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We study the real economic activity in the Bitcoin blockchain that involves transactions from/to retail users rather than between organizations such as marketplaces, exchanges, or other services. We first introduce a heuristic method to…

Social and Information Networks · Computer Science 2023-07-18 Rafael Ramos Tubino , Remy Cazabet , Natkamon Tovanich , Celine Robardet

We build up a directed network tracing links from a given integer to its divisors and analyze the properties of the Google matrix of this network. The PageRank vector of this matrix is computed numerically and it is shown that its…

Information Retrieval · Computer Science 2012-09-21 K. M. Frahm , A. D. Chepelianskii , D. L. Shepelyansky

First, a big data analysis of the transactions and smart contracts made on the Ethereum blockchain is performed, revealing interesting trends in motion. Next, these trends are compared with the public's interest in Ether and Bitcoin,…

Trading and Market Microstructure · Quantitative Finance 2021-04-06 Dorsa Mohammadi Arezooji

We apply the approach of the Google matrix, used in computer science and World Wide Web, to description of properties of neuronal networks. The Google matrix ${\bf G}$ is constructed on the basis of neuronal network of a brain model…

Disordered Systems and Neural Networks · Physics 2010-07-12 D. L. Shepelyansky , O. V. Zhirov

Dark web marketplaces have been a significant outlet for illicit trade, serving millions of users worldwide for over a decade. However, not all users are the same. This paper aims to identify the key players in Bitcoin transaction networks…

As the pioneer of blockchain technology, Bitcoin is the most popular cryptocurrency to date. Given its dramatic price spikes (and crashes) along with the never-ending news from SEC regulations to security breaches, there seems to be a lack…

Computers and Society · Computer Science 2020-06-04 Anthony Luo , Dianxiang Xu

Dark markets are commercial websites that use Bitcoin to sell or broker transactions involving drugs, weapons, and other illicit goods. Being illegal, they do not offer any user protection, and several police raids and scams have caused…

Computers and Society · Computer Science 2021-01-13 Abeer ElBahrawy , Laura Alessandretti , Leonid Rusnac , Daniel Goldsmith , Alexander Teytelboym , Andrea Baronchelli

Graph convolutional networks (GCNs) is a class of artificial neural networks for processing data that can be represented as graphs. Since financial transactions can naturally be constructed as graphs, GCNs are widely applied in the…

Machine Learning · Computer Science 2023-03-30 Song Li , Jiandong Zhou , Chong MO , Jin LI , Geoffrey K. F. Tso , Yuxing Tian

Bitcoin is the first and undoubtedly most successful cryptocurrecny to date with a market capitalization of more than 100 billion dollars. Today, Bitcoin has more than 100,000 supporting merchants and more than 3 million active users.…

Cryptography and Security · Computer Science 2019-11-19 Emmanouil Karampinakis , Michalis Pachilakis , Panagiotis Papadopoulos , Antonis Krithinakis , Evangelos P. Markatos

The problem of anomaly detection has been studied for a long time, and many Network Analysis techniques have been proposed as solutions. Although some results appear to be quite promising, no method is clearly to be superior to the rest. In…

Social and Information Networks · Computer Science 2017-02-28 Thai Pham , Steven Lee

The Bitcoin digital currency appeared in 2009. Since this time, researchers and practitioners have looked under the hood of the open source Bitcoin currency, and discovered that Bitcoins Blockchain software architecture is useful for…

Computers and Society · Computer Science 2017-03-20 J. Prpić

Over the past decade, the blockchain technology and its Bitcoin cryptocurrency have received considerable attention. Bitcoin has experienced significant price swings in daily and long-term valuations. In this paper, we propose a partial…

Pricing of Securities · Quantitative Finance 2020-08-26 Yufang Wang , Haiyan Wang

Blockchain and its application on cryptocurrency transactions have gathered a lot of attention and popularity since the birth of the pioneer Bitcoin in 2009. More than 1500 cryptocurrencies are currently circulated in the market. The…

Computers and Society · Computer Science 2019-01-21 Gourang Aggarwal , Vimal Patel , Gaurav Varshney , Kimberly Oostman

When analyzing Bitcoin users' balance distribution, we observed that it follows a log-normal pattern. Drawing parallels from the successful application of Gibrat's law of proportional growth in explaining city size and word frequency…

General Economics · Economics 2024-09-17 Yu Zhang , Claudio Tessone

Bitcoin, as one of the most popular cryptocurrency, is recently attracting much attention of investors. Bitcoin price prediction task is consequently a rising academic topic for providing valuable insights and suggestions. Existing bitcoin…

Statistical Finance · Quantitative Finance 2020-08-25 Xiao Li , Weili Wu

Bitcoin and Ethereum transactions present one of the largest real-world complex networks that are publicly available for study, including a detailed picture of their time evolution. As such, they have received a considerable amount of…

Physics and Society · Physics 2021-02-25 Dániel Kondor , Nikola Bulatovic , József Stéger , István Csabai , Gábor Vattay

In this paper, we study the possibility of inferring early warning indicators (EWIs) for periods of extreme bitcoin price volatility using features obtained from Bitcoin daily transaction graphs. We infer the low-dimensional representations…

Statistical Finance · Quantitative Finance 2019-02-08 Nino Antulov-Fantulin , Dijana Tolic , Matija Piskorec , Zhang Ce , Irena Vodenska

Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a time-varying network for cryptocurrencies, based on the…

Statistical Finance · Quantitative Finance 2021-08-27 Li Guo , Wolfgang Karl Härdle , Yubo Tao

Cryptocurrencies return cross-predictability and technological similarity yield information on risk propagation and market segmentation. To investigate these effects, we build a time-varying network for cryptocurrencies, based on the…

Methodology · Statistics 2022-11-18 Li Guo , Wolfgang Karl Härdle , Yubo Tao

Bitcoin, launched in 2008 by Satoshi Nakamoto, established a new digital economy where value can be stored and transferred in a fully decentralized manner - alleviating the need for a central authority. This paper introduces a large scale…

Machine Learning · Computer Science 2024-11-18 Hugo Schnoering , Michalis Vazirgiannis
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