Related papers: Correlations of Multi-input Monero Transactions
Blockchain offers a decentralized, immutable, transparent system of records. It offers a peer-to-peer network of nodes with no centralised governing entity making it unhackable and therefore, more secure than the traditional paper-based or…
Cryptocoins (i.e., Bitcoin, Ether, Litecoin) are tradable digital assets. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption techniques guarantee the security of the transactions…
This letter explores the behavior of conditional correlations among main cryptocurrencies, stock and bond indices, and gold, using a generalized DCC class model. From a portfolio management point of view, asset correlation is a key metric…
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…
Ethereum clients execute transactions in a sequential order prescribed by the consensus protocol. This is a safe and conservative approach to blockchain transaction processing which forgoes running transactions in parallel even when doing…
Transactions involving multiple blockchains are implemented by cross-chain protocols. These protocols are based on smart contracts, programs that run on blockchains, executed by a network of computers. Because smart contracts can…
Monero is a popular crypto-currency which focuses on privacy. The blockchain uses cryptographic techniques to obscure transaction values as well as a `ring confidential transaction' which seeks to hide a real transaction among a variable…
Decentralized blockchain platforms have enabled the secure exchange of crypto-assets without the intermediation of trusted authorities. To this purpose, these platforms rely on a peer-to-peer network of byzantine nodes, which…
In the work, a comparative correlation and fractal analysis of time series of Bitcoin crypto currency rate and community activities in social networks associated with Bitcoin was conducted. A significant correlation between the Bitcoin rate…
A main focus in economics research is understanding the time series of prices of goods and assets. While statistical models using only the properties of the time series itself have been successful in many aspects, we expect to gain a better…
Unlike price fluctuations, the temporal structure of cryptocurrency trading has seldom been a subject of systematic study. In order to fill this gap, we analyse detrended correlations of the price returns, the average number of trades in…
We analyse tick-by-tick data representing major cryptocurrencies traded on some different cryptocurrency trading platforms. We focus on such quantities like the inter-transaction times, the number of transactions in time unit, the traded…
The Monero blockchain enables anonymous transactions through advanced cryptography in its peer-to-peer network, which underpins decentralization, security, and trustless interactions. However, privacy measures obscure peer connections,…
Distributed ledger technologies have opened up a wealth of fine-grained transaction data from cryptocurrencies like Bitcoin and Ethereum. This allows research into problems like anomaly detection, anti-money laundering, pattern mining and…
Correlation networks were used to detect characteristics which, although fixed over time, have an important influence on the evolution of prices over time. Potentially important features were identified using the websites and whitepapers of…
Monero is a privacy-centric cryptocurrency that makes payments untraceable by adding decoys to every real input spent in a transaction. Two studies from 2017 found methods to distinguish decoys from real inputs, which enabled traceability…
This paper studies the dynamic market linkages among cryptocurrencies during August 2015 - July 2020 and finds a substantial increase in market linkages for both returns and volatilities. We use different methodologies to check the…
Traditional covert transmission (CT) approaches have been hindering CT application while blockchain technology offers new avenue. Current blockchain-based CT approaches require off-chain negotiation of critical information and often…
Traditional blockchain design gives miners or validators full control over transaction ordering, i.e., they can freely choose which transactions to include or exclude, as well as in which order. While not an issue initially, the emergence…
Blockchain is a technology that provides a distributed ledger that stores previous records while maintaining consistency and security. Bitcoin is the first and largest decentralized electronic cryptographic system that uses blockchain…