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To maintain blockchain-based services with ensuring its security, it is an important issue how to decide a mining reward so that the number of miners participating in the mining increases. We propose a dynamical model of decision-making for…

Computer Science and Game Theory · Computer Science 2022-04-13 Kosuke Toda , Naomi Kuze , Toshimitsu Ushio

The world economy is experiencing the novel adoption of distributed currencies that are free from the control of central banks. Distributed currencies suffer from extreme volatility, and this can lead to catastrophic implications during…

Cryptography and Security · Computer Science 2022-06-22 Jacques Bou Abdo , Shuvalaxmi Dass , Basheer Qolomany , Liaquat Hossain

A model is proposed for Bitcoin prices that takes into account market attention. Market attention, modeled by a mean-reverting Cox-Ingersoll-Ross processes, affects the volatility of Bitcoin returns, with some delay. The model is affine and…

Pricing of Securities · Quantitative Finance 2024-01-17 Alvaro Guinea Julia , Alet Roux

Since the invention of Bitcoin one decade ago, numerous cryptocurrencies have sprung into existence. Among these, proof-of-work is the most common mechanism for achieving consensus, whilst a number of coins have adopted "ASIC-resistance" as…

Computers and Society · Computer Science 2019-07-05 Dimitris Karakostas , Aggelos Kiayias , Christos Nasikas , Dionysis Zindros

Cryptocurrencies and blockchain networks have attracted tremendous attention from their volatile price movements and the promise of decentralization. However, most projects run on business narratives with no way to test and verify their…

Multiagent Systems · Computer Science 2019-07-02 Zixuan Zhang

Eyal and Sirer's selfish mining strategy has demonstrated that Bitcoin system is not secure even if 50% of total mining power is held by altruistic miners. Since then, researchers have been investigating either to improve the efficiency of…

Multiagent Systems · Computer Science 2018-02-08 Tin Leelavimolsilp , Long Tran-Thanh , Sebastian Stein

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

Cryptocurrencies are a digital medium of exchange with decentralized control that renders the community operating the cryptocurrency its sovereign. Leading cryptocurrencies use proof-of-work or proof-of-stake to reach consensus, thus are…

General Finance · Quantitative Finance 2020-07-07 Gal Shahaf , Ehud Shapiro , Nimrod Talmon

We consider a prediction market in which all aspects are controlled by market forces, in particular the correct outcomes of events are decided by the market itself rather than by trusted arbiters. This kind of a decentralized prediction…

Cryptography and Security · Computer Science 2017-03-09 Iddo Bentov , Alex Mizrahi , Meni Rosenfeld

Selfish miners selectively withhold blocks to earn disproportionately high revenue. The vast majority of the selfish mining literature focuses exclusively on block rewards. Carlsten et al. [2016] is a notable exception, observing that…

Computer Science and Game Theory · Computer Science 2025-08-11 Maryam Bahrani , Michael Neuder , S. Matthew Weinberg

In the Bitcoin system, miners are incentivized to join the system and validate transactions through fees paid by the users. A simple "pay your bid" auction has been employed to determine the transaction fees. Recently, Lavi, Sattath and…

Computer Science and Game Theory · Computer Science 2018-11-13 Andrew Chi-Chih Yao

This research paper provides a comprehensive analysis of Bitcoin, delving into its evolution, adoption, and potential future implications. As the pioneering cryptocurrency, Bitcoin has sparked significant interest and debate in recent…

Cryptography and Security · Computer Science 2023-04-07 Neelesh Mungoli

Mining pools, the main components of the Bitcoin network, dominate the computing resources and play essential roles in network security and performance aspects. Although many existing measurements of the Bitcoin network are available,…

Cryptography and Security · Computer Science 2019-02-22 Canhui Wang , Xiaowen Chu , Qin Yang

Mechanisms for decentralized finance on blockchains suffer from various problems, including suboptimal price execution for users, latency, and a worse user experience compared to their centralized counterparts. Recently, off-chain…

Computer Science and Game Theory · Computer Science 2024-03-07 Tarun Chitra , Kshitij Kulkarni , Mallesh Pai , Theo Diamandis

We study the strategic implications that arise from adding one extra option to the miners participating in the bitcoin protocol. We propose that when adding a block, miners also have the ability to pay forward an amount to be collected by…

Computer Science and Game Theory · Computer Science 2019-05-21 Elias Koutsoupias , Philip Lazos , Paolo Serafino , Foluso Ogunlana

Most current assessments use ex post proxies that miss uncertainty and fail to consistently capture the rapid change in bitcoin mining. We introduce a unified, ex ante statistical model that derives expected return, downside risk, and…

Computational Engineering, Finance, and Science · Computer Science 2025-12-24 Yuting Cai , Ruthav Sadali , Korok Ray , Chao Tian

The mining process in blockchain requires solving a proof-of-work puzzle, which is resource expensive to implement in mobile devices due to the high computing power and energy needed. In this paper, we, for the first time, consider edge…

Cryptography and Security · Computer Science 2018-11-20 Zehui Xiong , Shaohan Feng , Wenbo Wang , Dusit Niyato , Ping Wang , Zhu Han

We study the computation contests where players compete for searching a solution to a given problem with a winner-take-all reward. The search processes are independent across the players and the search speeds of players are proportional to…

Computer Science and Game Theory · Computer Science 2019-02-26 Yulong Zeng , Song Zuo

In this paper, we represent the problem of selecting miners within a blockchain-based system as a subset selection problem. We formulate the problem of minimising blockchain energy consumption as an optimisation problem with two conflicting…

Neural and Evolutionary Computing · Computer Science 2021-06-23 Akram Alofi , Mahmoud A. Bokhari , Robert Hendley , Rami Bahsoon

Blockchain systems run consensus rules as code to agree on the state of the distributed ledger and secure the network. Changing these rules can be risky and challenging. In addition, it can often be controversial and take much effort to…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-15 Jakob Svennevik Notland , Mariusz Nowostawski , Jingyue Li
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