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Related papers: Bitcoin's Crypto Flow Network

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Bitcoin has attracted attention from different market participants due to unpredictable price patterns. Sometimes, the price has exhibited big jumps. Bitcoin prices have also had extreme, unexpected crashes. We test the predictive power of…

Statistical Finance · Quantitative Finance 2021-12-15 Andrés García-Medina , Toan Luu Duc Huynh3

We study the temporal evolution of the holding-time distribution of bitcoins and find that the average distribution of holding-time is a heavy-tailed power law extending from one day to over at least $200$ weeks with an exponent…

Trading and Market Microstructure · Quantitative Finance 2024-01-10 Didier Sornette , Yu Zhang

This paper investigates the cryptocurrency network of the FTX exchange during the collapse of its native token, FTT, to understand how network structures adapt to significant financial disruptions, by exploiting vertex centrality measures.…

Trading and Market Microstructure · Quantitative Finance 2025-05-20 Riccardo De Blasis , Luca Galati , Rosanna Grassi , Giorgio Rizzini

Bitcoin has emerged as a fascinating phenomenon of the financial markets. Without any central authority issuing the currency, it has been associated with controversy ever since its popularity and public interest reached high levels. Here,…

Computational Finance · Quantitative Finance 2018-10-30 Ladislav Kristoufek

Blockchain systems run consensus rules as code to agree on the state of the distributed ledger and secure the network. Changing these rules can be risky and challenging. In addition, it can often be controversial and take much effort to…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-02-15 Jakob Svennevik Notland , Mariusz Nowostawski , Jingyue Li

The Bitcoin protocol allows to save arbitrary data on the blockchain through a special instruction of the scripting language, called OP_RETURN. A growing number of protocols exploit this feature to extend the range of applications of the…

Cryptography and Security · Computer Science 2017-03-02 Massimo Bartoletti , Livio Pompianu

In recent years, the tendency of the number of financial institutions including cryptocurrencies in their portfolios has accelerated. Cryptocurrencies are the first pure digital assets to be included by asset managers. Although they have…

Trading and Market Microstructure · Quantitative Finance 2022-01-31 Fan Fang , Carmine Ventre , Michail Basios , Leslie Kanthan , Lingbo Li , David Martinez-Regoband , Fan Wu

Cryptocurrencies aim to replicate physical cash in the digital realm while removing centralized and trusted intermediaries. Decentralization is achieved by the blockchain, a permanent public ledger that contains a record of every…

Cryptography and Security · Computer Science 2024-06-04 Domokos Miklós Kelen , István András Seres

Crypto-coins (also known as cryptocurrencies) are tradable digital assets. Notable examples include Bitcoin, Ether and Litecoin. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption…

Statistical Finance · Quantitative Finance 2022-12-05 Pasquale De Rosa , Valerio Schiavoni

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

"Code is law" is the funding principle of cryptocurrencies. The security, transferability, availability and other properties of a crypto-asset are determined by the code through which it is created. If code is open source, as it happens for…

Statistical Finance · Quantitative Finance 2020-12-23 Lorenzo Lucchini , Laura Alessandretti , Bruno Lepri , Angela Gallo , Andrea Baronchelli

Bitcoin is the most successful cryptocurrency so far. This is mainly due to its novel consensus algorithm, which is based on proof-of-work combined with a cryptographically-protected data structure and a rewarding scheme that incentivizes…

Cryptography and Security · Computer Science 2019-05-24 Pawel Szalachowski , Daniel Reijsbergen , Ivan Homoliak , Siwei Sun

The rise in adoption of cryptoassets has brought many new and inexperienced investors in the cryptocurrency space. These investors can be disproportionally influenced by information they receive online, and particularly from social media.…

Human-Computer Interaction · Computer Science 2023-06-26 Karolis Zilius , Tasos Spiliotopoulos , Aad van Moorsel

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…

Cryptography and Security · Computer Science 2024-11-19 Ghader Ebrahimpour , Mohammad Sayad Haghighi

Money flow models are essential tools to understand different economical phenomena, like saving propensities and wealth distributions. In spite of their importance, most of them are based on synthetic transaction networks with simple…

General Finance · Quantitative Finance 2016-08-03 Massimiliano Zanin , David Papo , Miguel Romance , Regino Criado , Santiago Moral

Bitcoin as a cryptocurrency has been one of the most important digital coins and the first decentralized digital currency. Deep neural networks, on the other hand, has shown promising results recently; however, we require huge amount of…

Statistical Finance · Quantitative Finance 2023-11-14 Parth Daxesh Modi , Kamyar Arshi , Pertami J. Kunz , Abdelhak M. Zoubir

The cryptocurrency market surpassed the barrier of \$100 billion market capitalization in June 2017, after months of steady growth. Despite its increasing relevance in the financial world, however, a comprehensive analysis of the whole…

Most public blockchain protocols, including the popular Bitcoin and Ethereum blockchains, do not formally specify the order in which miners should select transactions from the pool of pending (or uncommitted) transactions for inclusion in…

Cryptography and Security · Computer Science 2021-10-25 Johnnatan Messias , Mohamed Alzayat , Balakrishnan Chandrasekaran , Krishna P. Gummadi , Patrick Loiseau , Alan Mislove

Bitcoin's limited scripting capabilities and lack of native interoperability mechanisms have constrained its integration into the broader blockchain ecosystem, especially decentralized finance (DeFi) and multi-chain applications. This paper…

Cryptography and Security · Computer Science 2025-11-04 Guojun Tang , Carylyne Chan , Ning Nan , Spencer Yang , Jiayu Zhou , Henry Leung , Mohammad Mamun , Steve Drew

It is no exaggeration to say that since the introduction of Bitcoin, blockchains have become a disruptive technology that has shaken the world. However, the rising popularity of the paradigm has led to a flurry of proposals addressing…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-08-23 Christopher Natoli , Jiangshan Yu , Vincent Gramoli , Paulo Esteves-Verissimo