Related papers: The CCI30 Index
"Code is law" is the funding principle of cryptocurrencies. The security, transferability, availability and other properties of a crypto-asset are determined by the code through which it is created. If code is open source, as it happens for…
Cryptocurrencies have become a popular and widely researched topic of interest in recent years for investors and scholars. In order to make informed investment decisions, it is essential to comprehend the factors that impact cryptocurrency…
Cryptocurrencies fluctuate in markets with high price volatility, posing significant challenges for investors. To aid in informed decision-making, systems predicting cryptocurrency market movements have been developed, typically focusing on…
Motivated by applications in distributed storage and distributed computation, we introduce embedded index coding (EIC). EIC is a type of distributed index coding in which nodes in a distributed system act as both senders and receivers of…
Blockchain is an emerging technology that has enabled many applications, from cryptocurrencies to digital asset management and supply chains. Due to this surge of popularity, analyzing the data stored on blockchains poses a new critical…
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…
We show Bitcoin implied volatility on a 5 minute time horizon is modestly predictable from price, volatility momentum and alternative data including sentiment and engagement. Lagged Bitcoin index price and volatility movements contribute to…
Crypto-assets and central bank digital currencies (CBDCs) are reshaping how value is exchanged in distributed computing environments. These systems combine cryptographic primitives, protocol design, and system architectures to provide…
This paper provides a comprehensive and high level technical overview of BC technology by creating a common language through business and technology about BC. Then an overview of a BC technology, its architectures, classification,…
Investments in cryptocurrencies (CCs) remain risky due to high volatility. Exchange Traded Funds (ETFs) are a suitable tool to diversify risk and to benefit from the growth of the whole CC sector. We construct an ETF on the CRIX, the…
We consider a prediction market in which all aspects are controlled by market forces, in particular the correct outcomes of events are decided by the market itself rather than by trusted arbiters. This kind of a decentralized prediction…
In the cryptographic currency Bitcoin, all transactions are recorded in the blockchain - a public, global, and immutable ledger. Because transactions are public, Bitcoin and its users employ obfuscation to maintain a degree of financial…
Central Bank Digital Currencies (CBDCs) are proposed as a public response to the uptake of privately run digital payments, with the digital euro, under development by the European Central Bank (ECB), serving as a prominent example. This…
The question "what is Bitcoin" allows for many answers depending on the objectives aimed at when providing such answers. The question addressed in this paper is to determine a top-level classification, or type, for Bitcoin. We will classify…
Cybercriminals have been exploiting cryptocurrencies to commit various unique financial frauds. Covert cryptomining - which is defined as an unauthorized harnessing of victims' computational resources to mine cryptocurrencies - is one of…
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…
Correlation networks were used to detect characteristics which, although fixed over time, have an important influence on the evolution of prices over time. Potentially important features were identified using the websites and whitepapers of…
The use of digital money has become increasingly popular, but it comes with certain drawbacks. For instance, it can be challenging to make payments during power outages or internet failures. Additionally, some groups may find it difficult…
Cryptocurrency wallets have become the primary gateway to decentralized applications, yet users often face significant difficulty in discerning what a wallet signature actually does or entails. Prior work has mainly focused on mitigating…
This paper proposes a classification model for predicting the main activity of bitcoin addresses based on their balances. Since the balances are functions of time, we apply methods from functional data analysis; more specifically, the…