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This paper conducts an extensive analysis of Bitcoin return series, with a primary focus on three volatility metrics: historical volatility (calculated as the sample standard deviation), forecasted volatility (derived from GARCH-type…

Trading and Market Microstructure · Quantitative Finance 2024-01-05 Cristina Chinazzo , Vahidin Jeleskovic

The cryptographic task of secure multi-party (classical) computation has received a lot of attention in the last decades. Even in the extreme case where a computation is performed between $k$ mutually distrustful players, and security is…

Quantum Physics · Physics 2020-06-17 Yfke Dulek , Alex B. Grilo , Stacey Jeffery , Christian Majenz , Christian Schaffner

We discuss the security implications of noise for quantum coin tossing protocols. We find that if quantum error correction can be used, so that noise levels can be made arbitrarily small, then reasonable security conditions for coin tossing…

Quantum Physics · Physics 2009-11-10 Jonathan Barrett , Serge Massar

Lower bounds and impossibility results in distributed computing are both intellectually challenging and practically important. Hundreds if not thousands of proofs appear in the literature, but surprisingly, the vast majority of them apply…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-13 Guy Goren , Yoram Moses , Alexander Spiegelman

Byzantine Fault Tolerant (BFT) consensus forms the foundation of many modern blockchains striving for both high throughput and low latency. A growing bottleneck is transaction execution and validation on the critical path of consensus,…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-25 Ignacio Amores-Sesar , Mirza Ahad Baig , Seth Gilbert , Ray Neiheiser , Michelle X. Yeo

In this paper we provide a proof of unconditional security for a semi-quantum key distribution protocol introduced in a previous work. This particular protocol demonstrated the possibility of using $X$ basis states to contribute to the raw…

Quantum Physics · Physics 2015-10-27 Walter O. Krawec

An important aspect of the propagation delay in blockchain networks is the block verification time, which is also responsible for the so-called verifier's dilemma. Models for the block verification time can help to understand and improve…

Cryptography and Security · Computer Science 2022-07-18 Fabian Stiehle , Erik Daniel , Florian Tschorsch

While unconditionally secure bit commitment (BC) is considered impossible within the quantum framework, it can be obtained under relativistic or experimental constraints. Here we study whether such BC can lead to secure quantum oblivious…

Quantum Physics · Physics 2015-04-06 Guang Ping He

We focus on the problem of botnet orchestration and discuss how attackers can leverage decentralised technologies to dynamically control botnets with the goal of having botnets that are resilient against hostile takeovers. We cover critical…

Cryptography and Security · Computer Science 2020-05-05 Dimitri Kamenski , Arash Shaghaghi , Matthew Warren , Salil S. Kanhere

We present a quantum protocol for the task of weak coin flipping. We find that, for one choice of parameters in the protocol, the maximum probability of a dishonest party winning the coin flip if the other party is honest is 1/sqrt(2). We…

Quantum Physics · Physics 2009-11-07 R. W. Spekkens , Terry Rudolph

The paper presents Tendermint, a new protocol for ordering events in a distributed network under adversarial conditions. More commonly known as Byzantine Fault Tolerant (BFT) consensus or atomic broadcast, the problem has attracted…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-11-25 Ethan Buchman , Jae Kwon , Zarko Milosevic

Bitcoin and other cryptocurrencies have surged in popularity over the last decade. Although Bitcoin does not claim to provide anonymity for its users, it enjoys a public perception of being a `privacy-preserving' financial system. In…

Cryptography and Security · Computer Science 2017-01-18 Shaileshh Bojja Venkatakrishnan , Giulia Fanti , Pramod Viswanath

We study decentralized cryptocurrency protocols in which the participants do not deplete physical scarce resources. Such protocols commonly rely on Proof of Stake, i.e., on mechanisms that extend voting power to the stakeholders of the…

Cryptography and Security · Computer Science 2017-01-12 Iddo Bentov , Ariel Gabizon , Alex Mizrahi

Byzantine fault-tolerant (BFT) consensus algorithms are at the core of providing safety and liveness guarantees for distributed systems that must operate in the presence of arbitrary failures. Recently, numerous new BFT algorithms have been…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-12-06 Gengrui Zhang , Fei Pan , Yunhao Mao , Sofia Tijanic , Michael Dang'ana , Shashank Motepalli , Shiquan Zhang , Hans-Arno Jacobsen

Despite broad use of BFT consensus in blockchains, censorship resistance is weak: leaders can exclude transactions, a growing concern for trading and DeFi. We address this by introducing a new abstraction and protocol stack. First, we…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-04 Zhuolun Xiang , Andrei Tonkikh , Alexander Spiegelman

Bitcoin is a representative decentralized currency system. For the security of Bitcoin, fairness in the distribution of mining rewards plays a crucial role in preventing the concentration of computational power in a few miners. Here,…

Cryptography and Security · Computer Science 2025-06-17 Akira Sakurai , Kazuyuki Shudo

Light clients, also known as Simple Payment Verification (SPV) clients, are nodes which only download a small portion of the data in a blockchain, and use indirect means to verify that a given chain is valid. Typically, instead of…

Cryptography and Security · Computer Science 2019-05-28 Mustafa Al-Bassam , Alberto Sonnino , Vitalik Buterin

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

Many blockchain systems today, including Bitcoin, rely on Proof of Work (PoW). Proof of work is crucial to the liveness and security of cryptocurrencies. The assumption when using PoW is that a lot of trial and error is required on average…

Cryptography and Security · Computer Science 2021-11-09 Maya Dotan , Saar Tochner

Reducing financial risk is of paramount importance to investors, financial institutions, and corporations. Since the pioneering contribution of Johnson (1960), the optimal hedge ratio based on futures is regularly utilized. The current…

Risk Management · Quantitative Finance 2024-08-02 Abdulnasser Hatemi-J
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