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Related papers: A Probabilistic Model of the Bitcoin Blockchain

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Private blockchain networks are used by enterprises to manage decentralized processes without trusted mediators and without exposing their assets publicly on an open network like Ethereum. Yet external parties that cannot join such networks…

Cryptography and Security · Computer Science 2021-01-26 Dushyant Behl , Palanivel Kodeswaran , Venkatraman Ramakrishna , Sayandeep Sen , Dhinakaran Vinayagamurthy

Blockchain technology has the characteristics of decentralization, traceability and tamper proof, which creates a reliable decentralized transaction mode, further accelerating the development of the blockchain platforms. However, with the…

Cryptography and Security · Computer Science 2021-12-08 Jiajun Zhou , Chenkai Hu , Shenbo Gong , Jiaying Xu , Jie Shen , Qi Xuan

We study financial transaction confirmation finality in Bitcoin as a function of transaction amount and user risk tolerance. A transaction is recorded in a block on a blockchain. However, a transaction may be revoked due to a fork in the…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-20 Ethan Hicks , Joseph Oglio , Mikhail Nesterenko , Gokarna Sharma

The problem of investing into a cryptocurrency market requires good understanding of the processes that regulate the price of the currency. In this paper we offer a view of a cryptocurrency market as an environment for realization of a…

Trading and Market Microstructure · Quantitative Finance 2022-10-18 Misha Perepelitsa

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

Cryptocurrencies gain trust in users by publicly disclosing the full creation and transaction history. In return, the transaction history faithfully records the whole spectrum of cryptocurrency user behaviors. This article analyzes and…

Cryptography and Security · Computer Science 2020-10-05 Xiao Fan Liu , Xin-Jian Jiang , Si-Hao Liu , Chi Kong Tse

Blockchain is an essentially distributed database recording all transactions or digital events among participating parties. Each transaction in the records is approved and verified by consensus of the participants in the system that…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-07-07 Jie You

Previous work presented a theoretical model based on the implicit Bitcoin specification for how an entity might issue a protocol native cryptocurrency that mimics features of fiat currencies. Protocol native means that it is built into the…

Cryptography and Security · Computer Science 2019-12-16 Peter Mell , Aurelien Delaitre , Frederic de Vaulx , Philippe Dessauw

Blockchain technology has emerged as one of the most transformative digital innovations of the 21st century. This paper presents a comprehensive review of blockchain's fundamental architecture, tracing its development from Bitcoin's initial…

Cryptography and Security · Computer Science 2025-05-14 Aditya Pratap Singh

We study the probabilistic distribution of the confirmation time of Bitcoin transactions, conditional on the current memory pool (i.e., the queue of transactions awaiting confirmation). The results of this paper are particularly interesting…

Performance · Computer Science 2018-10-22 David Koops

Since its advent in 2009, Bitcoin (BTC) has garnered increasing attention from both academia and industry. However, due to the massive transaction volume, no systematic study has quantitatively measured the asset decentralization degree…

Statistical Finance · Quantitative Finance 2024-11-22 Ling Cheng , Qian Shao , Fengzhu Zeng , Feida Zhu

One reason for the popularity of Bitcoin is due to its anonymity. Although several heuristics have been used to break the anonymity, new approaches are proposed to enhance its anonymity at the same time. One of them is the mixing service.…

Cryptography and Security · Computer Science 2021-03-03 Lei Wu , Yufeng Hu , Yajin Zhou , Haoyu Wang , Xiaopu Luo , Zhi Wang , Fan Zhang , Kui Ren

Over the past decade, the blockchain technology and its Bitcoin cryptocurrency have received considerable attention. Bitcoin has experienced significant price swings in daily and long-term valuations. In this paper, we propose a partial…

Pricing of Securities · Quantitative Finance 2020-08-26 Yufang Wang , Haiyan Wang

While many distributed consensus protocols provide robust liveness and consistency guarantees under the presence of malicious actors, quantitative estimates of how economic incentives affect security are few and far between. In this paper,…

Cryptography and Security · Computer Science 2020-06-18 Tarun Chitra , Monica Quaintance , Stuart Haber , Will Martino

With the popularity of blockchain technology, the financial security issues of blockchain transaction networks have become increasingly serious. Phishing scam detection methods will protect possible victims and build a healthier blockchain…

Machine Learning · Computer Science 2021-08-20 Dunjie Zhang , Jinyin Chen

There is growing interest in providing programmatic access to the value locked in Bitcoin, which famously offers limited programmability itself. Various approaches have been put forth in recent years, with the vast majority of proposed…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-06-30 Ryan Croote , Islam El-Ashi , Thomas Locher , Yvonne-Anne Pignolet

Private blockchain is driving the creation of business networks, resulting in the creation of new value or new business models to the enterprises participating in the network. Such business networks form when enterprises come together to…

Computer Science and Game Theory · Computer Science 2020-12-09 Segev Wasserkrug , Eitan Farchi

Blockchain (BC) systems are highly distributed peer-to-peer networks that offer an alternative to centralized services and promise robustness to coordinated attacks. However, the resilience and overall security of a BC system rests heavily…

Networking and Internet Architecture · Computer Science 2021-07-06 Aristodemos Paphitis , Nicolas Kourtellis , Michael Sirivianos

Exploring transactions within the Bitcoin blockchain entails examining the transfer of bitcoins among several hundred million entities. However, it is often impractical and resource-consuming to study such a vast number of entities.…

General Finance · Quantitative Finance 2024-03-04 Hugo Schnoering , Pierre Porthaux , Michalis Vazirgiannis

Blockchain, which is a technology for distributedly managing ledger information over multiple nodes without a centralized system, has elicited increasing attention. Performing experiments on actual blockchains are difficult because a large…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-03-20 Yusuke Aoki , Kai Otsuki , Takeshi Kaneko , Ryohei Banno , Kazuyuki Shudo