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Bitcoin is a "crypto currency", a decentralized electronic payment scheme based on cryptography. Bitcoin economy grows at an incredibly fast rate and is now worth some 10 billions of dollars. Bitcoin mining is an activity which consists of…

Cryptography and Security · Computer Science 2014-12-03 Nicolas T. Courtois , Lear Bahack

In this brief, we conduct a complex-network analysis of the Bitcoin transaction network. In particular, we design a new sampling method, namely random walk with flying-back (RWFB), to conduct effective data sampling. We then conduct a…

Social and Information Networks · Computer Science 2022-03-18 Bishenghui Tao , Hong-Ning Dai , Jiajing Wu , Ivan Wang-Hei Ho , Zibin Zheng , Chak Fong Cheang

We provide a general methodology for analyzing defender-attacker based "games" in which we model such games as Markov models and introduce a capacity region to analyze how defensive and adversarial strategies impact security. Such a…

Cryptography and Security · Computer Science 2019-01-08 Saeed Valizadeh , Marten van Dijk

Bitcoin is a popular digital currency for online payments, realized as a decentralized peer-to-peer electronic cash system. Bitcoin keeps a ledger of all transactions; the majority of the participants decides on the correct ledger. Since…

Logic in Computer Science · Computer Science 2015-11-16 Kaylash Chaudhary , Ansgar Fehnker , Jaco van de Pol , Marielle Stoelinga

Bitcoin is currently subject to a significant pay-for-speed trade-off. This is caused by lengthy and highly variable transaction confirmation times, especially during times of congestion. Users can reduce their transaction confirmation…

Probability · Mathematics 2024-02-28 Rowel Gündlach , Ivo V. Stoepker , Stella Kapodistria , Jacques A. C. Resing

We study the incentives behind double-spend attacks on Nakamoto-style Proof-of-Work cryptocurrencies. In these systems, miners are allowed to choose which transactions to reference with their block, and a common strategy for selecting…

Computer Science and Game Theory · Computer Science 2023-12-14 Yanni Georghiades , Rajesh Mishra , Karl Kreder , Sriram Vishwanath

With the recent prevalence of darkweb/deepweb (D2web) sites specializing in the trade of exploit kits and malware, malicious actors have easy-access to a wide-range of tools that can empower their offensive capability. In this study, we…

Cryptography and Security · Computer Science 2018-11-01 Mohammed Almukaynizi , Vivin Paliath , Malay Shah , Malav Shah , Paulo Shakarian

The aim of this paper is to analyse the Bitcoin in order to shed some light on its nature and behaviour. We select 9 cryptocurrencies that account for almost 75\% of total market capitalisation and compare their evolution with that of a…

Statistical Finance · Quantitative Finance 2023-09-08 Esther Cabezas-Rivas , Felipe Sánchez-Coll , Isaac Tormo-Xaixo

The fundamental building blocks of the Bitcoin lightning network are bidirectional payment channels. We describe an extension of payment channels in the Proofgold network which allow the two parties to bet on whether a proposition will be…

Logic in Computer Science · Computer Science 2025-09-11 Chad E. Brown , Cezary Kaliszyk , Josef Urban

Cryptocurrencies are highly volatile financial instruments with more and more new retail investors joining the scene with each passing day. Bitcoin has always proved to determine in which way the rest of the cryptocurrency market is headed…

Statistical Finance · Quantitative Finance 2024-11-22 Rahul Arulkumaran , Suyash Kumar , Shikha Tomar , Manideep Gongalla , Harshitha

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

The security of Bitcoin protocols is deeply dependent on the incentives provided to miners, which come from a combination of block rewards and transaction fees. As Bitcoin experiences more halving events, the protocol reward converges to…

Cryptography and Security · Computer Science 2025-09-12 Roozbeh Sarenche , Alireza Aghabagherloo , Svetla Nikova , Bart Preneel

We examine a protocol $\pi_{\text{beacon}}$ that outputs unpredictable and publicly verifiable randomness, meaning that the output is unknown at the time that $\pi_{\text{beacon}}$ starts, yet everyone can verify that the output is close to…

Cryptography and Security · Computer Science 2016-05-24 Iddo Bentov , Ariel Gabizon , David Zuckerman

Security analysis of blockchain technology is an active domain of research. There has been both cryptographic and game-theoretic security analysis of Proof-of-Work (PoW) blockchains. Prominent work includes the cryptographic security…

Cryptography and Security · Computer Science 2024-09-01 Varul Srivastava , Sujit Gujar

We analyze Bitcoin mining from the perspective of a game and propose an optimal mining model that maximizes profits of pools and miners. The model is a two-stage Stackelberg game in which each stage forms a sub-game. In stage I, pools are…

Computer Science and Game Theory · Computer Science 2021-07-22 David Lajeunesse , Hugo D. Scolnik

Proof-of-Work mining is intended to provide blockchains with robustness against double-spend attacks. However, an economic analysis that follows from Budish (2018), which considers free entry conditions together with the ability to rent…

Cryptography and Security · Computer Science 2020-02-26 Daniel J. Moroz , Daniel J. Aronoff , Neha Narula , David C. Parkes

We develop a strong diagnostic for bubbles and crashes in bitcoin, by analyzing the coincidence (and its absence) of fundamental and technical indicators. Using a generalized Metcalfe's law based on network properties, a fundamental value…

Econometrics · Economics 2018-03-16 Spencer Wheatley , Didier Sornette , Tobias Huber , Max Reppen , Robert N. Gantner

The wide success of Bitcoin has led to a huge surge of alternative cryptocurrencies (altcoins). Most altcoins essentially fork Bitcoin's code with minor modifications, such as the number of coins to be minted, the block size, and the block…

Cryptography and Security · Computer Science 2023-02-10 Sebastien Andreina , Lorenzo Alluminio , Giorgia Azzurra Marson , Ghassan Karame

In this work, we propose to apply a new model fusion and learning paradigm, known as Combinatorial Fusion Analysis (CFA), to the field of Bitcoin price prediction. Price prediction of financial product has always been a big topic in…

Statistical Finance · Quantitative Finance 2026-03-10 Yuanhong Wu , Wei Ye , Jingyan Xu , D. Frank Hsu

Blockchain systems are designed to produce blocks at a constant average rate. The most popular systems currently employ a Proof of Work (PoW) algorithm as a means of creating these blocks. Bitcoin produces, on average, one block every 10…

Cryptography and Security · Computer Science 2019-08-15 George Bissias , Brian Neil Levine