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Related papers: Relevant Stylized Facts About Bitcoin: Fluctuation…

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Bitcoins and Blockchain technologies are attracting the attention of different scientific communities. In addition, their widespread industrial applications and the continuous introduction of cryptocurrencies are also stimulating the…

Physics and Society · Physics 2018-07-24 Marco Alberto Javarone , Craig Steven Wright

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

The famous new money Bitcoin is classified as a technical informational money (TIM). Besides introducing the idea of a TIM, a more extreme notion of informational money will be developed: exclusively informational money (EXIM). The…

Computers and Society · Computer Science 2013-12-31 Jan A. Bergstra , Karl de Leeuw

This paper examines the complex legal landscape surrounding digital assets, analysing how they are defined and regulated as property across various jurisdictions. As digital assets such as cryptocurrencies and non-fungible tokens (NFTs)…

Computers and Society · Computer Science 2024-06-25 Luke Lee

Bitcoin's price has been described as following a power law (PL) in time, $P \sim t^{\beta}$ with $\hat\beta \approx 5.7$ over 2010-2026. We test this claim using the Clauset-Shalizi-Newman protocol applied to Bitcoin's tail-relevant…

Applications · Statistics 2026-05-21 Carlos Baquero , Raquel Menezes

Cross-correlations in fluctuations of the daily exchange rates within the basket of the 100 highest-capitalization cryptocurrencies over the period October 1, 2015, through March 31, 2019, are studied. The corresponding dynamics…

Statistical Finance · Quantitative Finance 2020-02-12 Stanisław Drożdż , Ludovico Minati , Paweł Oświęcimka , Marek Stanuszek , Marcin Wątorek

Bitcoin being a safe haven asset is one of the traditional stories in the cryptocurrency community. However, during its existence and relevant presence, i.e. approximately since 2013, there has been no severe situation on the financial…

Statistical Finance · Quantitative Finance 2020-08-04 Ladislav Kristoufek

Bitcoin has become the leading cryptocurrency system, but the limit on its transaction processing capacity has resulted in increased transaction fees and delayed transaction confirmation. As such, it is pertinent to understand and probably…

Cryptography and Security · Computer Science 2021-06-21 Befekadu G. Gebraselase , Bjarne E. Helvik , Yuming Jiang

Cryptocurrencies offer an alternative to traditional methods of electronic value exchange, promising anonymous, cash-like electronic transfers, but in practice they fall short for several key reasons. We consider the false choice between…

Computers and Society · Computer Science 2019-06-05 Geoff Goodell , Tomaso Aste

Blockchain technology has changed how people think about how they used to store and trade their assets, as it introduced us to a whole new way to transact: using digital currencies. One of the major innovations of blockchain technology is…

Computers and Society · Computer Science 2022-12-02 Trang Tran

Bitcoin is a electronic payment system where payment transactions are verified and stored in a data structure called the blockchain. Bitcoin miners work individually to solve a computationally intensive problem, and with each solution a…

Cryptography and Security · Computer Science 2018-01-24 R. Bowden , H. P. Keeler , A. E. Krzesinski , P. G. Taylor

In this paper we give an elementary analysis of economics of Bitcoin that combines the transaction demand by the consumers and the supply of hashrate by miners. We argue that the decreasing block reward will have no significant effect on…

General Economics · Economics 2022-11-15 Misha Perepelitsa

We give an explicit definition of decentralization and show you that decentralization is almost impossible for the current stage and Bitcoin is the first truly noncentralized currency in the currency history. We propose a new framework of…

Computational Engineering, Finance, and Science · Computer Science 2016-09-12 Xiaochao Qian

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

Crypto-coins (also known as cryptocurrencies) are tradable digital assets. Notable examples include Bitcoin, Ether and Litecoin. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption…

Statistical Finance · Quantitative Finance 2022-12-05 Pasquale De Rosa , Valerio Schiavoni

Prices in financial markets exhibit extreme jumps far more often than can be accounted for by external news. Further, magnitudes of price changes are correlated over long times. These so called stylized facts are quantified by scaling laws…

Trading and Market Microstructure · Quantitative Finance 2016-05-04 Felix Patzelt , Klaus Pawelzik

The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces…

Social and Information Networks · Computer Science 2016-05-13 David Garcia , Frank Schweitzer

Bitcoin is a peer-to-peer electronic payment system that has rapidly grown in popularity in recent years. Usually, the complete history of Bitcoin blockchain data must be queried to acquire variables with economic meaning. This task has…

General Economics · Economics 2025-08-11 Yulin Liu , Luyao Zhang , Yinhong Zhao

We propose a bitcoin generalization as a solution to the problem of scalability. The block is redefined as a sequence of sub-blocks of increasing sizes that coexist as different levels of compromise between decentralization and transactions…

Cryptography and Security · Computer Science 2018-05-15 Santi J. Vives

Cryptocurrencies have evolved into an important asset class, providing a variety of benefits. However, they also present significant risks, such as market volatility and the potential for misuse in illegal activities. These risks underline…

Computers and Society · Computer Science 2024-07-02 Xihan Xiong , Junliang Luo