Related papers: libtxsize -- a library for automated Bitcoin trans…
Bitcoin and its decentralized computing paradigm for digital currency trading are one of the most disruptive technology in the 21st century. This paper presents a novel approach to developing a Bitcoin transaction forecast model,…
Modern key-value stores, object stores, Internet proxy caches, as well as Content Delivery Networks (CDN) often manage objects of diverse sizes, e.g., blobs, video files of different lengths, images with varying resolution, and small…
We propose a bitcoin generalization as a solution to the problem of scalability. The block is redefined as a sequence of sub-blocks of increasing sizes that coexist as different levels of compromise between decentralization and transactions…
This paper conducts an extensive analysis of Bitcoin return series, with a primary focus on three volatility metrics: historical volatility (calculated as the sample standard deviation), forecasted volatility (derived from GARCH-type…
In software engineering, different approaches and machine learning models leverage different types of data: source code, textual information, historical data. An important part of any project is its dependencies. The list of dependencies is…
Bitcoin price forecasting is characterized by extreme volatility and non-stationarity, often defying traditional univariate time-series models over long horizons. This paper addresses a critical gap by integrating Global M2 Liquidity,…
Report presents analysis of empirical distribution of future returns of bitcoin (BTC) from BTUSD inverse option prices. Logistic pdf is chosen as underlying distribution to fit option prices. The result is satisfactory and suggests that…
Selecting a library out of numerous candidates can be a laborious and resource-intensive task. We present the $crypto_{lib}$ index, a tool for decision-makers to choose the best fitting cryptography library for a given context. To define…
Blockchains have a storage scalability issue. Their size is not bounded and they grow indefinitely as time passes. As of August 2017, the Bitcoin blockchain is about 120 GiB big while it was only 75 GiB in August 2016. To benefit from…
We present Cryptomite, a Python library of randomness extractor implementations. The library offers a range of two-source, seeded and deterministic randomness extractors, together with parameter calculation modules, making it easy to use…
Bitcoin is a peer-to-peer cryptographic currency system. Since its introduction in 2008, Bitcoin has gained noticeable popularity, mostly due to its following properties: (1) the transaction fees are very low, and (2) it is not controlled…
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…
We design a novel calibration procedure that is designed to handle the specific characteristics of options on cryptocurrency markets, namely large bid-ask spreads and the possibility of missing or incoherent prices in the considered data…
Prediction of stock prices has been a crucial and challenging task, especially in the case of highly volatile digital currencies such as Bitcoin. This research examineS the potential of using neural network models, namely LSTMs and GRUs, to…
Forecasting cryptocurrencies as a financial issue is crucial as it provides investors with possible financial benefits. A small improvement in forecasting performance can lead to increased profitability; therefore, obtaining a realistic…
One reason for the popularity of Bitcoin is due to its anonymity. Although several heuristics have been used to break the anonymity, new approaches are proposed to enhance its anonymity at the same time. One of them is the mixing service.…
The Bitcoin payment system involves two agent types: Users that transact with the currency and pay fees and miners in charge of authorizing transactions and securing the system in return for these fees. Two of Bitcoin's challenges are (i)…
This paper documents the installation, configuration, and operation of a full Bitcoin node in a Linux environment, from manual compilation of the source code to complete synchronization with the network. The technical phases of the process…
Bitcoin uses blockchain technology to maintain transactions order and provides probabilistic guarantee to prevent double-spending, assuming that an attacker's computational power does not exceed %50 of the network power. In this paper, we…
This paper describes an analytical modeling tool called Bitlet that can be used, in a parameterized fashion, to understand the affinity of workloads to processing-in-memory (PIM) as opposed to traditional computing. The tool uncovers…