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Related papers: Correlations of Multi-input Monero Transactions

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Cryptocurrencies as a new way of transferring assets and securing financial transactions have gained popularity in recent years. Transactions in cryptocurrencies are publicly available, hence, statistical studies on different aspects of…

Social and Information Networks · Computer Science 2019-09-17 Amir Pasha Motamed , Behnam Bahrak

Cryptocurrencies are distributed systems that allow exchanges of native (and non-) tokens among participants. The complete historical bookkeeping and its wide availability opens up an unprecedented possibility, i.e. that of understanding…

Physics and Society · Physics 2020-12-02 Nicolò Vallarano , Claudio Tessone , Tiziano Squartini

Monero is a privacy-centric cryptocurrency that allows users to obscure their transactions by including chaff coins, called "mixins," along with the actual coins they spend. In this paper, we empirically evaluate two weaknesses in Monero's…

The possibility to analyze everyday monetary transactions is limited by the scarcity of available data, as this kind of information is usually considered highly sensitive. Present econophysics models are usually employed on presumed random…

Physics and Society · Physics 2014-04-01 Dániel Kondor , Márton Pósfai , István Csabai , Gábor Vattay

The increasing use of cryptoassets for international remittances has proven to be faster and more cost-effective, particularly for migrants without access to traditional banking. However, the inherent volatility of cryptoasset prices,…

Physics and Society · Physics 2024-05-02 Abhijit Chakraborty , Yuichi Ikeda

We investigate the relationship between underlying blockchain mechanism of cryptocurrencies and its distributional characteristics. In addition to price, we emphasise on using actual block size and block time as the operational features of…

Cryptography and Security · Computer Science 2021-08-25 Min-Bin Lin , Kainat Khowaja , Cathy Yi-Hsuan Chen , Wolfgang Karl Härdle

The emergence of cryptoassets has sparked a paradigm shift in the world of finance and investment, ushering in a new era of digital assets with profound implications for the future of currency and asset management. A recent study showed…

Statistical Finance · Quantitative Finance 2023-09-13 Abhijit Chakraborty , Tetsuo Hatsuda , Yuichi Ikeda

Blockchains are significantly easing trade finance, with billions of dollars worth of assets being transacted daily. However, analyzing these networks remains challenging due to the sheer volume and complexity of the data. We introduce a…

Machine Learning · Computer Science 2024-05-07 Jason Zhu , Arijit Khan , Cuneyt Gurcan Akcora

Cryptocurrencies are distributed systems that allow exchanges of native tokens among participants, or the exchange of such tokens for fiat currencies in markets external to these public ledgers. The availability of their complete historical…

Blockchain enables peer-to-peer transactions in cyberspace without a trusted third party. The rapid growth of Ethereum and smart contract blockchains generally calls for well-designed Transaction Fee Mechanisms (TFMs) to allocate limited…

General Economics · Economics 2023-05-05 Luyao Zhang , Fan Zhang

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

Time series of price returns for 80 of the most liquid cryptocurrencies listed on Binance are investigated for the presence of detrended cross-correlations. A spectral analysis of the detrended correlation matrix and a topological analysis…

Statistical Finance · Quantitative Finance 2021-12-14 Jarosław Kwapień , Marcin Wątorek , Stanisław Drożdż

This paper investigates the temporal patterns of activity in the cryptocurrency market with a focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022. Market activity measures - logarithmic returns, volume, and…

Trading and Market Microstructure · Quantitative Finance 2023-08-22 Marcin Wątorek , Maria Skupień , Jarosław Kwapień , Stanisław Drożdż

Consensus protocols are currently the bottlenecks that prevent blockchain systems from scaling. However, we argue that transaction execution is also important to the performance and security of blockchains. In other words, there are ample…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-15 Daniël Reijsbergen , Tien Tuan Anh Dinh

Academics increasingly acknowledge the predictive power of social media for a wide variety of events and, more specifically, for financial markets. Anecdotal and empirical findings show that cryptocurrencies are among the financial assets…

Social and Information Networks · Computer Science 2024-11-11 Meysam Alizadeh , Yasaman Asgari , Zeynab Samei , Sara Yari , Shirin Dehghani , Mael Kubli , Darya Zare , Juan Diego Bermeo , Veronika Batzdorfer , Fabrizio Gilardi

Blockchains revolutionized centralized sectors like banking and finance by promoting decentralization and transparency. In a blockchain, information is transmitted through transactions issued by participants or applications. Miners…

Cryptography and Security · Computer Science 2024-05-30 Johnnatan Messias Peixoto Afonso

The non-fungible token (NFT) market emerges as a recent trading innovation leveraging blockchain technology, mirroring the dynamics of the cryptocurrency market. The current study is based on the capitalization changes and transaction…

Statistical Finance · Quantitative Finance 2024-07-09 Marcin Wątorek , Paweł Szydło , Jarosław Kwapień , Stanisław Drożdż

Blockchain has been considered as an important technique to enable secure management of virtual network functions and network slices. To understand such capabilities of a blockchain, e.g. transaction confirmation time, demands a thorough…

Cryptography and Security · Computer Science 2020-10-22 Befekadu G. Gebraselase , Bjarne E. Helvik , Yuming Jiang

Blockchain technology, with implications in the financial domain, offers data in the form of large-scale transaction networks. Analyzing transaction networks facilitates fraud detection, market analysis, and supports government regulation.…

Computational Engineering, Finance, and Science · Computer Science 2025-01-23 Junliang Luo , Xue Liu

Ethereum is one of the most popular blockchain systems that supports more than half a million transactions every day and fosters miscellaneous decentralized applications with its Turing-complete smart contract machine. Whereas it remains…

Social and Information Networks · Computer Science 2020-01-16 Qianlan Bai , Chao Zhang , Yuedong Xu , Xiaowei Chen , Xin Wang