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We study the problem of the intraday short-term volume forecasting in cryptocurrency exchange markets. The predictions are built by using transaction and order book data from different markets where the exchange takes place.…

Trading and Market Microstructure · Quantitative Finance 2020-12-03 Nino Antulov-Fantulin , Tian Guo , Fabrizio Lillo

Multi-threaded programs are challenging to write. Developers often need to reason about a prohibitively large number of thread interleavings to reason about the behavior of software. A non-interference property like atomicity can reduce…

Programming Languages · Computer Science 2020-10-20 Umang Mathur , Mahesh Viswanathan

Blockchain validators can reduce block processing time by exploiting multi-core CPUs, but deterministic execution must preserve a given total order while respecting transaction conflicts and per-block runtime limits. This paper…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-02-04 Arivarasan Karmegam , Lucianna Kiffer , Antonio Fernández Anta

We propose a blockchain architecture in which mining requires a quantum computer. The consensus mechanism is based on proof of quantum work, a quantum-enhanced alternative to traditional proof of work that leverages quantum supremacy to…

We identify a new and important global (or non-binary) constraint. This constraint ensures that the values taken by two vectors of variables, when viewed as multisets, are ordered. This constraint is useful for a number of different…

Artificial Intelligence · Computer Science 2009-05-26 Alan M. Frisch , Ian Miguel , Zeynep Kiziltan , Brahim Hnich , Toby Walsh

As a disruptive technology, blockchain, particularly its original form of bitcoin as a type of digital currency, has attracted great attentions. The innovative distributed decision making and security mechanism lay the technical foundation…

Cryptography and Security · Computer Science 2018-12-21 Ameer Tamoor Khan , Xinwei Cao , Shuai Li

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

Ethereum, a leading blockchain platform, has revolutionized the digital economy by enabling decentralized transactions and the execution of smart contracts. Ethereum transactions form the backbone of its network, facilitating peer-to-peer…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-07-30 Dvir David Biton , Roy Friedman , Yaron Hay

This paper studies the forecasting ability of cryptocurrency time series. This study is about the four most capitalized cryptocurrencies: Bitcoin, Ethereum, Litecoin and Ripple. Different Bayesian models are compared, including models with…

Econometrics · Economics 2019-09-17 Rick Bohte , Luca Rossini

Bitcoin is a cryptocurrency that features a distributed, decentralized and trustworthy mechanism, which has made Bitcoin a popular global transaction platform. The transaction efficiency among nations and the privacy benefiting from address…

Cryptography and Security · Computer Science 2019-03-20 Yu-Jing Lin , Po-Wei Wu , Cheng-Han Hsu , I-Ping Tu , Shih-wei Liao

Traditional elections satisfy neither citizens nor political authorities in recent years. They are not fully secure since it is easy to attack votes. It threatens also privacy and transparency of voters. Additionally, it takes too much time…

Cryptography and Security · Computer Science 2019-11-25 Rumeysa Bulut , Alperen Kantarcı , Safa Keskin , Şerif Bahtiyar

We propose a new coded blockchain scheme suitable for the Internet-of-Things (IoT) network. In contrast to existing works for coded blockchains, especially blockchain-of-things, the proposed scheme is more realistic, practical, and secure…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-01-22 Amirhossein Taherpour , Xiaodong Wang

Atomic Crosschain Transaction technology allows composable programming across private Ethereum blockchains. It allows for inter-contract and inter-blockchain function calls that are both synchronous and atomic: if one part fails, the whole…

Cryptography and Security · Computer Science 2020-04-03 Peter Robinson , Raghavendra Ramesh , John Brainard , Sandra Johnson

Blockchain platforms such as Ethereum and several others execute complex transactions in blocks through user-defined scripts known as smart contracts. To append a correct block into blockchain, miners execute these transactions of smart…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-15 Parwat Singh Anjana , Sweta Kumari , Sathya Peri , Sachin Rathor , Archit Somani

Time plays a crucial role in the intuitive understanding of the world around us. Within quantum mechanics, however, time is not usually treated as an observable quantity; it enters merely as a parameter in the laws of motion of physical…

Quantum Physics · Physics 2015-06-05 Sandra Ranković , Yeong-Cherng Liang , Renato Renner

In order to have transactions executed and recorded on blockchains such as the Ethereum Mainnet, fees expressed in crypto-currency units of the blockchain must be paid. One can buy crypto-currency called Ether of the Ethereum blockchain…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-08-20 Serdar Metin , Can Özturan

Few assets in financial history have been as notoriously volatile as cryptocurrencies. While the long term outlook for this asset class remains unclear, we are successful in making short term price predictions for several major crypto…

Trading and Market Microstructure · Quantitative Finance 2019-12-02 David Zhao , Alessandro Rinaldo , Christopher Brookins

Traditional public blockchain systems typically had very limited transaction throughput because of the bottleneck of the consensus protocol itself. With recent advances in consensus technology, the performance limit has been greatly lifted,…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-02-11 Péter Garamvölgyi , Yuxi Liu , Dong Zhou , Fan Long , Ming Wu

This paper offers a thorough examination of the univariate predictability in cryptocurrency time-series. By exploiting a combination of complexity measure and model predictions we explore the cryptocurrencies time-series forecasting task…

Statistical Finance · Quantitative Finance 2025-02-14 Francesco Puoti , Fabrizio Pittorino , Manuel Roveri

The fast growth of distributed energy resources (DERs), such as distributed renewables (e.g., rooftop PV panels), energy storage systems, electric vehicles, and controllable appliances, drives the power system toward a decentralized system…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-01-19 Qing Yang , Hao Wang