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Related papers: Decentralized Prediction Market without Arbiters

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Bitcoin is a digital currency designed to rely on a decentralized, trustless network of anonymous agents. Using a pseudonymous-address-linking procedure that achieves >99% sensitivity and >99% specificity, we reveal that between launch…

Computer Science and Game Theory · Computer Science 2022-06-08 Alyssa Blackburn , Christoph Huber , Yossi Eliaz , Muhammad S. Shamim , David Weisz , Goutham Seshadri , Kevin Kim , Shengqi Hang , Erez Lieberman Aiden

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

Portfolio management is the decision-making process of allocating an amount of fund into different financial investment products. Cryptocurrencies are electronic and decentralized alternatives to government-issued money, with Bitcoin as the…

Machine Learning · Computer Science 2017-05-12 Zhengyao Jiang , Jinjun Liang

Cryptocurrency refers to a type of digital asset that uses distributed ledger, or blockchain, technology to enable a secure transaction. Although the technology is widely misunderstood, many central banks are considering launching their own…

Computational Finance · Quantitative Finance 2020-07-30 Wolfgang Karl Härdle , Campbell R. Harvey , Raphael C. G. Reule

We propose a bitcoin generalization as a solution to the problem of scalability. The block is redefined as a sequence of sub-blocks of increasing sizes that coexist as different levels of compromise between decentralization and transactions…

Cryptography and Security · Computer Science 2018-05-15 Santi J. Vives

The research designs a new integrated system for the security enhancement of a decentralized network by preventing damages from attackers, particularly for the 51 percent attack. The concept of multiple layered design based on Blockchain…

Cryptography and Security · Computer Science 2022-02-15 Song-Kyoo Kim

This whitepaper introduces RIV Coin, a cryptocurrency that is fully stabilized by a diversified portfolio of invested reserves that are evaluated by professional independent third parties, and auditable and provable by the protocol. It is…

General Finance · Quantitative Finance 2025-05-13 Roberto Rivera , Guido Rocco , Massimiliano Marzo , Enrico Talin , Ammar Elsabe

Individuals are often influenced by the behavior of others, for instance because they wish to obtain the benefits of coordinated actions or infer otherwise inaccessible information. In such situations this social influence decreases the ex…

Adaptation and Self-Organizing Systems · Physics 2015-05-14 Richard Colbaugh , Kristin Glass , Paul Ormerod

We study dynamic decentralized two-sided matching in which players may encounter unanticipated experiences. As they become aware of these experiences, they may change their preferences over players on the other side of the market.…

Theoretical Economics · Economics 2025-05-14 Burkhard C. Schipper , Tina Danting Zhang

Cryptocurrency has been extensively studied as a decentralized financial technology built on blockchain. However, there is a lack of understanding of user experience with cryptocurrency exchanges, the main means for novice users to interact…

Human-Computer Interaction · Computer Science 2022-06-16 Zhixuan Zhou , Bohui Shen

We examine two types of binary betting markets, whose primary goal is for profit (such as sports gambling) or to gain information (such as prediction markets). We articulate the interplay between belief and price-setting to analyse both…

Computer Science and Game Theory · Computer Science 2024-06-07 Haiqing Zhu , Alexander Soen , Yun Kuen Cheung , Lexing Xie

Sequential fundraising in two sided online platforms enable peer to peer lending by sequentially bringing potential contributors, each of whose decisions impact other contributors in the market. However, understanding the dynamics of…

Machine Learning · Computer Science 2023-08-03 Soumajyoti Sarkar

Many large decentralized systems rely on information propagation to ensure their proper function. We examine a common scenario in which only participants that are aware of the information can compete for some reward, and thus informed…

Computer Science and Game Theory · Computer Science 2016-06-10 Moshe Babaioff , Shahar Dobzinski , Sigal Oren , Aviv Zohar

Optimization methods are used to determine equilibria of investment in cryptocurrencies. The basic assumptions involve existence of a core group (the "wealthy") that fears the loss of substantial assets through government seizure.…

Mathematical Finance · Quantitative Finance 2019-04-16 Carey Caginalp , Gunduz Caginalp

We study decentralized markets with the presence of middlemen, modeled by a non-cooperative bargaining game in trading networks. Our goal is to investigate how the network structure of the market and the role of middlemen influence the…

Computer Science and Game Theory · Computer Science 2013-07-09 Thanh Nguyen , Vijay G. Subramanian , Randall A. Berry

We develop a general framework for incorporating distributional preferences in market design. We identify the structural properties of these preferences that guarantee the path independence of choice rules. In decentralized settings, a…

Theoretical Economics · Economics 2026-02-10 Federico Echenique , Teddy Mekonnen , M. Bumin Yenmez

We present a prototype hybrid prediction market and demonstrate the avenue it represents for meaningful human-AI collaboration. We build on prior work proposing artificial prediction markets as a novel machine-learning algorithm. In an…

Recently, the blockchain technique was put in the spotlight as it introduced a systematic approach for multiple parties to reach consensus without needing trust. However, the application of this technique in practice is severely restricted…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-07-17 Zhijie Ren , Kelong Cong , Johan Pouwelse , Zekeriya Erkin

Decentralisation is one of the promises introduced by blockchain technologies: fair and secure interaction amongst peers with no dominant positions, single points of failure or censorship. Decentralisation, however, appears difficult to be…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-11-20 Andrea Bracciali , Davide Grossi , Ronald de Haan

We design a novel calibration procedure that is designed to handle the specific characteristics of options on cryptocurrency markets, namely large bid-ask spreads and the possibility of missing or incoherent prices in the considered data…

Pricing of Securities · Quantitative Finance 2022-07-08 Mnacho Echenim , Emmanuel Gobet , Anne-Claire Maurice