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We design TimeBoost: a practical transaction ordering policy for rollup sequencers that takes into account both transaction timestamps and bids; it works by creating a score from timestamps and bids, and orders transactions based on this…

Computer Science and Game Theory · Computer Science 2023-08-17 Akaki Mamageishvili , Mahimna Kelkar , Jan Christoph Schlegel , Edward W. Felten

What happens to mining when the Bitcoin price changes, when there are mining supply shocks, the price of energy changes, or hardware technology evolves? We give precise answers based on the technical forces and incentives in the system. We…

General Economics · Economics 2022-01-21 Nemo Semret

Since its advent in 2009, Bitcoin, a cryptography-enabled peer-to-peer digital payment system, has been gaining increasing attention from both academia and industry. An effort designed to overcome a cluster of bottlenecks inherent in…

Cryptography and Security · Computer Science 2021-05-18 Ling Cheng , Feida Zhu , Huiwen Liu , Chunyan Miao

A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…

Risk Management · Quantitative Finance 2018-05-15 Cuneyt Akcora , Matthew Dixon , Yulia Gel , Murat Kantarcioglu

This work is organized as follows. In the first section we review the prior work and we have obtained our data. Next, we will look at address reuse in the Bitcoin network. We show that a great portion of users reuse their addresses which…

Social and Information Networks · Computer Science 2018-04-24 Mohammad Sadegh Ebrahimi , Afshin Babveyh

The functioning of the cryptocurrency Bitcoin relies on the open availability of the entire history of its transactions. This makes it a particularly interesting socio-economic system to analyse from the point of view of network science.…

Cryptocurrencies as a new way of transferring assets and securing financial transactions have gained popularity in recent years. Transactions in cryptocurrencies are publicly available, hence, statistical studies on different aspects of…

Social and Information Networks · Computer Science 2019-09-17 Amir Pasha Motamed , Behnam Bahrak

Bitcoin is the most secure blockchain in the world, supported by the immense hash power of its Proof-of-Work miners. Proof-of-Stake chains are energy-efficient, have fast finality but face several security issues: susceptibility to…

Cryptography and Security · Computer Science 2025-02-04 Ertem Nusret Tas , David Tse , Fangyu Gai , Sreeram Kannan , Mohammad Ali Maddah-Ali , Fisher Yu

How do supply and demand from informed traders drive market prices of bitcoin options? Deribit options tick-level data supports the limits-to-arbitrage hypothesis about the market maker's supply. The main demand-side effects are that…

General Finance · Quantitative Finance 2022-03-28 Carol Alexander , Jun Deng , Jianfen Feng , Huning Wan

We study the temporal evolution of the holding-time distribution of bitcoins and find that the average distribution of holding-time is a heavy-tailed power law extending from one day to over at least $200$ weeks with an exponent…

Trading and Market Microstructure · Quantitative Finance 2024-01-10 Didier Sornette , Yu Zhang

In recent years, prominent blockchain systems such as Bitcoin and Ethereum have experienced explosive growth in transaction volume, leading to frequent surges in demand for limited block space and causing transaction fees to fluctuate by…

Computer Science and Game Theory · Computer Science 2023-10-31 Matheus V. X. Ferreira , Daniel J. Moroz , David C. Parkes , Mitchell Stern

Distributed ledgers are common in the industry. Some of them can use blockchains as their underlying infrastructure. A blockchain requires participants to agree on its contents. This can be achieved via a consensus protocol, and several BFT…

Performance · Computer Science 2024-11-13 J. D. Chan , Y. C. Tay , Brian R. Z. Yen

In recent years, significant research efforts have focused on improving blockchain throughput and confirmation speeds without compromising security. While decreasing the time it takes for a transaction to be included in the blockchain…

Cryptography and Security · Computer Science 2026-04-29 Aikaterini-Panagiota Stouka , Conor McMenamin , Demetris Kyriacou , Lin Oshitani , Quentin Botha

The internet era has generated a requirement for low cost, anonymous and rapidly verifiable transactions to be used for online barter, and fast settling money have emerged as a consequence. For the most part, e-money has fulfilled this…

Cryptography and Security · Computer Science 2015-08-19 Gareth W. Peters , Efstathios Panayi , Ariane Chapelle

We give an explicit definition of decentralization and show you that decentralization is almost impossible for the current stage and Bitcoin is the first truly noncentralized currency in the currency history. We propose a new framework of…

Computational Engineering, Finance, and Science · Computer Science 2016-09-12 Xiaochao Qian

In this paper, we develop a more general framework of block-structured Markov processes in the queueing study of blockchain systems, which can provide analysis both for the stationary performance measures and for the sojourn times of any…

Cryptography and Security · Computer Science 2019-04-09 Quan-Lin Li , Jing-Yu Ma , Yan-Xia Chang , Fan-Qi Ma , Hai-Bo Yu

In this brief, we conduct a complex-network analysis of the Bitcoin transaction network. In particular, we design a new sampling method, namely random walk with flying-back (RWFB), to conduct effective data sampling. We then conduct a…

Social and Information Networks · Computer Science 2022-03-18 Bishenghui Tao , Hong-Ning Dai , Jiajing Wu , Ivan Wang-Hei Ho , Zibin Zheng , Chak Fong Cheang

The third Bitcoin halving that took place in May 2020 cut down the mining reward from 12.5 to 6.25 BTC per block and thus slowed down the rate of issuance of new Bitcoins, making it more scarce. The fourth and most recent halving happened…

General Economics · Economics 2025-11-11 Vladislav Virtonen

Micropayments are increasingly being adopted by a large number of applications. However, processing micropayments individually can be expensive, with transaction fees exceeding the payment value itself. By aggregating these small…

Cryptography and Security · Computer Science 2019-11-21 Ghada Almashaqbeh , Allison Bishop , Justin Cappos

The Bitcoin protocol is a significant milestone in the history of money. However, its adoption is currently constrained by the transaction limits of the system. As the chief problem of blockchain technology, the scaling issue has attracted…

Cryptography and Security · Computer Science 2019-04-03 Kazım Rıfat Özyılmaz , Harsh Patel , Ankit Malik
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