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The Financial system has witnessed rapid technological changes. The rise of Bitcoin and other crypto assets based on Distributed Ledger Technology mark a fundamental change in the way people transact and transmit value over a decentralized…

General Finance · Quantitative Finance 2024-10-02 Arindam Misra

This paper presents an agent-based artificial cryptocurrency market in which heterogeneous agents buy or sell cryptocurrencies, in particular Bitcoins. In this market, there are two typologies of agents, Random Traders and Chartists, which…

Trading and Market Microstructure · Quantitative Finance 2014-06-26 Luisanna Cocco , Giulio Concas , Michele Marchesi

Software development has become essential to scientific research, but its relationship to traditional metrics of scholarly credit remains poorly understood. We develop a dataset of approximately 140,000 paired research articles and code…

Software Engineering · Computer Science 2026-01-08 Eva Maxfield Brown , Isaac Slaughter , Nicholas Weber

A decade long thrive of cryptocurrency has shown its potential as a source of alternative-finance and the security and the robustness of the underpinning blockchain technology. However, most cryptocurrencies fail to show inimitability and…

Cryptography and Security · Computer Science 2020-03-24 Yibin Xu , Yangyu Huang , Jianhua Shao

The energy consumption and related carbon emissions of cryptocurrencies such as Bitcoin are subject to extensive discussion in public, academia, and industry. As cryptocurrencies continue their journey into mainstream finance, incentives to…

Computers and Society · Computer Science 2023-03-21 Ulrich Gallersdörfer , Lena Klaaßen , Christian Stoll

Cryptocurrency markets have many of the characteristics of 20th century commodities markets, making them an attractive candidate for trend following strategies. We present a decade of evidence from the infancy of bitcoin, showcasing the…

Statistical Finance · Quantitative Finance 2020-09-28 Evans Rozario , Samuel Holt , James West , Shaun Ng

While there has been substantial empirical work identifying factors that influence the contribution to, and use of open source software, we have as yet little theory that identifies the key constructs and relationships that would allow us…

Computers and Society · Computer Science 2019-05-16 Nicolas Jullien , Klaas-Jan Stol , James Herbsleb

Cryptocurrencies, arguably the most prominent application of blockchains, have been on the rise with a wide mainstream acceptance. A central concept in cryptocurrencies is "mining pools", groups of cooperating cryptocurrency miners who…

Cryptography and Security · Computer Science 2022-10-20 Ayodeji Adeniran , David Mohaisen

Proof of work cryptocurrencies began with the promise of a more egalitarian future with a decentralized monetary system with no powerful entities in charge. While this vision is far from realized, these cryptocurrencies are still touted to…

Cryptography and Security · Computer Science 2022-03-31 Sishan Long , Soumya Basu , Emin Gün Sirer

This paper presents elements that form the structure of a network of data using secure stable and mature technologies that meet the requirement of having code free. The principle would be conflicting code open Tuesday where he wants to keep…

Cryptography and Security · Computer Science 2008-05-29 Luciana Guimaraes

This paper discusses the mechanisms of cryptocurrency, the idea of using security in the system, and the popularity of it. To begin, the authors provide a background on cryptocurrency and how it works. The authors understand that while most…

Cryptography and Security · Computer Science 2023-10-18 Chelsea Medina , Lily Shaw , Dissy Vargas , Sundar Krishnan

In permissionless blockchains, transaction issuers include a fee to incentivize miners to include their transactions. To accurately estimate this prioritization fee for a transaction, transaction issuers (or blockchain participants, more…

Cryptography and Security · Computer Science 2023-05-25 Johnnatan Messias , Vabuk Pahari , Balakrishnan Chandrasekaran , Krishna P. Gummadi , Patrick Loiseau

The production and consumption of information about Bitcoin and other digital-, or 'crypto'-, currencies have grown together with their market capitalisation. However, a systematic investigation of the relationship between online attention…

Physics and Society · Physics 2020-05-22 Abeer ElBahrawy , Laura Alessandretti , Andrea Baronchelli

Blockchain is a decentralized transaction and data management solution, the technological leap behind the success of Bitcoin and other cryptocurrencies. As the variety of existing blockchains and distributed ledgers continues to increase,…

Cryptography and Security · Computer Science 2020-07-27 Martin Garriga , Stefano Dalla Palma , Maximiliano Arias , Alan De Renzis , Remo Pareschi , Damian Andrew Tamburri

The cryptocurrency market is unique on many levels: Very volatile, frequently changing market structure, emerging and vanishing of cryptocurrencies on a daily level. Following its development became a difficult task with the success of…

Statistical Finance · Quantitative Finance 2020-09-22 Simon Trimborn , Wolfgang Karl Härdle

Cryptocurrencies are a digital medium of exchange with decentralized control that renders the community operating the cryptocurrency its sovereign. Leading cryptocurrencies use proof-of-work or proof-of-stake to reach consensus, thus are…

General Finance · Quantitative Finance 2020-07-07 Gal Shahaf , Ehud Shapiro , Nimrod Talmon

Blockchain is a decentralized transaction and data management solution, the technological weapon-of-choice behind the success of Bitcoin and other cryptocurrencies. As the number and variety of existing blockchain implementations continues…

Cryptography and Security · Computer Science 2018-12-24 Martin Garriga , Maximiliano Arias , Alan De Renzis

Code authorship is a key information in large-scale open source systems. Among others, it allows maintainers to assess division of work and identify key collaborators. Interestingly, open-source communities lack guidelines on how to manage…

Software Engineering · Computer Science 2018-08-07 Guilherme Avelino , Leonardo Passos , Andre Hora , Marco Tulio Valente

A tenet of open source software development is to accept contributions from users-developers (typically after appropriate vetting). But should this also include interventions done as part of research on open source development? Following an…

Software Engineering · Computer Science 2023-06-05 Dror G. Feitelson

In this work, we investigate how the governance features of a managed currency (e.g., a fiat currency) can be built into a cryptocurrency in order to leverage potential benefits found in the use of blockchain technology and smart contracts.…

Cryptography and Security · Computer Science 2019-12-16 Peter Mell