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A hard-fork reconfiguration of the peer to peer Bitcoin network is described that substitutes tamper-evident logs and proof-of-stake consensus for proof-of-work consensus. The block creation rewards and transaction fees are reallocated to…

Computers and Society · Computer Science 2014-05-23 Stephen L. Reed

We present BitConduite, a visual analytics tool for explorative analysis of financial activity within the Bitcoin network. Bitcoin is the largest cryptocurrency worldwide and a phenomenon that challenges the underpinnings of traditional…

Human-Computer Interaction · Computer Science 2019-12-19 Christoph Kinkeldey , Jean-Daniel Fekete , Tanja Blascheck , Petra Isenberg

A model is proposed for Bitcoin prices that takes into account market attention. Market attention, modeled by a mean-reverting Cox-Ingersoll-Ross processes, affects the volatility of Bitcoin returns, with some delay. The model is affine and…

Pricing of Securities · Quantitative Finance 2024-01-17 Alvaro Guinea Julia , Alet Roux

In recent years a new type of tradable assets appeared, generically known as cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper investigates some statistical properties of the Bitcoin market. This…

Statistical Finance · Quantitative Finance 2017-08-16 Aurelio F. Bariviera , María José Basgall , Waldo Hasperué , Marcelo Naiouf

Blockchain technology is ushering in another break-out year, the challenge of blockchain still remains to be solved. This paper analyzes the features of Bitcoin and Bitcoin-NG system based on blockchain, proposes an improved method of…

Cryptography and Security · Computer Science 2018-11-01 Jia Kan , Shangzhe Chen , Xin Huang

Over 900 million Bitcoin transactions have been recorded, posing considerable challenges for machine learning in terms of computation time and maintaining prediction accuracy. We propose an innovative approach using quantum-inspired…

Quantum Physics · Physics 2024-11-26 Ming-Fong Sie , Yen-Jui Chang , Chien-Lung Lin , Ching-Ray Chang , Shih-Wei Liao

Although recent advances of blockchain systems, notably in the form of cryptocurrency, have drawn tremendous interests from both researchers and practitioners, limited studies existed toward the theoretical foundation of blockchains. This…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-02-17 Dongfang Zhao

The cross-correlations between the exchange rate fluctuations of 74 currencies over the period 1995-2012 are analyzed in this paper. The eigenvalue distribution of the cross-correlation matrix exhibits a bulk which approximately matches the…

Statistical Finance · Quantitative Finance 2013-05-02 Sitabhra Sinha , Uday Kovur

As the first decentralized peer-to-peer (P2P) cryptocurrency system allowing people to trade with pseudonymous addresses, Bitcoin has become increasingly popular in recent years. However, the P2P and pseudonymous nature of Bitcoin make…

Social and Information Networks · Computer Science 2022-01-20 Jiajing Wu , Jieli Liu , Weili Chen , Huawei Huang , Zibin Zheng , Yan Zhang

Bitcoin is the world's first decentralized digital currency. The rate at which bitcoins enter circulation is cut in half every 4 years, approximately. These events are considered landmarks in Bitcoin's history, and as such are widely…

Cryptography and Security · Computer Science 2017-08-18 Meni Rosenfeld

The year 2024 witnessed a major development in the cryptocurrency industry with the long-awaited approval of spot Bitcoin exchange-traded funds (ETFs). This innovation provides investors with a new, regulated path to gain exposure to…

Trading and Market Microstructure · Quantitative Finance 2024-09-04 Di Wu

Technological advancements in cryptocurrency markets have increased accessibility for investors, but concurrently exposed them to the risks of market manipulations. Existing fraud detection mechanisms typically rely on machine learning…

Machine Learning · Computer Science 2026-04-28 Lidia Losavio , Luca Persia , Madan Sathe , Dimosthenis Pasadakis

Blockchain is a technology that provides a distributed ledger that stores previous records while maintaining consistency and security. Bitcoin is the first and largest decentralized electronic cryptographic system that uses blockchain…

Cryptography and Security · Computer Science 2021-11-05 Befekadu G. Gebraselase , Bjarne E. Helvik , Yuming Jiang

Blockchain systems and cryptocurrencies have exploded in popularity over the past decade, and with this growing user base, the number of cryptocurrency scams has also surged. Given the graphical structure of blockchain networks and the…

Cryptography and Security · Computer Science 2023-01-06 Jared Gridley , Oshani Seneviratne

Blockchain (BC) systems are highly distributed peer-to-peer networks that offer an alternative to centralized services and promise robustness to coordinated attacks. However, the resilience and overall security of a BC system rests heavily…

Networking and Internet Architecture · Computer Science 2021-07-06 Aristodemos Paphitis , Nicolas Kourtellis , Michael Sirivianos

The Bitcoin Lightning Network, launched in 2018, serves as a layer 2 scaling solution for Bitcoin. The Lightning Network allows users to establish channels between each other and subsequently exchange off-chain payments. Together, these…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-25 Florian Grötschla , Lioba Heimbach , Severin Richner , Roger Wattenhofer

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

The rise of cryptocurrencies like Bitcoin, which enable transactions with a degree of pseudonymity, has led to a surge in various illicit activities, including ransomware payments and transactions on darknet markets. These illegal…

Cryptography and Security · Computer Science 2023-06-16 Poupak Azad , Baris Coskunuzer , Murat Kantarcioglu , Cuneyt Gurcan Akcora

The cryptocurrency ecosystem has been the centre of discussion on many social media platforms, following its noted volatility and varied opinions. Twitter is rapidly being utilised as a news source and a medium for bitcoin discussion. Our…

Statistical Finance · Quantitative Finance 2023-03-17 Haritha GB , Sahana N. B

Most current assessments use ex post proxies that miss uncertainty and fail to consistently capture the rapid change in bitcoin mining. We introduce a unified, ex ante statistical model that derives expected return, downside risk, and…

Computational Engineering, Finance, and Science · Computer Science 2025-12-24 Yuting Cai , Ruthav Sadali , Korok Ray , Chao Tian
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