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In this paper, we review the undercutting attacks in the transaction-fee-based regime of proof-of-work (PoW) blockchains with the longest chain fork-choice rule. Next, we focus on the problem of fluctuations in mining revenue and the mining…

Cryptography and Security · Computer Science 2023-02-13 Rastislav Budinský , Ivan Homoliak , Ivana Stančíková

Liquidity providers (LPs) on decentralized exchanges (DEXs) can protect themselves from adverse selection risk by updating their positions more frequently. However, repositioning is costly, because LPs have to pay gas fees for each update.…

Trading and Market Microstructure · Quantitative Finance 2024-03-20 Basile Caparros , Amit Chaudhary , Olga Klein

One of the fundamental applications for a practically useful system of money is remuneration. Information pertaining to the amount of compensation awarded to different individuals is often considered sensitive, commanding a certain degree…

Computers and Society · Computer Science 2017-03-14 S. Matthew English , Ehsan Nezhadian

This work proposes a novel proof-of-work blockchain incentive scheme such that, barring exogenous motivations, following the protocol is guaranteed to be the optimal strategy for miners. Our blockchain takes the form of a directed acyclic…

Cryptography and Security · Computer Science 2022-06-22 Jakub Sliwinski , Roger Wattenhofer

Second-price auctions with deposits are frequently used in blockchain environments. An auction takes place on-chain: bidders deposit an amount that fully covers their bid (but possibly exceeds it) in a smart contract. The deposit is used as…

Computer Science and Game Theory · Computer Science 2022-07-19 Jan Christoph Schlegel , Akaki Mamageishvili

Today, payment paths in Bitcoin's Lightning Network are found by searching for shortest paths on the fee graph. We enhance this approach in two dimensions. Firstly, we take into account the probability of a payment actually being possible…

Networking and Internet Architecture · Computer Science 2021-07-13 Rene Pickhardt , Stefan Richter

Around three quarters of Bitcoin transactions take place off-chain. Despite their significance, the vast majority of the empirical literature on cryptocurrencies focuses on on-chain transactions. This paper presents one of the first…

General Economics · Economics 2026-02-10 Pavel Ciaian , d'Artis Kancs , Miroslava Rajcaniova

As a promising implementation model of payment channel network (PCN), payment channel hub (PCH) could achieve high throughput by providing stable off-chain transactions through powerful hubs. However, existing PCH schemes assume hubs…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-01 Lingxiao Yang , Xuewen Dong , Sheng Gao , Qiang Qu , Xiaodong Zhang , Wensheng Tian , Yulong Shen

A blockchain faces two fundamental challenges. It must motivate users to maintain the system while preventing a minority of these users from colluding and gaining disproportionate control. Many popular public blockchains use monetary…

Cryptography and Security · Computer Science 2021-10-15 Shea Ketsdever , Michael J. Fischer

As transaction fees skyrocket today, blockchains become increasingly expensive, hurting their adoption in broader applications. This work tackles the saving of transaction fees for economic blockchain applications. The key insight is that…

Cryptography and Security · Computer Science 2022-10-11 Yibo Wang , Yuzhe Tang

Decentralized crypto-currencies based on the blockchain architecture under-utilize available network bandwidth, making them unable to scale to thousands of transactions per second. We define the Blockclique architecture, that addresses this…

Cryptography and Security · Computer Science 2020-02-11 Sébastien Forestier , Damir Vodenicarevic , Adrien Laversanne-Finot

We develop a general and practical framework to address the problem of the optimal design of dynamic fee mechanisms for multiple blockchain resources. Our framework allows to compute policies that optimally trade-off between adjusting…

Computer Science and Game Theory · Computer Science 2023-09-25 Davide Crapis , Ciamac C. Moallemi , Shouqiao Wang

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

Blockchain protocols incentivize participation through monetary rewards, assuming rational actors behave honestly to maximize their gains. However, attackers may attempt to harm others even at personal cost. These denial of profit attacks…

Computer Science and Game Theory · Computer Science 2025-06-02 Arian Baloochestani , Leander Jehl

There appears to be an insatiable desire for spawning new bespoke blockchains to harness the functionality provided by blockchain technologies, resulting in a constant stream of blockchain start-up companies entering the market with their…

Cryptography and Security · Computer Science 2019-03-25 Sandra Johnson , Peter Robinson , John Brainard

Ethereum's transaction pool (mempool) dynamics and fee market efficiency critically affect transaction inclusion, validator workload, and overall network performance. This research empirically analyzes gas price variations, mempool…

Cryptography and Security · Computer Science 2025-06-10 S M Mostaq Hossain , Amani Altarawneh

Carbon footprint reduction can be achieved through various methods, including the adoption of renewable energy sources. The installation of such sources, like photovoltaic panels, while environmentally beneficial, is cost-prohibitive for…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-26 Abdulrezzak Zekiye , Ouns Bouachir , Öznur Özkasap , Moayad Aloqaily

This paper introduces peer to peer (P2P) trading mechanisms based on decentralized Blockchain to facilitate retail electricity market for ever-increasing distributed energy resources (DERs). The Blockchain network supports fast and secure…

Systems and Control · Electrical Eng. & Systems 2024-03-12 Masoud H. Nazari , Antar Kumar Biswas

In blockchain systems, the design of transaction fee mechanisms is essential for stability and satisfaction for both miners and users. A recent work has proven the impossibility of collusion-proof mechanisms that achieve both non-zero miner…

Computer Science and Game Theory · Computer Science 2024-12-25 Xi Chen , David Simchi-Levi , Zishuo Zhao , Yuan Zhou

Despite growing adoption of cryptocurrencies, making fast payments at scale remains a challenge. Payment channel networks (PCNs) such as the Lightning Network have emerged as a viable scaling solution. However, completing payments on PCNs…

Networking and Internet Architecture · Computer Science 2020-03-24 Vibhaalakshmi Sivaraman , Shaileshh Bojja Venkatakrishnan , Kathy Ruan , Parimarjan Negi , Lei Yang , Radhika Mittal , Mohammad Alizadeh , Giulia Fanti