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This paper contextualises the common queries of "why is crypto crashing?" and "why is crypto down?", the research transcends beyond the frequent market fluctuations to unravel how cryptocurrencies fundamentally work and the step-by-step…

Computers and Society · Computer Science 2023-09-25 Petar Radanliev

This article suggests that the worldwide relevance of blockchain technology is motivated by the changes that it is expected to cause in: (i) the way that business is organised and (ii) regulated, as well as (iii) by the way that it changes…

Computers and Society · Computer Science 2018-03-12 Ruzanna Chitchyan , Jordan Murkin

Reducing financial risk is of paramount importance to investors, financial institutions, and corporations. Since the pioneering contribution of Johnson (1960), the optimal hedge ratio based on futures is regularly utilized. The current…

Risk Management · Quantitative Finance 2024-08-02 Abdulnasser Hatemi-J

Blockchain and blockchain-based decentralized applications are attracting increasing attentions recently. In public blockchain systems, users usually connect to third-party peers or run a peer to join the P2P blockchain network. However,…

Software Engineering · Computer Science 2019-11-01 Peilin Zheng , Zibin Zheng , Liang Chen

Blockchain offers an innovative approach to storing information, executing transactions, performing functions, and establishing trust in an open environment. Many consider blockchain as a technology breakthrough for cryptography and…

Cryptography and Security · Computer Science 2019-08-20 Rui Zhang , Rui Xue , Ling Liu

In this paper, we explore the partitioning attacks on the Bitcoin network, which is shown to exhibit spatial bias, and temporal and logical diversity. Through data-driven study we highlight: 1) the centralization of Bitcoin nodes across…

Networking and Internet Architecture · Computer Science 2019-02-12 Muhammad Saad , Victor Cook , Lan Nguyen , My T. Thai , Aziz Mohaisen

Simple closed-form upper and lower bounds are developed for the security of the Nakamoto consensus as a function of the confirmation depth, the honest and adversarial block mining rates, and an upper bound on the block propagation delay.…

Cryptography and Security · Computer Science 2022-08-30 Dongning Guo , Ling Ren

Blockchain technologies are gaining massive momentum in the last few years. Blockchains are distributed ledgers that enable parties who do not fully trust each other to maintain a set of global states. The parties agree on the existence,…

Databases · Computer Science 2017-08-21 Tien Tuan Anh Dinh , Rui Liu , Meihui Zhang , Gang Chen , Beng Chin Ooi , Ji Wang

An open distributed system can be secured by requiring participants to present proof of work and rewarding them for participation. The Bitcoin digital currency introduced this mechanism, which is adopted by almost all contemporary digital…

Cryptography and Security · Computer Science 2014-12-01 Ittay Eyal

Blockchain is an emerging technology with potential to address issues related to sustainability. Literature reviews on blockchain and sustainability exist, but there is a need to consolidate existing results, in particular, in terms of…

Software Engineering · Computer Science 2021-04-01 Shanshan Jiang , Kine Jakobsen , Letizia Jaccheri , Jingyue Li

Cryptocurrencies that are based on Proof-of-Work (PoW) often rely on special purpose hardware to perform so-called mining operations that secure the system, with miners receiving freshly minted tokens as a reward for their work. A notable…

Cryptography and Security · Computer Science 2023-10-20 Aviv Yaish , Aviv Zohar

There are a multitude of Blockchain-based physical infrastructure systems, operating on a crypto-currency enabled token economy, where infrastructure suppliers are rewarded with tokens for enabling, validating, managing and/or securing the…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-11-09 Oguzhan Akcin , Robert P. Streit , Benjamin Oommen , Sriram Vishwanath , Sandeep Chinchali

We study security-latency bounds for Nakamoto consensus, i.e., how secure a block is after it becomes $k$-deep in the chain. We improve the state-of-the-art bounds by analyzing the race between adversarial and honest chains in three…

Cryptography and Security · Computer Science 2024-07-25 Mustafa Doger , Sennur Ulukus

Proof-of-work blockchains need to be carefully designed so as to create the proper incentives for miners to faithfully maintain the network in a sustainable way. This paper describes how the economic engineering of the Conflux Network, a…

General Economics · Economics 2020-04-29 Yuxi Cai , Fan Long , Andreas Park , Andreas Veneris

A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…

Risk Management · Quantitative Finance 2018-05-15 Cuneyt Akcora , Matthew Dixon , Yulia Gel , Murat Kantarcioglu

A decentralized blockchain is a distributed ledger that is often used as a platform for exchanging goods and services. This ledger is maintained by a network of nodes that obeys a set of rules, called a consensus protocol, which helps to…

Optimization and Control · Mathematics 2022-01-03 Lucy Klinger , Lei Zhang , Zhennan Zhou

This study investigates the volatility of daily Bitcoin returns and multifractal properties of the Bitcoin market by employing the rolling window method and examines relationships between the volatility asymmetry and market efficiency.…

Statistical Finance · Quantitative Finance 2021-02-18 Tetsuya Takaishi

This paper studies what Bitcoin (BTC) premiums in peer-to-peer (P2P) markets measure. Using transaction-level data from LocalBitcoins, we construct BTC premiums for 80 currencies relative to the U.S. dollar and relate them to blockchain…

General Economics · Economics 2026-05-25 Yanan Niu

We improve the fundamental security threshold of eventual consensus Proof-of-Stake (PoS) blockchain protocols under the longest-chain rule by showing, for the first time, the positive effect of rounds with concurrent honest leaders. Current…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-30 Aggelos Kiayias , Saad Quader , Alexander Russell

Bitcoin is a electronic payment system where payment transactions are verified and stored in a data structure called the blockchain. Bitcoin miners work individually to solve a computationally intensive problem, and with each solution a…

Cryptography and Security · Computer Science 2018-01-24 R. Bowden , H. P. Keeler , A. E. Krzesinski , P. G. Taylor