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We investigate the market microstructure of Automated Market Makers (AMMs), the most prominent type of blockchain-based decentralized exchanges. We show that the order execution mechanism yields token value loss for liquidity providers if…

Trading and Market Microstructure · Quantitative Finance 2021-07-22 Agostino Capponi , Ruizhe Jia

Cryptocurrencies have transformed financial markets with their innovative blockchain technology and volatile price movements, presenting both challenges and opportunities for predictive analytics. Ethereum, being one of the leading…

Artificial Intelligence · Computer Science 2025-04-01 Eftychia Makri , Georgios Palaiokrassas , Sarah Bouraga , Antigoni Polychroniadou , Leandros Tassiulas

The growth potential of a crypto(currency) project can be measured by the use cases spurred by the underlying technology. However, these projects are usually distributed, with a weak feedback schemes. Hence, a metric that is widely used as…

Cryptography and Security · Computer Science 2024-09-04 Maurantonio Caprolu , Roberto Di Pietro , Flavio Lombardi , Elia Onofri

Blockchain-based cryptocurrencies have received extensive attention recently. Massive data has been stored on permission-less blockchains. The analysis on massive blockchain data can bring huge business values. However, the lack of…

Cryptography and Security · Computer Science 2019-12-18 Peilin Zheng , Zibin Zheng , Hong-ning Dai

Ethereum has adopted a rollup-centric roadmap to scale by making rollups (layer 2 scaling solutions) the primary method for handling transactions. The first significant step towards this goal was EIP-4844, which introduced blob transactions…

Computational Engineering, Finance, and Science · Computer Science 2025-02-19 Lioba Heimbach , Jason Milionis

In most popular public accessible cryptocurrency systems, the mining pool plays a key role because mining cryptocurrency with the mining pool turns the non-profitable situation into profitable for individual miners. In many recent novel…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-06-16 Boyang Li , Qing Lu , Weiwen Jiang , Taeho Jung , Yiyu Shi

The main goal of this article is to present a direct approach for the formula giving the long-term apparent hashrates of Selfish Mining strategies using only elementary probabilities and combinatorics, more precisely, Dyck words. We can…

Cryptography and Security · Computer Science 2019-04-17 Cyril Grunspan , Ricardo Pérez-Marco

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 distribution of consensus power is a cornerstone of decentralisation, influencing the security, resilience, and fairness of blockchain networks while ensuring equitable impact among participants. This study provides a rigorous…

Cryptography and Security · Computer Science 2025-06-18 Kamil Tylinski , Abylay Satybaldy , Paolo Tasca

Scalability is a common issue among the most used permissionless blockchains, and several approaches have been proposed to solve this issue. Tackling scalability while preserving the security and decentralization of the network is a…

Cryptography and Security · Computer Science 2023-11-10 Mikel Cortes-Goicoechea , Tarun Mohandas-Daryanani , Jose L. Muñoz-Tapia , Leonardo Bautista-Gomez

Cryptocurrency users increasingly rely on obfuscation techniques such as mixers, swappers, and decentralised or no-KYC exchanges to protect their anonymity. However, at the same time, these services are exploited by criminals to conceal and…

Cryptography and Security · Computer Science 2025-04-17 Francesco Zola , Jon Ander Medina , Andrea Venturi , Raul Orduna

Modern cryptocurrencies exploit decentralised blockchains to record a public and unalterable history of transactions. Besides transactions, further information is stored for different, and often undisclosed, purposes, making the blockchains…

Cryptography and Security · Computer Science 2017-11-07 Massimo Bartoletti , Andrea Bracciali , Stefano Lande , Livio Pompianu

Smart contracts are central to a myriad of critical blockchain applications, from financial transactions to supply chain management. However, their adoption is hindered by security vulnerabilities that can result in significant financial…

Cryptography and Security · Computer Science 2025-09-30 Dalila Ressi , Alvise Spanò , Lorenzo Benetollo , Carla Piazza , Michele Bugliesi , Sabina Rossi

Utilizing graph analytics and learning has proven to be an effective method for exploring aspects of crypto economics such as network effects, decentralization, tokenomics, and fraud detection. However, the majority of existing research…

Computational Engineering, Finance, and Science · Computer Science 2024-03-12 Bingqiao Luo

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

In recent years, cryptocurrencies have attracted growing attention from both private investors and institutions. Among them, Bitcoin stands out for its impressive volatility and widespread influence. This paper explores the predictability…

Statistical Finance · Quantitative Finance 2025-04-29 Grégory Bournassenko

We provide a framework for determining the centralities of agents in a broad family of random networks. Current understanding of network centrality is largely restricted to deterministic settings, but practitioners frequently use random…

Social and Information Networks · Computer Science 2022-02-07 Krishna Dasaratha

Many classical blockchains are known to have an embarrassingly low transaction throughput, down to Bitcoin's notorious seven transactions per second limit.Various proposals and implementations for increasing throughput emerged in the first…

Cryptography and Security · Computer Science 2023-03-08 Lioba Heimbach , Quentin Kniep , Yann Vonlanthen , Roger Wattenhofer

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…

The Enterprise Ethereum Client Specification by the Enterprise Ethereum Alliance defines the requirements which Ethereum Clients offering private smart contract capabilities should comply with. This specification though ground breaking,…

Cryptography and Security · Computer Science 2018-07-09 Peter Robinson
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