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The Lightning Network promises to alleviate Bitcoin's known scalability problems. The operation of such second layer approaches relies on the ability of participants to turn to the blockchain to claim funds at any time, which is assumed to…

Cryptography and Security · Computer Science 2020-08-28 Jona Harris , Aviv Zohar

Weak pseudorandom functions (wPRFs) found an important application as main building blocks for leakage-resilient ciphers (EUROCRYPT'09). Several security bounds, based on different techniques, were given to these stream ciphers. The…

Cryptography and Security · Computer Science 2015-05-27 Maciej Skorski

Abrupt changes in the miner hash rate applied to a proof-of-work (PoW) blockchain can adversely affect user experience and security. Because different PoW blockchains often share hashing algorithms, miners face a complex choice in deciding…

Cryptography and Security · Computer Science 2018-06-20 George Bissias , Brian N. Levine , David Thibodeau

Bitcoin is the first digital decentralized cryptocurrency that has shown a significant increase in market capitalization in recent years. The objective of this paper is to determine the predictable price direction of Bitcoin in USD by…

Statistical Finance · Quantitative Finance 2020-06-26 S M Raju , Ali Mohammad Tarif

This study evaluates the performance of 41 machine learning models, including 21 classifiers and 20 regressors, in predicting Bitcoin prices for algorithmic trading. By examining these models under various market conditions, we highlight…

Trading and Market Microstructure · Quantitative Finance 2024-07-29 Abdul Jabbar , Syed Qaisar Jalil

The study of the trapdoors that can be hidden in a block cipher is and has always been a high-interest topic in symmetric cryptography. In this paper we focus on Feistel-network-like ciphers in a classical long-key scenario and we…

Group Theory · Mathematics 2022-05-25 Riccardo Aragona , Marco Calderini , Roberto Civino

We formulate the design of a threshold signature scheme as made possible on cryptocurrency protocols like Bitcoin. The funds are secured by an m-of-n threshold signature, where at least m signatures are needed to unlock the funds. A user…

Cryptography and Security · Computer Science 2025-10-01 Korok Ray , Sindura Saraswathi

In this note, we describe a probabilistic attack on public key cryptosystems based on the word/conjugacy problems for finitely presented groups of the type proposed recently by Anshel, Anshel and Goldfeld. In such a scheme, one makes use of…

Cryptography and Security · Computer Science 2007-05-23 James Hughes , Allen Tannenbaum

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…

Statistical Finance · Quantitative Finance 2020-10-30 Faizaan Pervaiz , Christopher Goh , Ashley Pennington , Samuel Holt , James West , Shaun Ng

Let $V(k)$ denote the waiting time, the number of trials needed to get a consecutive $k$ ones. We propose recurrence algorithms for the probability distribution function (pdf) and the probability generating function (pgf) of $V(k)$ in…

Probability · Mathematics 2022-10-18 Jungtaek Oh , Chongjin Park , Sungsu Kim

Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal…

Physics and Society · Physics 2019-04-09 Laura Alessandretti , Abeer ElBahrawy , Luca Maria Aiello , Andrea Baronchelli

The temporal aspect of blockchain transactions enables us to study the address's behavior and detect if it is involved in any illicit activity. However, due to the concept of change addresses (used to thwart replay attacks), temporal…

Cryptography and Security · Computer Science 2021-12-23 Deepesh Chaudhari , Rachit Agarwal , Sandeep Kumar Shukla

In this paper we propose a double-linked blockchain data structure that greatly improves blockchain performance and guarantees single chain with no forks. Additionally, with the proposed proof-of-refundable-tax (PoRT) consensus algorithm,…

Cryptography and Security · Computer Science 2024-09-04 Zheng-Xun Jiang , Ren-Song Tsay

Cryptocurrency off-chain networks such as Lightning (e.g., Bitcoin) or Raiden (e.g., Ethereum) aim to increase the scalability of traditional on-chain transactions. To support nodes in learning about possible paths to route their…

Cryptography and Security · Computer Science 2020-03-03 Utz Nisslmueller , Klaus-Tycho Foerster , Stefan Schmid , Christian Decker

Backdoors on federated learning will be diluted by subsequent benign updates. This is reflected in the significant reduction of attack success rate as iterations increase, ultimately failing. We use a new metric to quantify the degree of…

Cryptography and Security · Computer Science 2024-04-30 Tao Liu , Yuhang Zhang , Zhu Feng , Zhiqin Yang , Chen Xu , Dapeng Man , Wu Yang

Since Bitcoin's inception in 2008, it has became attractive investments for both trading and mining. To mine Bitcoins, a miner has to invest in computing power and pay for electricity to solve cryptographic puzzles for rewards, if it…

Cryptography and Security · Computer Science 2020-02-18 Ehsan Meamari , Chien-Chung Shen

This paper proposes a method of emulation of \verb|OP_RAND| opcode on Bitcoin through a trustless interactive game between transaction counterparties. The game result is probabilistic and doesn't allow any party to cheat, increasing their…

Cryptography and Security · Computer Science 2025-02-14 Oleksandr Kurbatov

In this work we first examine the hardness of solving various search problems by hybrid quantum-classical strategies, namely, by algorithms that have both quantum and classical capabilities. We then construct a hybrid quantum-classical…

Quantum Physics · Physics 2023-11-08 Alexandru Cojocaru , Juan Garay , Fang Song

In this paper, we analyze the finality of the Filecoin network, focusing on dynamic probabilistic guarantees of tipset permanence in the canonical chain. Our approach differs from static analyses that consider only the worst-case scenario;…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-28 Guy Goren , Jorge M. Soares

This paper investigates the stochastic behavior of an n-node blockchain which is continuously monitored and faces non-stop cyber attacks from multiple hackers. The blockchain will start being re-set once hacking is detected, forfeiting…

Applications · Statistics 2024-05-08 Xiufeng Xu , Liang Hong