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Configuring the Linux kernel to meet specific requirements, such as binary size, is highly challenging due to its immense complexity-with over 15,000 interdependent options evolving rapidly across different versions. Although several…

Software Engineering · Computer Science 2025-05-14 Heraldo Borges , Juliana Alves Pereira , Djamel Eddine Khelladi , Mathieu Acher

The size of a data structure (i.e., the number of elements in it) is a widely used property of a data set. However, for concurrent programs, obtaining a correct size efficiently is non-trivial. In fact, the literature does not offer a…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-09-16 Gal Sela , Erez Petrank

The cryptocurrency market is a very huge market without effective supervision. It is of great importance for investors and regulators to recognize whether there are market manipulation and its manipulation patterns. This paper proposes an…

General Finance · Quantitative Finance 2019-02-07 Weili Chen , Jun Wu , Zibin Zheng , Chuan Chen , Yuren Zhou

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

This study proposes a hybrid deep learning model for forecasting the price of Bitcoin, as the digital currency is known to exhibit frequent fluctuations. The models used are the Variational Mode Decomposition (VMD) and the Long Short-Term…

Statistical Finance · Quantitative Finance 2025-10-21 Emmanuel Boadi

The cryptocurrency market is highly volatile compared to traditional financial markets. Hence, forecasting its volatility is crucial for risk management. In this paper, we investigate CryptoQuant data (e.g. on-chain analytics, exchange and…

Trading and Market Microstructure · Quantitative Finance 2024-06-13 Dorien Herremans , Kah Wee Low

Cryptocurrency blockchains, beyond their primary role as distributed payment systems, are increasingly used to store and share arbitrary content, such as text messages and files. Although often non-financial, this hidden content can impact…

Machine Learning · Computer Science 2025-04-21 Charalampos Kleitsikas , Nikolaos Korfiatis , Stefanos Leonardos , Carmine Ventre

This study evaluates the performance of 41 machine learning models, including 21 classifiers and 20 regressors, in predicting Bitcoin prices for algorithmic trading. By examining these models under various market conditions, we highlight…

Trading and Market Microstructure · Quantitative Finance 2024-07-29 Abdul Jabbar , Syed Qaisar Jalil

Digital currencies and cryptocurrencies have hesitantly started to penetrate the investors, and the next step will be the regulatory risk management framework. We examine the Value-at-Risk and Expected Shortfall properties for the major…

Risk Management · Quantitative Finance 2017-08-31 Stavros Stavroyiannis

Bitcoin is a popular digital currency for online payments, realized as a decentralized peer-to-peer electronic cash system. Bitcoin keeps a ledger of all transactions; the majority of the participants decides on the correct ledger. Since…

Logic in Computer Science · Computer Science 2015-11-16 Kaylash Chaudhary , Ansgar Fehnker , Jaco van de Pol , Marielle Stoelinga

Linear algebra is a major field of numerical computation and is widely applied. Most linear algebra libraries (in most programming languages) do not statically guarantee consistency of the dimensions of vectors and matrices, causing runtime…

Programming Languages · Computer Science 2015-12-08 Akinori Abe , Eijiro Sumii

In recent years a new type of tradable assets appeared, generically known as cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper investigates some statistical properties of the Bitcoin market. This…

Statistical Finance · Quantitative Finance 2017-08-16 Aurelio F. Bariviera , María José Basgall , Waldo Hasperué , Marcelo Naiouf

Cryptocurrencies, based on and led by Bitcoin, have shown promise as infrastructure for pseudonymous online payments, cheap remittance, trustless digital asset exchange, and smart contracts. However, Bitcoin-derived blockchain protocols…

Cryptography and Security · Computer Science 2015-11-12 Ittay Eyal , Adem Efe Gencer , Emin Gun Sirer , Robbert van Renesse

Consensus protocols are currently the bottlenecks that prevent blockchain systems from scaling. However, we argue that transaction execution is also important to the performance and security of blockchains. In other words, there are ample…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-07-15 Daniël Reijsbergen , Tien Tuan Anh Dinh

Public companies and institutional investors that hold Bitcoin face increasing pressure to show solvency, manage risk, and satisfy regulatory expectations without exposing internal wallet structures or trading strategies. This paper…

Cryptography and Security · Computer Science 2025-12-04 Jose E. Puente , Carlos Puente

We present Bitcoin Security Tables computing the probability of success p(z,q,t) of a double spend attack by an attacker controlling a share q of the hashrate after z confirmations in time t.

Cryptography and Security · Computer Science 2017-02-20 Cyril Grunspan , Ricardo Pérez-Marco

The paper aims to do a survey along with a comparative analysis of the various cryptography libraries that are applicable in the field of Internet of Things (IoT). The first half of the paper briefly introduces the various cryptography…

Cryptography and Security · Computer Science 2023-07-19 Uday Kumar , Tuhin Borgohain , Sugata Sanyal

The volatility and complex dynamics of cryptocurrency markets present unique challenges for accurate price forecasting. This research proposes a hybrid deep learning and machine learning model that integrates Long Short-Term Memory (LSTM)…

Machine Learning · Computer Science 2025-06-30 Mehul Gautam

The objective of this paper is to assess the performances of dimensionality reduction techniques to establish a link between cryptocurrencies. We have focused our analysis on the two most traded cryptocurrencies: Bitcoin and Ethereum. To…

Statistical Finance · Quantitative Finance 2022-02-11 Hugo Inzirillo , Benjamin Mat

Optimization techniques play an important role in several scientific and real-world applications, thus becoming of great interest for the community. As a consequence, a number of open-source libraries are available in the literature, which…

Neural and Evolutionary Computing · Computer Science 2017-04-19 Joao Paulo Papa , Gustavo Henrique Rosa , Douglas Rodrigues , Xin-She Yang