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Payment channel networks, such as Bitcoin's Lightning Network, promise to improve the scalability of blockchain systems by processing the majority of transactions off-chain. Due to the design, the positioning of nodes in the network…

Networking and Internet Architecture · Computer Science 2021-02-19 Kimberly Lange , Elias Rohrer , Florian Tschorsch

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

We study a game-theoretic model of blockchain mining economies and show that griefing, a practice according to which participants harm other participants at some lesser cost to themselves, is a prevalent threat at its Nash equilibria. The…

Computer Science and Game Theory · Computer Science 2021-06-24 Yun Kuen Cheung , Stefanos Leonardos , Georgios Piliouras , Shyam Sridhar

Bitcoin-NG is among the first blockchain protocols to approach the \emph{near-optimal} throughput by decoupling blockchain operation into two planes: leader election and transaction serialization. Its decoupling idea has inspired a new…

Cryptography and Security · Computer Science 2020-10-06 Jianyu Niu , Ziyu Wang , Fangyu Gai , Chen Feng

We present a strategy for a single quantum miner with relatively low hashing power, with the same ramifications as a 51% attack. Bitcoin nodes consider the chain with the highest cumulative proof-of-work to be the valid chain. A quantum…

Quantum Physics · Physics 2024-10-01 Bolton Bailey , Or Sattath

In this paper we describe the various scoring systems used to calculate rewards of participants in Bitcoin pooled mining, explain the problems each were designed to solve and analyze their respective advantages and disadvantages.

Distributed, Parallel, and Cluster Computing · Computer Science 2011-12-22 Meni Rosenfeld

Bitcoin is a "crypto currency", a decentralized electronic payment scheme based on cryptography which has recently gained excessive popularity. Scientific research on bitcoin is less abundant. A paper at Financial Cryptography 2012…

Cryptography and Security · Computer Science 2014-04-11 Nicolas T. Courtois , Marek Grajek , Rahul Naik

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

The idea of security sharing goes back to Nakamoto's introduction of merge mining, a technique that enables Bitcoin miners to reuse their hash power to bootstrap and secure other Proof-of-Work (PoW) blockchains. However, with the rise of…

Cryptography and Security · Computer Science 2026-05-20 Xinshu Dong , Orfeas Stefanos Thyfronitis Litos , Ertem Nusret Tas , David Tse , Robin Linus Woll , Lei Yang , Mingchao Yu

In Bitcoin and Ethereum, nodes require large storage capacity to maintain all the blockchain data, such as transactions, UTXOs, and account states. As of May 2020, the storage size of the Bitcoin blockchain has expanded to 270 GB, and it…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-17 Ryunosuke Nagayama , Ryohei Banno , Kazuyuki Shudo

The main goal of this article is to present a direct approach for the formula giving the long-term apparent hashrates of Selfish Mining strategies using only elementary probabilities and combinatorics, more precisely, Dyck words. We can…

Cryptography and Security · Computer Science 2019-04-17 Cyril Grunspan , Ricardo Pérez-Marco

Index tracking is a popular form of asset management. Typically, a quadratic function is used to define the tracking error of a portfolio and the look back approach is applied to solve the index tracking problem. We argue that a forward…

Portfolio Management · Quantitative Finance 2021-07-27 Spiridon Penev , Pavel Shevchenko , Wei Wu

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

Bitcoin is one of the cryptocurrencies that is gaining more popularity in recent years. Previous studies have shown that closing price alone is not enough to forecast stock market series. We introduce a new set of time series and…

Machine Learning · Computer Science 2025-04-28 Stefano Sossi-Rojas , Gissel Velarde , Damian Zieba

Ethereum prospered the inception of a plethora of smart contract applications, ranging from gambling games to decentralized finance. However, Ethereum is also considered a highly adversarial environment, where vulnerable smart contracts…

Cryptography and Security · Computer Science 2021-06-04 Christof Ferreira Torres , Ramiro Camino , Radu State

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

Proof-of-work blockchains reward each miner for one completed block by an amount that is, in expectation, proportional to the number of hashes the miner contributed to the mining of the block. Is this proportional allocation rule optimal?…

Computer Science and Game Theory · Computer Science 2019-09-25 Xi Chen , Christos Papadimitriou , Tim Roughgarden

The consensus protocol named proof of work (PoW) is widely applied by cryptocurrencies like Bitcoin. Although security of a PoW cryptocurrency is always the top priority, it is threatened by mining attacks like selfish mining. Researchers…

Cryptography and Security · Computer Science 2019-07-09 Hanqing Liu , Na Ruan , Joseph K. Liu

Transaction fees represent a major incentive in many blockchain systems as a way to incentivize processing transactions. Unfortunately, they also introduce an enormous amount of incentive asymmetry compared to alternatives like fixed block…

Computer Science and Game Theory · Computer Science 2023-02-15 Michael Tang , Alex Zhang

The arisen of Bitcoin has led to much enthusiasm for blockchain research and block mining, and the extensive existence of mining pools helps its participants (i.e., miners) gain reward more frequently. Recently, the mining pools are proved…

Computer Science and Game Theory · Computer Science 2020-08-18 Zhihuai Chen , Bo Li , Xiaohan Shan , Xiaoming Sun , Jialin Zhang