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Cryptocurrencies are no longer just the preferred option for cybercriminal activities on darknets, due to the increasing adoption in mainstream applications. This is partly due to the transparency associated with the underpinning ledgers,…

Cryptography and Security · Computer Science 2024-01-08 Yuexin Xiang , Yuchen Lei , Ding Bao , Wei Ren , Tiantian Li , Qingqing Yang , Wenmao Liu , Tianqing Zhu , Kim-Kwang Raymond Choo

Public blockchains provide a decentralized method for storing transaction data and have many applications in different sectors. In order for users to track transactions, a simple method is to let them keep a local copy of the entire public…

Cryptography and Security · Computer Science 2018-11-13 Lei Xu , Lin Chen , Zhimin Gao , Shouhuai Xu , Weidong Shi

This study, to the best of our knowledge for the first time, delves into the spatiotemporal dynamics of Bitcoin transactions, shedding light on the scaling laws governing its geographic usage. Leveraging a dataset of IP addresses and…

Social and Information Networks · Computer Science 2023-09-22 Lajos Kelemen , István András Seres , Ágnes Backhausz

In Bitcoin system, transactions are prioritized according to transaction fees. Transactions without fees are given low priority and likely to wait for confirmation. Because the demand of micro payment in Bitcoin is expected to increase due…

Cryptography and Security · Computer Science 2020-03-10 Shoji Kasahara , Jun Kawahara

With the continuous expansion of blockchain application scenarios, consortium chains have raised higher performance and security requirements for consensus mechanisms. Unlike public blockchains, consortium chains typically implement an…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-20 Wen Gao , Xinhong Hei , Yichuan Wang

Digital currencies have become popular in the last decade due to their non-dependency and decentralized nature. The price of these currencies has seen a lot of fluctuations at times, which has increased the need for prediction. As their…

Statistical Finance · Quantitative Finance 2025-01-24 Ramin Mousa , Meysam Afrookhteh , Hooman Khaloo , Amir Ali Bengari , Gholamreza Heidary

This paper studies how to forecast daily closing price series of Bitcoin, using data on prices and volumes of prior days. Bitcoin price behaviour is still largely unexplored, presenting new opportunities. We compared our results with two…

Statistical Finance · Quantitative Finance 2020-01-07 Nicola Uras , Lodovica Marchesi , Michele Marchesi , Roberto Tonelli

We study the problem of the intraday short-term volume forecasting in cryptocurrency exchange markets. The predictions are built by using transaction and order book data from different markets where the exchange takes place.…

Trading and Market Microstructure · Quantitative Finance 2020-12-03 Nino Antulov-Fantulin , Tian Guo , Fabrizio Lillo

We present a new Bitcoin coin selection algorithm, "coin selection with leverage", which aims to improve upon cost savings than that of standard knapsack like approaches. Parameters to the new algorithm are available to be tuned at the…

Data Structures and Algorithms · Computer Science 2019-11-14 Daniel J. Diroff

Cryptocurrencies such as Bitcoin and Ethereum have recently gained a lot of popularity, not only as a digital form of currency but also as an investment vehicle. Online marketplaces and exchanges allow users across the world to convert…

Discrete Mathematics · Computer Science 2018-07-17 Francesco Bortolussi , Zeger Hoogeboom , Frank W. Takes

Over the past decade, the blockchain technology and its Bitcoin cryptocurrency have received considerable attention. Bitcoin has experienced significant price swings in daily and long-term valuations. In this paper, we propose a partial…

Pricing of Securities · Quantitative Finance 2020-08-26 Yufang Wang , Haiyan Wang

Almost all applications stop scaling at some point; those that don't are seldom performant when considering time to solution on anything but aspirational/unicorn resources. Recognizing these tradeoffs as well as greater user functionality…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-28 Stephen Hudson , Jeffrey Larson , John-Luke Navarro , Stefan M. Wild

We show Bitcoin implied volatility on a 5 minute time horizon is modestly predictable from price, volatility momentum and alternative data including sentiment and engagement. Lagged Bitcoin index price and volatility movements contribute to…

Statistical Finance · Quantitative Finance 2020-10-30 Faizaan Pervaiz , Christopher Goh , Ashley Pennington , Samuel Holt , James West , Shaun Ng

Multiple works have leveraged the public Bitcoin ledger to estimate the revenue cybercriminals obtain from their victims. Estimations focusing on the same target often do not agree, due to the use of different methodologies, seed addresses,…

Cryptography and Security · Computer Science 2023-11-29 Gibran Gomez , Kevin van Liebergen , Juan Caballero

Historically, gold and silver have played distinct roles in traditional monetary systems. While gold has primarily been revered as a superior store of value, prompting individuals to hoard it, silver has commonly been used as a medium of…

Computational Engineering, Finance, and Science · Computer Science 2025-08-11 Haoyang Yu , Yutong Sun , Yulin Liu , Luyao Zhang

In this paper we apply neural networks and Artificial Intelligence (AI) to historical records of high-risk cryptocurrency coins to train a prediction model that guesses their price. This paper's code contains Jupyter notebooks, one of which…

Machine Learning · Computer Science 2022-03-01 Jacques Fleischer , Gregor von Laszewski , Carlos Theran , Yohn Jairo Parra Bautista

There is increasing interest in applying verification tools to programs that have bitvector operations (eg., binaries). SMT solvers, which serve as a foundation for these tools, have thus increased support for bitvector reasoning through…

Programming Languages · Computer Science 2021-08-31 Yuandong Cyrus Liu , Chengbin Pang , Daniel Dietsch , Eric Koskinen , Ton-Chanh Le , Georgios Portokalidis , Jun Xu

The aim of this paper is to investigate the effect of a novel method called linear law-based feature space transformation (LLT) on the accuracy of intraday price movement prediction of cryptocurrencies. To do this, the 1-minute interval…

Statistical Finance · Quantitative Finance 2023-05-09 Marcell T. Kurbucz , Péter Pósfay , Antal Jakovác

Time series forecasting is a key tool in financial markets, helping to predict asset prices and guide investment decisions. In highly volatile markets, such as cryptocurrencies like Bitcoin (BTC) and Ethereum (ETH), forecasting becomes more…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Mabsur Fatin Bin Hossain , Lubna Zahan Lamia , Md Mahmudur Rahman , Md Mosaddek Khan

Libraries are seeing growing numbers of digitized textual corpora that frequently come with restrictions on their content. Computational analysis corpora that are large, while of interest to scholars, can be cumbersome because of the…

Performance · Computer Science 2019-03-05 Zong Peng , Beth Plale
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