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The state-of-the-art techniques for processing cross-blockchain transactions take a simple centralized approach: when the assets on blockchain $X$, say $X$-coins, are exchanged with the assets on blockchain $Y$---the $Y$-coins, those…
Cryptocurrencies, especially Bitcoin (BTC), which comprise a new digital asset class, have drawn extraordinary worldwide attention. The characteristics of the cryptocurrency/BTC include a high level of speculation, extreme volatility and…
In this paper, we introduce a new approach to multivariate forecasting cryptocurrency prices using a hybrid contextual model combining exponential smoothing (ES) and recurrent neural network (RNN). The model consists of two tracks: the…
The Bitcoin Lightning Network (LN) is designed to improve the scalability of blockchain systems by using off-chain payment paths to settle transactions in a faster, cheaper, and more private manner. This work aims to empirically study LN's…
Demand for blockchains such as Bitcoin and Ethereum is far larger than supply, necessitating a mechanism that selects a subset of transactions to include "on-chain" from the pool of all pending transactions. This paper investigates the…
Algorithm of multicurrency trading at the market of Forex is realized on the basis of nonlinear stochastic wavelets. The distinctive feature of the algorithm is the possibility of weakly- and strongly connected horizontal self-assemblies,…
In this paper, we introduce a novel framework to model the exchange rate dynamics between two intrinsically linked cryptoassets, such as stablecoins pegged to the same fiat currency or a liquid staking token and its associated native token.…
This work builds upon the long-standing conjecture that linear diffusion models are inadequate for complex market dynamics. Specifically, it provides experimental validation for the author's prior arguments that realistic market dynamics…
Cryptocurrency refers to a type of digital asset that uses distributed ledger, or blockchain, technology to enable a secure transaction. Although the technology is widely misunderstood, many central banks are considering launching their own…
This paper will propose a novel machine learning based portfolio management method in the context of the cryptocurrency market. Previous researchers mainly focus on the prediction of the movement for specific cryptocurrency such as the…
We propose a protocol optimization technique that is applicable to both weighted or unweighted graphs. Our aim is to explore by how much a small variation around the Shortest Path or Optimal Path protocols can enhance protocol performance.…
In this paper, we design, implement, and (partially-) evaluate a lightweight bridge (as a type of middleware) to connect the Bitcoin and Ethereum networks that were heterogeneously uncontactable before. Inspired by the recently introduced…
Cryptocurrency is a form of digital currency using cryptographic techniques in a decentralized system for secure peer-to-peer transactions. It is gaining much popularity over traditional methods of payments because it facilitates a very…
Cryptocurrency networks such as Bitcoin have emerged as a distributed alternative to traditional centralized financial transaction networks. However, there are major challenges in scaling up the throughput of such networks. Lightning…
Consensus protocols are currently the bottlenecks that prevent blockchain systems from scaling. However, we argue that transaction execution is also important to the performance and security of blockchains. In other words, there are ample…
We demonstrate market inefficiency in cryptoasset markets. Our approach examines investments that share a dominant risk factor but differ in their exposure to a secondary risk. We derive equilibrium restrictions that must hold regardless of…
The last decade has experienced a vast interest in Blockchain-based cryptocurrencies with a specific focus on the applications of this technology. However, slow confirmation times of transactions and unforeseeable high fees hamper their…
The Ethereum blockchain network enables transaction processing and smart-contract execution through levies of transaction fees, commonly known as gas fees. This framework mediates economic participation via a market-based mechanism for gas…
The non-fungible token (NFT) market emerges as a recent trading innovation leveraging blockchain technology, mirroring the dynamics of the cryptocurrency market. The current study is based on the capitalization changes and transaction…
Cryptocurrencies that are based on Proof-of-Work (PoW) often rely on special purpose hardware to perform so-called mining operations that secure the system, with miners receiving freshly minted tokens as a reward for their work. A notable…