 2021-03-18 Maurantonio Caprolu , Matteo Pontecorvi , Matteo Signorini , Carlos Segarra , Roberto Di Pietro

We show that the behaviour of Bitcoin has interesting similarities to stock and precious metal markets, such as gold and silver. We report that whilst Litecoin, the second largest cryptocurrency, closely follows Bitcoin's behaviour, it does…

Statistical Finance · Quantitative Finance 2014-11-10 Daniel Wilson-Nunn , Hector Zenil

This research critically analyses blockchain scaling solutions based on their ability to realistically balance the properties of the blockchain trilemma. We have concluded this research by outlining a gap in the current body of literature…

Cryptography and Security · Computer Science 2022-02-02 Frazer Chard , Cayo Fletcher-Smith

Bitcoin and other cryptocurrencies have surged in popularity over the last decade. Although Bitcoin does not claim to provide anonymity for its users, it enjoys a public perception of being a `privacy-preserving' financial system. In…

Cryptography and Security · Computer Science 2017-01-18 Shaileshh Bojja Venkatakrishnan , Giulia Fanti , Pramod Viswanath

This research delves into the intricacies of Bitcoin, a decentralized peer-to-peer network, and its associated blockchain, which records all transactions since its inception. While this ensures integrity and transparency, the transparent…

Cryptography and Security · Computer Science 2023-11-22 Hugo Schnoering , Michalis Vazirgiannis

Blockchain rewriting with fine-grained access control allows a user to create a transaction associated with a set of attributes, while another user (or modifier) who possesses enough rewriting privileges from a trusted authority satisfying…

Cryptography and Security · Computer Science 2021-04-29 Yangguang Tian , Bowen Liu , Yingjiu Li , Pawel Szalachowski , Jianying Zhou

Bitcoin, the first peer-to-peer electronic cash system, opened the door to permissionless, private, and trustless transactions. Attempts to repurpose Bitcoin's underlying blockchain technology have run up against fundamental limitations to…

Cryptography and Security · Computer Science 2017-02-01 Johnny Dilley , Andrew Poelstra , Jonathan Wilkins , Marta Piekarska , Ben Gorlick , Mark Friedenbach

With the proliferation of new blockchain-based cryptocurrencies/assets and platforms that make it possible to transact across them, it becomes important to consider not just whether the transfer of coins/assets can be tracked within their…

Cryptography and Security · Computer Science 2025-10-14 Ayush Kumar , Vrizlynn L. L. Thing

While blockchains initially gained popularity in the realm of cryptocurrencies, their widespread adoption is expanding beyond conventional applications, driven by the imperative need for enhanced data security. Despite providing a secure…

Cryptography and Security · Computer Science 2024-12-10 Faisal Haque Bappy , Tarannum Shaila Zaman , Md Sajidul Islam Sajid , Mir Mehedi Ahsan Pritom , Tariqul Islam