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Despite the fact that it is publicly available, collecting and processing the full bitcoin blockchain data is not trivial. Its mere size, history, and other features indeed raise quite specific challenges, that we address in this paper. The…
As global financial markets become increasingly interconnected, financial contagion has developed into a major influencer of asset price dynamics. Motivated by this context, our study explores financial contagion both within and between…
We follow existing distributed systems frameworks employing methods from algebraic topology to formally define primitives of blockchain technology. We define the notion of cross chain liquidity, sharding and probability spaces between and…
Blockchain is a distributed ledger, which is protected against malicious modifications by means of cryptographic tools, e.g. digital signatures and hash functions. One of the most prominent applications of blockchains is cryptocurrencies,…
Blockchain, as the basis for cryptocurrencies, has received extensive attentions recently. Blockchain serves as an immutable distributed ledger technology which allows transactions to be carried out credibly in a decentralized environment.…
In its 14 years, distributed ledger technology has attracted increasing attention, investments, enthusiasm, and user base. However, ongoing doubts about its usefulness and recent losses of trust in prominent cryptocurrencies have fueled…
There is a growing interest from both the academia and industry to employ distributed ledger technology in the Internet-of-Things domain for addressing security-related and performance challenges. Distributed ledger technology enables…
Blockchain technology has emerged as a transformative paradigm for decentralized and secure data management across diverse application domains, including healthcare, supply chain management, and the Internet of Things. Its core features,…
Our study provides a survey on how existing stablecoins-- cryptocurrencies aiming at price stabilization-- peg their value to other assets, from the perspective of Decentralized Payment Systems (DPSs). This attempt is important because…
Maintaining a balance between returns and volatility is a common strategy for portfolio diversification, whether investing in traditional equities or digital assets like cryptocurrencies. One approach for diversification is the application…
The underlying fundaments of blockchain are cryptography and cryptographic concepts that provide reliable and secure decentralized solutions. Although many recent papers study the use-cases of blockchain in different industrial areas, such…
We discuss some issues to the inheritance of crypto assets. We propose a distributed, privacy preserving, protocol to establish a consensus on the death of the owner of crypto assets: the Tales From the Crypt Protocol. Until the actual…
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…
This review focuses on the evolution of cloud computing and distributed ledger technologies (blockchains) over the last decade. Cloud computing relies mainly on a conceptually centralized service provisioning model, while blockchain…
Cryptocurrencies such as Bitcoin are realized using distributed systems and hence critically rely on the performance and security of the interconnecting network. The requirements on these networks and their usage, however can differ…
The main contribution of the paper is to employ the financial market network as a useful tool to improve the portfolio selection process, where nodes indicate securities and edges capture the dependence structure of the system. Three…
The latest advancements in Distributed Ledger Technology (DLT), and payment architectures such as the UK's New Payments Architecture, present opportunities for leveraging the hidden informational value and intelligence within payments. In…
The paper aims to do a survey along with a comparative analysis of the various cryptography libraries that are applicable in the field of Internet of Things (IoT). The first half of the paper briefly introduces the various cryptography…
Cryptocurrency is something that we have all heard about recently, most likely preceded by bitcoin, and how much its prices have boomed over the decade. These cryptocurrencies are actually based on blockchain, a secure datatype, and…
This paper analyzes realized return behavior across a broad set of crypto assets by estimating heterogeneous exposures to idiosyncratic and systematic risk. A key challenge arises from the latent nature of broader economy-wide risk sources:…