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Motivated by bursty bandwidth allocation and by the allocation of virtual machines to servers in the cloud, we consider the online problem of packing items with random sizes into unit-capacity bins. Items arrive sequentially, but upon…
We survey recent results on the mathematical stability of Bitcoin protocol. Profitability and probability of a double spend are estimated in closed form with classical special functions. The stability of Bitcoin mining rules is analyzed and…
This paper presents LibMTL, an open-source Python library built on PyTorch, which provides a unified, comprehensive, reproducible, and extensible implementation framework for Multi-Task Learning (MTL). LibMTL considers different settings…
Bitcoin is one of the cryptocurrencies that is gaining more popularity in recent years. Previous studies have shown that closing price alone is not enough to forecast stock market series. We introduce a new set of time series and…
Bitcoin is the cryptocurrency with the largest market capitalisation, but its widespread adoption is fundamentally limited by the scalability constraints of its consensus algorithm, which requires every transaction to be confirmed onchain.…
Determining the trust of an individual Bitcoin wallet is a difficult problem. There are no ratings, that offer vendors or exchanges meaningful information about the level of the taint of Bitcoins they are receiving. Lack of such information…
Cryptocurrencies as a new way of transferring assets and securing financial transactions have gained popularity in recent years. Transactions in cryptocurrencies are publicly available, hence, statistical studies on different aspects of…
We use a binary search tree and the simplex algorithm to measure the fraction of patterns that can be stored by an Ising perceptron. The algorithm is much faster than exhaustive search and allows us to obtain accurate statistics up to a…
Cryptocurrencies, such as Bitcoin, are one of the most controversial and complex technological innovations in today's financial system. This study aims to forecast the movements of Bitcoin prices at a high degree of accuracy. To this aim,…
A model is proposed for Bitcoin prices that takes into account market attention. Market attention, modeled by a mean-reverting Cox-Ingersoll-Ross processes, affects the volatility of Bitcoin returns, with some delay. The model is affine and…
Web-based hosting services for version control, such as GitHub, have made it easier for people to develop, share, and donate money to software repositories. In this paper, we study the use of Bitcoin to make donations to open source…
The Bitcoin Lightning Network is a Layer 2 payment protocol that addresses Bitcoin's scalability by facilitating quick and cost effective transactions through payment channels. This research explores the feasibility of using machine…
The rigorous security model of Bitcoin's UTXO architecture often comes at the cost of developer usability, forcing a reliance on manual stack manipulation that leads to critical financial vulnerabilities like signature malleability,…
Blockchain has been considered as an important technique to enable secure management of virtual network functions and network slices. To understand such capabilities of a blockchain, e.g. transaction confirmation time, demands a thorough…
The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces…
Increasing popularity of trading digital assets can lead to significant delays in Blockchain networks when processing transactions. When transaction fees become miners' primary revenue, an imbalance in reward may lead to miners adopting…
Blockchain technology, and more specifically Bitcoin (one of its foremost applications), have been receiving increasing attention in the scientific community. The first publications with Bitcoin as a topic, can be traced back to 2012. In…
The $\texttt{torch-choice}$ is an open-source library for flexible, fast choice modeling with Python and PyTorch. $\texttt{torch-choice}$ provides a $\texttt{ChoiceDataset}$ data structure to manage databases flexibly and…
We present TransactionGPT (TGPT), a foundation model for consumer transaction data within one of the world's largest payment networks. TGPT is designed to understand and generate transaction trajectories while simultaneously supporting a…
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…