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Related papers: Valuation of Crypto-Currency Mining Operations

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Cryptocurrencies are a type of digital money meant to provide security and anonymity while using cryptography techniques. Although cryptocurrencies represent a breakthrough and provide some important benefits, their usage poses some risks…

General Finance · Quantitative Finance 2024-01-22 Ana Fernández Vilas , Rebeca P. Díaz Redondo , Daniel Couto Cancela , Alejandro Torrado Pazos

Since the creation of Bitcoin, transaction tracking is one of the prominent means for following the movement of Bitcoins involved in illegal activities. Although every Bitcoin transaction is recorded in the blockchain database, which is…

Cryptography and Security · Computer Science 2019-12-06 Tin Tironsakkul , Manuel Maarek , Andrea Eross , Mike Just

We introduce novel approaches to cryptocurrency price forecasting, leveraging Machine Learning (ML) and Natural Language Processing (NLP) techniques, with a focus on Bitcoin and Ethereum. By analysing news and social media content,…

Statistical Finance · Quantitative Finance 2024-10-28 Vincent Gurgul , Stefan Lessmann , Wolfgang Karl Härdle

This paper presents a new blockchain network simulator that uses bitcoin's original reference implementation as its main application. The proposed simulator leverages the use of lightweight virtualization technology to build a fine tuned…

Cryptography and Security · Computer Science 2020-02-12 Lina Alsahan , Noureddine Lasla , Mohamed Abdallah

In the Bitcoin system, transaction fees serve as an incentive for blockchain confirmations. In general, a transaction with a higher fee is likely to be included in the next block mined, whereas a transaction with a smaller fee or no fee may…

Cryptography and Security · Computer Science 2024-05-27 Limeng Zhang , Rui Zhou , Qing Liu , Chengfei Liu , M. Ali Babar

The security of most existing cryptocurrencies is based on a concept called Proof-of-Work, in which users must solve a computationally hard cryptopuzzle to authorize transactions (`one unit of computation, one vote'). This leads to enormous…

Computer Science and Game Theory · Computer Science 2018-09-19 Jonah Brown-Cohen , Arvind Narayanan , Christos-Alexandros Psomas , S. Matthew Weinberg

Forecasting cryptocurrencies as a financial issue is crucial as it provides investors with possible financial benefits. A small improvement in forecasting performance can lead to increased profitability; therefore, obtaining a realistic…

Computational Finance · Quantitative Finance 2024-05-01 Hulusi Mehmet Tanrikulu , Hakan Pabuccu

Mining blocks on a blockchain equipped with a proof of work consensus protocol is well-known to be resource-consuming. A miner bears the operational cost, mainly electricity consumption and IT gear, of mining, and is compensated by a…

Cryptography and Security · Computer Science 2020-10-27 Hansjoerg Albrecher , Pierre-Olivier Goffard

Data valuation is a class of techniques for quantitatively assessing the value of data for applications like pricing in data marketplaces. Existing data valuation methods define a value for a discrete dataset. However, in many use cases,…

Machine Learning · Computer Science 2024-10-08 Xinyi Xu , Shuaiqi Wang , Chuan-Sheng Foo , Bryan Kian Hsiang Low , Giulia Fanti

Cryptocurrencies such as Bitcoin are realized using distributed systems and hence critically rely on the performance and security of the interconnecting network. The requirements on these networks and their usage, however can differ…

Networking and Internet Architecture · Computer Science 2020-08-20 Maya Dotan , Yvonne-Anne Pignolet , Stefan Schmid , Saar Tochner , Aviv Zohar

In modern times, the cryptocurrency market is one of the world's most rapidly rising financial markets. The cryptocurrency market is regarded to be more volatile and illiquid than traditional markets such as equities, foreign exchange, and…

Statistical Finance · Quantitative Finance 2024-12-03 Anika Tahsin Meem

Blockchain systems often employ proof-of-work consensus protocols to validate and add transactions into hashchains. These protocols stimulate competition among miners in solving cryptopuzzles (e.g. SHA-256 hash computation in Bitcoin) in…

Computer Science and Game Theory · Computer Science 2020-05-13 Venkata Sriram Siddhardh Nadendla , Lav R. Varshney

Analyzing cryptocurrency payment flows has become a key forensic method in law enforcement and is nowadays used to investigate a wide spectrum of criminal activities. However, despite its widespread adoption, the evidential value of…

Computers and Society · Computer Science 2021-08-03 Michael Fröwis , Thilo Gottschalk , Bernhard Haslhofer , Christian Rückert , Paulina Pesch

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

The decentralized and unregulated nature of cryptocurrencies, combined with their monetary value, has made them a vehicle for various illicit activities. One such activity is cryptojacking, an attack that uses stolen computing resources to…

Cryptography and Security · Computer Science 2025-05-06 Tanapoom Sermchaiwong , Jiasi Shen

We propose a mean field game model to study the question of how centralization of reward and computational power occur in Bitcoin-like cryptocurrencies. Miners compete against each other for mining rewards by increasing their computational…

Optimization and Control · Mathematics 2022-01-25 Zongxi Li , A. Max Reppen , Ronnie Sircar

The mining of bitcoin is modeled using system dynamics, showing that the past evolution of the network hash rate can be explained to a large extent by an efficient market hypothesis applied to the mining of blocks. The possibility of a…

Cryptography and Security · Computer Science 2020-04-21 Davide Lasi , Lukas Saul

Does the proof-of-work protocol serve its intended purpose of supporting decentralized cryptocurrency mining? To address this question, we develop a game-theoretical model where miners first invest in hardware to improve the efficiency of…

Trading and Market Microstructure · Quantitative Finance 2021-06-21 Agostino Capponi , Sveinn Olafsson , Humoud Alsabah

Utilizing graph analytics and learning has proven to be an effective method for exploring aspects of crypto economics such as network effects, decentralization, tokenomics, and fraud detection. However, the majority of existing research…

Computational Engineering, Finance, and Science · Computer Science 2024-03-12 Bingqiao Luo

Determining the trust of an individual Bitcoin wallet is a difficult problem. There are no ratings, that offer vendors or exchanges meaningful information about the level of the taint of Bitcoins they are receiving. Lack of such information…

Cryptography and Security · Computer Science 2019-07-03 Uroš Hercog , Andraž Povše
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