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In this study, we propose PRETRUST, a new framework to address the problem of the efficiency of payment process based on blockchain systems. PRETRUST is based on the thoughts of consortium chains, supporting fast payments. To make parties…

Cryptography and Security · Computer Science 2022-11-15 Huapeng Li , Baocheng Wang

Blockchain has many benefits including decentralization, availability, persistency, consistency, anonymity, auditability and accountability, and it also covers a wide spectrum of applications ranging from cryptocurrency, financial services,…

Computational Engineering, Finance, and Science · Computer Science 2018-10-02 Quan-Lin Li , Jing-Yu Ma , Yan-Xia Chang

The functioning of the cryptocurrency Bitcoin relies on the open availability of the entire history of its transactions. This makes it a particularly interesting socio-economic system to analyse from the point of view of network science.…

In blockchain applications, transaction confirmation is often treated as usability friction to be minimized or removed. However, confirmation also marks the boundary between deliberation and irreversible commitment, suggesting it may play a…

Human-Computer Interaction · Computer Science 2026-02-24 Eason Chen , Xinyi Tang , George Digkas , Dionysios Lougaris , John E. Naulty , Kostas Chalkias

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

A Confirmation Rule, within blockchain networks, refers to an algorithm implemented by network nodes that determines (either probabilistically or deterministically) the permanence of certain blocks on the blockchain. An example of…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-09-30 Aditya Asgaonkar , Francesco D'Amato , Roberto Saltini , Luca Zanolini , Chenyi Zhang

A key performance metric in blockchains is the latency between when a transaction is broadcast and when it is confirmed (the so-called, confirmation latency). While improvements in consensus techniques can lead to lower confirmation…

Networking and Internet Architecture · Computer Science 2020-06-26 Yifan Mao , Soubhik Deb , Shaileshh Bojja Venkatakrishnan , Sreeram Kannan , Kannan Srinivasan

As blockchains continue to seek to scale to a larger number of nodes, the communication complexity of protocols has become a significant priority as the network can quickly become overburdened. Several schemes have attempted to address…

Information Theory · Computer Science 2023-05-11 Ilan Tennenhouse , Netanel Raviv

The synchronization process inherent to the Bitcoin network gives rise to an infinite-server model with the unusual feature that customers interact. Among the closed-form characteristics that we derive for this model is the busy period…

Probability · Mathematics 2017-03-27 Maria Frolkova , Michel Mandjes

While showing great promise, Bitcoin requires users to wait tens of minutes for transactions to commit, and even then, offering only probabilistic guarantees. This paper introduces ByzCoin, a novel Byzantine consensus protocol that…

Cryptography and Security · Computer Science 2016-08-02 Eleftherios Kokoris-Kogias , Philipp Jovanovic , Nicolas Gailly , Ismail Khoffi , Linus Gasser , Bryan Ford

Bitcoin is a peer-to-peer cryptographic currency system. Since its introduction in 2008, Bitcoin has gained noticeable popularity, mostly due to its following properties: (1) the transaction fees are very low, and (2) it is not controlled…

Cryptography and Security · Computer Science 2014-07-01 Marcin Andrychowicz , Stefan Dziembowski , Daniel Malinowski , Łukasz Mazurek

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-15 Daniël Reijsbergen , Tien Tuan Anh Dinh

A blockchain replaces central counterparties with time-consuming consensus protocols to record the transfer of ownership. This settlement latency slows cross-exchange trading, exposing arbitrageurs to price risk. Off-chain settlement,…

Trading and Market Microstructure · Quantitative Finance 2023-10-20 Nikolaus Hautsch , Christoph Scheuch , Stefan Voigt

In recent years, significant research efforts have focused on improving blockchain throughput and confirmation speeds without compromising security. While decreasing the time it takes for a transaction to be included in the blockchain…

Cryptography and Security · Computer Science 2026-04-29 Aikaterini-Panagiota Stouka , Conor McMenamin , Demetris Kyriacou , Lin Oshitani , Quentin Botha

We present and validate a novel mathematical model of the blockchain mining process and use it to conduct an economic evaluation of the double-spend attack, which is fundamental to all blockchain systems. Our analysis focuses on the value…

Cryptography and Security · Computer Science 2016-11-22 George Bissias , Brian Neil Levine , A. Pinar Ozisik , Gavin Andresen

We study the temporal evolution of the holding-time distribution of bitcoins and find that the average distribution of holding-time is a heavy-tailed power law extending from one day to over at least $200$ weeks with an exponent…

Trading and Market Microstructure · Quantitative Finance 2024-01-10 Didier Sornette , Yu Zhang

This paper develops a model to evaluate the viability of blockchain markets as the sole venue for price formation. Blockchains clear at discrete intervals called block time, and transactions are executed sequentially according to priority…

General Finance · Quantitative Finance 2026-05-19 Agostino Capponi , Álvaro Cartea , Fayçal Drissi

Off-Chain transactions allow for the immediate transfer of Cryptocurrency between two parties, without delays or unavoidable transaction fees. Such capabilities are critical for mainstream Cryptocurrency adaption. They allow for the…

Cryptography and Security · Computer Science 2014-08-14 Leonard Apeltsin

Throughput limitations of existing blockchain architectures are well documented and are one of the most significant hurdles for their wide-spread adoption. In our previous proof-of-concept work, we have shown that separating computation…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-13 Alexander Hentschel , Dieter Shirley , Layne Lafrance , Maor Zamski

Bitcoin, as one of the most popular cryptocurrency, is recently attracting much attention of investors. Bitcoin price prediction task is consequently a rising academic topic for providing valuable insights and suggestions. Existing bitcoin…

Statistical Finance · Quantitative Finance 2020-08-25 Xiao Li , Weili Wu