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Related papers: Network-based indicators of Bitcoin bubbles

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We construct the Bitcoin User Network (BUN) directly from raw blockchain data up to late 2025, which allows us to explore its mesoscopic properties and trace its temporal evolution. In particular, we analyze the structure of connected…

Social and Information Networks · Computer Science 2025-12-02 Myriam Nonaka , F. Javier Marín-Rodríguez , Alexander Jiricny , Miguel Romance , Regino Criado , Sergio Iglesias-Pérez , Alberto Partida

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

Bitcoin is a peer-to-peer electronic payment system that has rapidly grown in popularity in recent years. Usually, the complete history of Bitcoin blockchain data must be queried to acquire variables with economic meaning. This task has…

General Economics · Economics 2025-08-11 Yulin Liu , Luyao Zhang , Yinhong Zhao

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

In recent years, cryptocurrencies have attracted growing attention from both private investors and institutions. Among them, Bitcoin stands out for its impressive volatility and widespread influence. This paper explores the predictability…

Statistical Finance · Quantitative Finance 2025-04-29 Grégory Bournassenko

We construct and study the Google matrix of Bitcoin transactions during the time period from the very beginning in 2009 till April 2013. The Bitcoin network has up to a few millions of bitcoin users and we present its main characteristics…

Social and Information Networks · Computer Science 2018-06-29 Leonardo Ermann , Klaus M. Frahm , Dima L. Shepelyansky

The purpose of this work was to perform a network analysis on the rapidly growing bitcoin transaction network. Using a web-socket API, we collected data on all transactions occurring during a six hour window. Sender and receiver addresses…

Social and Information Networks · Computer Science 2022-07-05 Lambert T. Leong

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 Bitcoin transaction graph is a public data structure organized as transactions between addresses, each associated with a logical entity. In this work, we introduce a complete probabilistic model of the Bitcoin Blockchain. We first…

Cryptography and Security · Computer Science 2018-12-14 Marc Jourdan , Sebastien Blandin , Laura Wynter , Pralhad Deshpande

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

Since its 2009 genesis block, the Bitcoin network has processed >1.08 billion (B) transactions representing >8.72B BTC, offering rich potential for machine learning (ML); yet, its pseudonymity and obscured flow of funds inherent in its…

Machine Learning · Computer Science 2025-10-30 Vahid Jalili

Blockchain has been considered as an important technique to enable secure management of virtual network functions and network slices. To understand such capabilities of a blockchain, e.g. transaction confirmation time, demands a thorough…

Cryptography and Security · Computer Science 2020-10-22 Befekadu G. Gebraselase , Bjarne E. Helvik , Yuming Jiang

Anonymity in Bitcoin, a peer-to-peer electronic currency system, is a complicated issue. Within the system, users are identified by public-keys only. An attacker wishing to de-anonymize its users will attempt to construct the one-to-many…

Physics and Society · Physics 2012-05-08 Fergal Reid , Martin Harrigan

Bitcoins have recently become an increasingly popular cryptocurrency through which users trade electronically and more anonymously than via traditional electronic transfers. Bitcoin's design keeps all transactions in a public ledger. The…

Cryptography and Security · Computer Science 2015-02-06 Michael Fleder , Michael S. Kester , Sudeep Pillai

Distributed ledger technologies have opened up a wealth of fine-grained transaction data from cryptocurrencies like Bitcoin and Ethereum. This allows research into problems like anomaly detection, anti-money laundering, pattern mining and…

Social and Information Networks · Computer Science 2024-10-07 Naomi A. Arnold , Peijie Zhong , Cheick Tidiane Ba , Ben Steer , Raul Mondragon , Felix Cuadrado , Renaud Lambiotte , Richard G. Clegg

Bitcoin has emerged as a fascinating phenomenon of the financial markets. Without any central authority issuing the currency, it has been associated with controversy ever since its popularity and public interest reached high levels. Here,…

Computational Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

The Bitcoin Lightning Network (BLN), a so-called "second layer" payment protocol, was launched in 2018 to scale up the number of transactions between Bitcoin owners. In this paper, we analyse the structure of the BLN over a period of 18…

Physics and Society · Physics 2020-09-08 Jian-Hong Lin , Kevin Primicerio , Tiziano Squartini , Christian Decker , Claudio J. Tessone

Bitcoin-otc is a peer to peer (over-the-counter) marketplace for trading with bit- coin crypto-currency. To mitigate the risks of the p2p unsupervised exchanges, the establishment of a reliable reputation systems is needed: for this reason,…

Computers and Society · Computer Science 2018-05-22 Ilaria Bertazzi , Sylvie Huet , Guillaume Deffuant , Floriana Gargiulo

By investigating nonfungible tokens (NFTs), we provide the first systematic study of retail investor behavior through asset bubbles. Given that NFTs are recorded in public blockchains, we are able to track investor behavior over time,…

Pricing of Securities · Quantitative Finance 2023-03-13 Andrea Barbon , Angelo Ranaldo

The Lightning Network is a so-called second-layer technology built on top of the Bitcoin blockchain to provide "off-chain" fast payment channels between users, which means that not all transactions are settled and stored on the main…

Computers and Society · Computer Science 2019-12-10 Silvia Bartolucci , Fabio Caccioli , Pierpaolo Vivo