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Blockchain-based cryptocurrencies secure a decentralized consensus protocol by incentives. The protocol participants, called miners, generate (mine) a series of blocks, each containing monetary transactions created by system users. As…

Cryptography and Security · Computer Science 2018-11-14 Itay Tsabary , Ittay Eyal

In this paper we discuss Bitcoin, the leader among the existing cryptocurrencies, to analyse its trends, success factors, current challenges and probable solutions to make it even better. In the introduction section, we discuss the history…

Cryptography and Security · Computer Science 2014-12-24 Siddharth Prakash Rao

A main focus in economics research is understanding the time series of prices of goods and assets. While statistical models using only the properties of the time series itself have been successful in many aspects, we expect to gain a better…

Physics and Society · Physics 2014-12-15 Dániel Kondor , István Csabai , János Szüle , Márton Pósfai , Gábor Vattay

We analyze Bitcoin mining from the perspective of a game and propose an optimal mining model that maximizes profits of pools and miners. The model is a two-stage Stackelberg game in which each stage forms a sub-game. In stage I, pools are…

Computer Science and Game Theory · Computer Science 2021-07-22 David Lajeunesse , Hugo D. Scolnik

The cryptocurrency market is a very huge market without effective supervision. It is of great importance for investors and regulators to recognize whether there are market manipulation and its manipulation patterns. This paper proposes an…

General Finance · Quantitative Finance 2019-02-07 Weili Chen , Jun Wu , Zibin Zheng , Chuan Chen , Yuren Zhou

We study the strategic considerations of miners participating in the bitcoin's protocol. We formulate and study the stochastic game that underlies these strategic considerations. The miners collectively build a tree of blocks, and they are…

Computer Science and Game Theory · Computer Science 2016-07-11 Aggelos Kiayias , Elias Koutsoupias , Maria Kyropoulou , Yiannis Tselekounis

Bitcoin rise has put blockchain technology into the mainstream, amplifying its potential and broad utility. While Bitcoin has become incredibly famous, its transaction rate has not match such a corresponding increase. It still takes…

Cryptography and Security · Computer Science 2024-06-21 Han Song , Zhongche Qu , Yihao Wei

Participation in permissionless blockchains results in competition over system resources, which needs to be controlled with fees. Ethereum's current fee mechanism is implemented via a first-price auction that results in unpredictable fees…

Computer Science and Game Theory · Computer Science 2021-06-08 Stefanos Leonardos , Barnabé Monnot , Daniël Reijsbergen , Stratis Skoulakis , Georgios Piliouras

We study to what extent the Bitcoin blockchain security permanently depends on the underlying distribution of cryptocurrency market outcomes. We use daily blockchain and Bitcoin data for 2014-2019 and employ the ARDL approach. We test three…

General Economics · Economics 2021-02-18 Pavel Ciaian , d'Artis Kancs , Miroslava Rajcaniova

Revert protection is a feature provided by some blockchain platforms that prevents users from incurring fees for failed transactions. We study the economic implications and benefits of revert protection in the context of priority gas…

Computer Science and Game Theory · Computer Science 2025-02-13 Brian Z. Zhu , Xin Wan , Ciamac C. Moallemi , Dan Robinson , Brad Bachu

Based on 1-minute price changes recorded since year 2012, the fluctuation properties of the rapidly-emerging Bitcoin (BTC) market are assessed over chosen sub-periods, in terms of return distributions, volatility autocorrelation, Hurst…

Statistical Finance · Quantitative Finance 2018-07-20 Stanisław Drożdż , Robert Gębarowski , Ludovico Minati , Paweł Oświęcimka , Marcin Wątorek

In blockchain-based order book systems, buyers and sellers trade assets, while it is miners to match them and include their transactions in the blockchain. It is found that many miners behave selfishly and myopically, prioritizing…

Computer Science and Game Theory · Computer Science 2025-01-23 Yunshu Liu , Lingjie Duan

A cryptocurrency is a decentralized digital currency that is designed for secure and private asset transfer and storage. As a currency, it should be difficult to counterfeit and double-spend. In this paper, we review and analyze the major…

Cryptography and Security · Computer Science 2019-04-26 Ehab Zaghloul , Tongtong Li , Matt Mutka , Jian Ren

Bitcoin is a digital currency and payment system based on classical cryptographic technologies which works without a central administrator such as in traditional currencies. It has long been questioned what the impact of quantum computing…

Quantum Physics · Physics 2018-01-10 Louis Tessler , Tim Byrnes

We describe and analyze perishing mining, a novel block-withholding mining strategy that lures profit-driven miners away from doing useful work on the public chain by releasing block headers from a privately maintained chain. We then…

Cryptography and Security · Computer Science 2023-02-10 Tong Cao , Jérémie Decouchant , Jiangshan Yu

A blockchain faces two fundamental challenges. It must motivate users to maintain the system while preventing a minority of these users from colluding and gaining disproportionate control. Many popular public blockchains use monetary…

Cryptography and Security · Computer Science 2021-10-15 Shea Ketsdever , Michael J. Fischer

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 first successful decentralized global digital cash system. Its mining process requires intense computational resources, therefore its usefulness remains a disputable topic. We aim to solve three problems with Bitcoin and…

Cryptography and Security · Computer Science 2016-08-25 Alexander Chepurnoy , Mario Larangeira , Alexander Ojiganov

In this paper, we represent the problem of selecting miners within a blockchain-based system as a subset selection problem. We formulate the problem of minimising blockchain energy consumption as an optimisation problem with two conflicting…

Neural and Evolutionary Computing · Computer Science 2021-06-23 Akram Alofi , Mahmoud A. Bokhari , Robert Hendley , Rami Bahsoon

Bitcoin is a digital currency and electronic payment system operating over a peer-to-peer network on the Internet. One of its most important properties is the high level of anonymity it provides for its users. The users are identified by…

Applications · Statistics 2019-04-12 Péter L. Juhász , József Stéger , Dániel Kondor , Gábor Vattay