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A Blockchain is a global shared infrastructure where cryptocurrency transactions among addresses are recorded, validated and made publicly available in a peer- to-peer network. To date the best known and important cryptocurrency is the…

Cryptography and Security · Computer Science 2017-09-27 Andrea Pinna , Roberto Tonelli , Matteo Orrú , Michele Marchesi

As the indispensable trading platforms of the ecosystem, hundreds of cryptocurrency exchanges are emerging to facilitate the trading of digital assets. While, it also attracts the attentions of attackers. A number of scam attacks were…

Cryptography and Security · Computer Science 2020-03-17 Pengcheng Xia , Bowen Zhang , Ru Ji , Bingyu Gao , Lei Wu , Xiapu Luo , Haoyu Wang , Guoai Xu

This paper studies the dynamic market linkages among cryptocurrencies during August 2015 - July 2020 and finds a substantial increase in market linkages for both returns and volatilities. We use different methodologies to check the…

Statistical Finance · Quantitative Finance 2020-10-01 Nektarios Aslanidis , Aurelio F. Bariviera , Alejandro Perez-Laborda

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

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

Historically, gold and silver have played distinct roles in traditional monetary systems. While gold has primarily been revered as a superior store of value, prompting individuals to hoard it, silver has commonly been used as a medium of…

Computational Engineering, Finance, and Science · Computer Science 2025-08-11 Haoyang Yu , Yutong Sun , Yulin Liu , Luyao Zhang

Blockchain design involves many tradeoffs, and much debate has focused on tradeoffs related to scaling parameters such as blocksize. To address some of the confusion around this subject, we present a probability proof of the DCS Triangle.…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-01-16 Greg Slepak , Anya Petrova

Bitcoin is the most successful cryptocurrency so far. This is mainly due to its novel consensus algorithm, which is based on proof-of-work combined with a cryptographically-protected data structure and a rewarding scheme that incentivizes…

Cryptography and Security · Computer Science 2019-05-24 Pawel Szalachowski , Daniel Reijsbergen , Ivan Homoliak , Siwei Sun

Blockchain represents a technology for establishing a shared, immutable version of the truth between a network of participants that do not trust one another, and therefore has the potential to disrupt any financial or other industries that…

Computers and Society · Computer Science 2016-11-02 Marek Laskowski , Henry M. Kim

Cryptocurrency is a well-developed blockchain technology application that is currently a heated topic throughout the world. The public availability of transaction histories offers an opportunity to analyze and compare different…

Statistical Finance · Quantitative Finance 2018-08-28 Jiaqi Liang , Linjing Li , Daniel Zeng

Intrusion Detection Systems (IDS) have been the industry standard for securing IoT networks against known attacks. To increase the capability of an IDS, researchers proposed the concept of blockchain-based Collaborative-IDS (CIDS), wherein…

Cryptography and Security · Computer Science 2022-02-09 Guntur Dharma Putra , Volkan Dedeoglu , Abhinav Pathak , Salil S. Kanhere , Raja Jurdak

Cryptocurrency has been subject to illicit activities probably more often than traditional financial assets due to the pseudo-anonymous nature of its transacting entities. An ideal detection model is expected to achieve all three critical…

Machine Learning · Computer Science 2023-09-28 Ling Cheng , Feida Zhu , Yong Wang , Ruicheng Liang , Huiwen Liu

In traditional financial markets, yield curves are widely available for countries (and, by extension, currencies), financial institutions, and large corporates. These curves are used to calibrate stochastic interest rate models, discount…

General Finance · Quantitative Finance 2025-12-18 Philippe Bergault , Sébastien Bieber , Olivier Guéant , Wenkai Zhang

We introduce proof of spending in a block-chain system. In this system the probability for a node to create a legal block is proportional to the total amount of coins it has spent in history.

Cryptography and Security · Computer Science 2018-05-22 Chunlei Liu

Sidecoin is a mechanism that allows a snapshot to be taken of Bitcoin's blockchain. We compile a list of Bitcoin's unspent transaction outputs, then use these outputs and their corresponding balances to bootstrap a new blockchain. This…

Cryptography and Security · Computer Science 2015-01-07 Joseph Krug , Jack Peterson

This paper contextualises the common queries of "why is crypto crashing?" and "why is crypto down?", the research transcends beyond the frequent market fluctuations to unravel how cryptocurrencies fundamentally work and the step-by-step…

Computers and Society · Computer Science 2023-09-25 Petar Radanliev

In this work, we present our early stage results on a Conflicts Check Protocol (CCP) that enables preventing potential attacks on bitcoin system. Based on the observation and discovery of a common symptom that many attacks may generate, CCP…

Cryptography and Security · Computer Science 2018-02-28 Chen Yang , Haohong Wang

We report on the status of our Cybersecurity Assessment Tools (CATS) project that is creating and validating a concept inventory for cybersecurity, which assesses the quality of instruction of any first course in cybersecurity. In fall…

As the blockchain ecosystem gets more mature many businesses, investors, and entrepreneurs are seeking opportunities on working with blockchain systems and cryptocurrencies. A critical challenge for these actors is to identify the most…

Cryptography and Security · Computer Science 2022-02-07 Elias Iosif , Klitos Christodoulou , Andreas Vlachos

Cryptocurrencies based on decentralized systems, especially blockchain, are gaining popularity more than ever. Freedom advocates hail blockchain technology as a breakthrough in digital privacy and internet anonymity. Unfortunately, after…

Cryptography and Security · Computer Science 2021-10-18 Amin Aghaee