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A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…

Risk Management · Quantitative Finance 2018-05-15 Cuneyt Akcora , Matthew Dixon , Yulia Gel , Murat Kantarcioglu

This paper contextualises the common queries of "why is crypto crashing?" and "why is crypto down?", the research transcends beyond the frequent market fluctuations to unravel how cryptocurrencies fundamentally work and the step-by-step…

Computers and Society · Computer Science 2023-09-25 Petar Radanliev

This study provides a practical introduction to high-frequency trading in blockchain-based currency markets. These types of markets have some specific characteristics that differentiate them from the stock markets, such as a large number of…

General Economics · Economics 2023-04-19 Vittorio Astarita

Since its inception, the blockchain technology has shown promising application prospects. From the initial cryptocurrency to the current smart contract, blockchain has been applied to many fields. Although there are some studies on the…

Cryptography and Security · Computer Science 2020-11-05 Xiaoqi Li , Peng Jiang , Ting Chen , Xiapu Luo , Qiaoyan Wen

Two of the most important technological advancements currently underway are the advent of quantum technologies, and the transitioning of global financial systems towards cryptographic assets, notably blockchain-based cryptocurrencies and…

Pricing of Securities · Quantitative Finance 2021-02-02 Peter P. Rohde , Vijay Mohan , Sinclair Davidson , Chris Berg , Darcy Allen , Gavin K. Brennen , Jason Potts

Utilizing graph analytics and learning has proven to be an effective method for exploring aspects of crypto economics such as network effects, decentralization, tokenomics, and fraud detection. However, the majority of existing research…

Computational Engineering, Finance, and Science · Computer Science 2024-03-12 Bingqiao Luo

As the indispensable trading platforms of the ecosystem, hundreds of cryptocurrency exchanges are emerging to facilitate the trading of digital assets. While, it also attracts the attentions of attackers. A number of scam attacks were…

Cryptography and Security · Computer Science 2020-03-17 Pengcheng Xia , Bowen Zhang , Ru Ji , Bingyu Gao , Lei Wu , Xiapu Luo , Haoyu Wang , Guoai Xu

Cryptocurrency is a novel exploration of a form of currency that proposes a decentralized electronic payment scheme based on blockchain technology and cryptographic theory. While cryptocurrency has the security characteristics of being…

Cryptography and Security · Computer Science 2025-03-31 Zekai Liu , Xiaoqi Li

This paper provides an overview of how crypto currency and blockchain engineering interacts with the law enforcement. We point out that a large proportion of crypto users are amateur investors and the dominant and the largest segment in…

Cryptography and Security · Computer Science 2021-09-03 Nicolas T. Courtois , Kacper T. Gradon , Klaus Schmeh

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

Blockchains and cryptocurrencies disrupted the conversion of energy into a medium of exchange. Numerous applications for blockchains and cryptocurrencies are now envisioned for purposes ranging from inventory control to banking…

Cryptography and Security · Computer Science 2021-01-05 Felipe Ribas Coutinho , Victor Pires , Claudio Miceli , Daniel Sadoc Menasche

Blockchain technology transformed the digital sphere by providing a transparent, secure, and decentralized platform for data security across a range of industries, including cryptocurrencies and supply chain management. Blockchain's…

Cryptography and Security · Computer Science 2023-06-22 Bilash Saha , Md Mehedi Hasan , Nafisa Anjum , Sharaban Tahora , Aiasha Siddika , Hossain Shahriar

This paper examines the dynamics of the cryptocurrency market and proposes a novel blockchain-based protocol for real estate transactions. Our analysis includes a detailed review of price trends, volatility, and correlations within the…

We introduce a model for a market based economic system of cyber-risk valuation to correct fundamental problems of incentives within the information technology and information processing industries. We assess the makeup of the current day…

Cryptography and Security · Computer Science 2016-05-02 Timothy J. O'Shea , Adam Mondl , T. Charles. Clancy

Blockchain technology has evolved through many changes and modifications, such as smart-contracts since its inception in 2008. The popularity of a blockchain system is due to the fact that it offers a significant security advantage over…

Payment channel networks are supposed to overcome technical scalability limitations of blockchain infrastructure by employing a special overlay network with fast payment confirmation and only sporadic settlement of netted transactions on…

Computational Engineering, Finance, and Science · Computer Science 2017-11-08 Felix Engelmann , Florian Glaser , Henning Kopp , Frank Kargl , Christof Weinhardt

With the more and more extensive application of blockchain, blockchain security has been widely concerned by the society and deeply studied by scholars. Moreover, the security of blockchain data directly affects the security of various…

Cryptography and Security · Computer Science 2020-07-22 Liehuang Zhu , Baokun Zheng , Meng Shen , Shui Yu , Feng Gao , Hongyu Li , Kexin Shi , Keke Gai

Cryptocurrencies such as Bitcoin and Ethereum have recently gained a lot of popularity, not only as a digital form of currency but also as an investment vehicle. Online marketplaces and exchanges allow users across the world to convert…

Discrete Mathematics · Computer Science 2018-07-17 Francesco Bortolussi , Zeger Hoogeboom , Frank W. Takes

Cryptocurrencies have garnered much attention in recent years, both from the academic community and industry. One interesting aspect of cryptocurrencies is their explicit consideration of incentives at the protocol level. Understanding how…

Cryptography and Security · Computer Science 2020-02-24 Sarah Azouvi , Alexander Hicks

Inspired by Bitcoin, many different kinds of cryptocurrencies based on blockchain technology have turned up on the market. Due to the special structure of the blockchain, it has been deemed impossible to directly trade between traditional…

Cryptography and Security · Computer Science 2020-05-08 Hangyu Tian , Kaiping Xue , Shaohua Li , Jie Xu , Jianqing Liu , Jun Zhao
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