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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

Blockchains are distributed data structures that are used to achieve consensus in systems for cryptocurrencies (like Bitcoin) or smart contracts (like Ethereum). Although blockchains gained a lot of popularity recently, there is no…

Logic in Computer Science · Computer Science 2017-07-07 Kai Brünnler , Dandolo Flumini , Thomas Studer

We review data analysis techniques that can be used to study temporal correlations among conductance traces in break junction measurements. We show that temporal histograms are a simple but efficient tool to check the temporal homogeneity…

Mesoscale and Nanoscale Physics · Physics 2017-03-08 A. Magyarkuti , K. P. Lauritzen , Z. Balogh , A. Nyáry , G. Mészáros , P. Makk , G. C. Solomon , A. Halbritter

In relation to the traditional financial markets, the cryptocurrency market is a recent invention and the trading dynamics of all its components are readily recorded and stored. This fact opens up a unique opportunity to follow the…

Statistical Finance · Quantitative Finance 2023-05-11 Stanisław Drożdż , Jarosław Kwapień , Marcin Wątorek

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

Cryptocurrency blockchains, beyond their primary role as distributed payment systems, are increasingly used to store and share arbitrary content, such as text messages and files. Although often non-financial, this hidden content can impact…

Machine Learning · Computer Science 2025-04-21 Charalampos Kleitsikas , Nikolaos Korfiatis , Stefanos Leonardos , Carmine Ventre

Blockchain technology relies on decentralization to resist faults and attacks while operating without trusted intermediaries. Although industry experts have touted decentralization as central to their promise and disruptive potential, it is…

Cryptography and Security · Computer Science 2025-06-04 Harang Ju , Ehsan Valavi , Madhav Kumar , Sinan Aral

This paper investigates the evolving link between cryptocurrency and equity markets in the context of the recent wave of corporate Bitcoin (BTC) treasury strategies. We assemble a dataset of 39 publicly listed firms holding BTC, from their…

General Finance · Quantitative Finance 2025-05-21 Sabrina Aufiero , Antonio Briola , Tesfaye Salarin , Fabio Caccioli , Silvia Bartolucci , Tomaso Aste

As the largest public blockchain-based platform supporting smart contracts, Ethereum has accumulated a large number of user transaction records since its debut in 2014. Analysis of Ethereum transaction records, however, is still relatively…

Social and Information Networks · Computer Science 2021-01-01 Dan Lin , Jiajing Wu , Qi Yuan , Zibin Zheng

In this paper we analyse the effects of information flows in cryptocurrency markets. We first define a cryptocurrency trading network, i.e. the network made using cryptocurrencies as nodes and the Granger causality among their weekly log…

Trading and Market Microstructure · Quantitative Finance 2022-07-11 Tomas Scagliarini , Giuseppe Pappalardo , Alessio Emanuele Biondo , Alessandro Pluchino , Andrea Rapisarda , Sebastiano Stramaglia

Increasing popularity of trading digital assets can lead to significant delays in Blockchain networks when processing transactions. When transaction fees become miners' primary revenue, an imbalance in reward may lead to miners adopting…

Cryptography and Security · Computer Science 2023-04-03 Gerui Zhang , Xiongfei Zhao , Yain-Whar Si

Distributed ledgers are common in the industry. Some of them can use blockchains as their underlying infrastructure. A blockchain requires participants to agree on its contents. This can be achieved via a consensus protocol, and several BFT…

Performance · Computer Science 2024-11-13 J. D. Chan , Y. C. Tay , Brian R. Z. Yen

In this study, we explore the synergy of deep learning and financial market applications, focusing on pair trading. This market-neutral strategy is integral to quantitative finance and is apt for advanced deep-learning techniques. A pivotal…

Machine Learning · Computer Science 2024-02-07 Junwei Su , Shan Wu , Jinhui Li

Cryptocurrencies have recently experienced a new wave of price volatility and interest; activity within social media communities relating to cryptocurrencies has increased significantly. There is currently limited documented knowledge of…

Social and Information Networks · Computer Science 2018-07-02 Ross C. Phillips , Denise Gorse

Tendermint-core blockchains (e.g. Cosmos) are considered today one of the most viable alternatives for the highly energy consuming proof-of-work blockchains such as Bitcoin and Ethereum. Their particularity is that they aim at offering…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-14 Yackolley Amoussou-Guenou , Antonella Del Pozzo , Maria Potop-Butucaru , Sara Tucci-Piergiovanni

An atomic cross-chain swap is a distributed coordination task where multiple parties exchange assets across multiple blockchains, for example, trading bitcoin for ether. An atomic swap protocol guarantees (1) if all parties conform to the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-05-21 Maurice Herlihy

Rapid advancements in quantum computing and machine learning threaten the long-term security of classical blockchain systems, whose protection mechanisms largely rely on computational difficulties. In this study, we propose a quantum…

Quantum Physics · Physics 2025-12-24 Aktaş , Arzu , Yılmaz , İhsan

Bitcoin draws the highest degree of attention among cryptocurrencies, while coin mining is one of the most important fashion of profiting in the Bitcoin ecosystem. This paper constructs fresh coin circulation networks by tracking the fresh…

General Finance · Quantitative Finance 2022-04-28 Zeng-Xian Lin , Xiao Fan Liu

We propose a model suggesting that honest-but-rational consensus participants may play timing games, and strategically delay their block proposal to optimize MEV capture, while still ensuring the proposal's timely inclusion in the canonical…

Computer Science and Game Theory · Computer Science 2023-05-17 Caspar Schwarz-Schilling , Fahad Saleh , Thomas Thiery , Jennifer Pan , Nihar Shah , Barnabé Monnot

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

Statistical Finance · Quantitative Finance 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga
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