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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

A contract is an economic tool used by a principal to incentivize one or more agents to exert effort on her behalf, by defining payments based on observable performance measures. A key challenge addressed by contracts -- known in economics…

Computer Science and Game Theory · Computer Science 2024-12-24 Paul Duetting , Michal Feldman , Inbal Talgam-Cohen

Gold and bitcoin are not new to us, but with limited cash and time, given only the past stream of the daily price of gold and bitcoin, it is a kind of new problem for us to develop a certain model and determine the best strategy to get the…

Other Computer Science · Computer Science 2022-09-09 Yueying Ma , Yan Mi , Yujing Bian

In blockchains such as Bitcoin and Ethereum, transactions represent the primary mechanism that the external world can use to trigger a change of blockchain state. Transactions serve as key sources of evidence and play a vital role in…

Cryptography and Security · Computer Science 2024-05-15 Chao Li , Balaji Palanisamy

In January 3, 2009, Satoshi Nakamoto gave rise to the "Bitcoin Block Chain" creating the first block of the chain hashing on his computers central processing unit (CPU). Since then, the hash calculations to mine Bitcoin have been getting…

Trading and Market Microstructure · Quantitative Finance 2017-02-08 Luisanna Cocco , Michele Marchesi

Business transactions by public firms are required to be reported, verified, and audited periodically, which is traditionally a labor-intensive and time-consuming process. To streamline this procedure, we design FutureAB (Future Auditing…

Cryptography and Security · Computer Science 2020-05-18 Sean Cao , Lin William Cong , Meng Han , Qixuan Hou , Baozhong Yang

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

Payment channel networks are an approach to improve the scalability of blockchain-based cryptocurrencies. Because payment channel networks are used for transfer of financial value, their security in the presence of adversarial participants…

Logic in Computer Science · Computer Science 2023-07-06 Matthias Grundmann , Hannes Hartenstein

The Bitcoin protocol prevents the occurrence of double-spending (DS), i.e. the utilization of the same currency unit more than once. At the same time a DS attack, where more conflicting transactions are generated, might be performed to…

Physics and Society · Physics 2018-09-21 Marco Alberto Javarone , Craig Steven Wright

We characterize digital cash as the digital equivalent of physical cash: secure, fungible, decentralized, directly controlled, privacy-preserving; but enhanced with qualitatively new functionality. It is extremely efficiently transferable…

Cryptography and Security · Computer Science 2022-11-29 Søren Debois , Fritz Henglein , Morten C. Nielsen , Christian Olesen , Gert Sylvest

Traditional machine learning algorithms use data from databases that are mutable, and therefore the data cannot be fully trusted. Also, the machine learning process is difficult to automate. This paper proposes building a trustable machine…

Machine Learning · Computer Science 2019-03-22 Tao Wang

The hype about Bitcoin has overrated the potential of smart contracts deployed on-blockchains (on-chains) and underrated the potential of smart contracts deployed on-Trusted Third Parties (on-TTPs). As a result, current research and…

Networking and Internet Architecture · Computer Science 2020-10-27 Carlos Molina-Jimenez , Ioannis Sfyrakis , Linmao Song , Hazem Danny Al Nakib , Jon Crowcroft

A bitcoin \textit{covenant} is a mechanism to enforce conditions on future bitcoin transactions. A bitcoin \textit{vault} is a specific type of covenant transaction that enforces a time-lock on the transfer of control of funds to a hot…

Cryptography and Security · Computer Science 2020-05-26 Jacob Swambo , Spencer Hommel , Bob McElrath , Bryan Bishop

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

Bitcoin derives a verifiable temporal order from probabilistic block discovery and cumulative proof-of-work rather than from a trusted global clock. We show that block arrivals exhibit stable exponential behavior across difficulty epochs,…

Information Theory · Computer Science 2026-02-11 Bin Chen , Pan Feng

Although Bitcoin was intended to be a decentralized digital currency, in practice, mining power is quite concentrated. This fact is a persistent source of concern for the Bitcoin community. We provide an explanation using a simple model to…

Cryptography and Security · Computer Science 2018-11-22 Nick Arnosti , S. Matthew Weinberg

Price benchmarks are used to incorporate market price trends into contracts, but their use can create opportunities for manipulation by parties involved in the contract. This paper examines this issue using a realistic and tractable model…

Trading and Market Microstructure · Quantitative Finance 2025-06-30 Ángel Hernando-Veciana

Blockchain is a novel technology that is rising a lot of interest in the industrial and re- search sectors because its properties of decentralisation, immutability and data integrity. Initially, the underlying consensus mechanism has been…

Cryptography and Security · Computer Science 2018-05-10 Stefano De Angelis

A Blockchain is a global shared infrastructure where cryptocurrency transactions among addresses are recorded, validated and made publicly available in a peer- to-peer network. To date the best known and important cryptocurrency is the…

Cryptography and Security · Computer Science 2017-09-27 Andrea Pinna , Roberto Tonelli , Matteo Orrú , Michele Marchesi

In this paper, we discuss the method of Bayesian regression and its efficacy for predicting price variation of Bitcoin, a recently popularized virtual, cryptographic currency. Bayesian regression refers to utilizing empirical data as proxy…

Artificial Intelligence · Computer Science 2014-10-07 Devavrat Shah , Kang Zhang