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A blockchain replaces central counterparties with time-consuming consensus protocols to record the transfer of ownership. This settlement latency slows cross-exchange trading, exposing arbitrageurs to price risk. Off-chain settlement,…

Trading and Market Microstructure · Quantitative Finance 2023-10-20 Nikolaus Hautsch , Christoph Scheuch , Stefan Voigt

Recently, digital payment systems have significantly changed people's lifestyles. New challenges have surfaced in monitoring and guaranteeing the integrity of payment processing systems. One important task is to predict the future…

Statistical Finance · Quantitative Finance 2020-08-05 Zhongfang Zhuang , Chin-Chia Michael Yeh , Liang Wang , Wei Zhang , Junpeng Wang

Although the emergence of the programmable smart contract makes blockchain systems easily embrace a wider range of industrial areas, how to execute smart contracts efficiently becomes a big challenge nowadays. Due to the existence of…

Databases · Computer Science 2019-05-20 Shuaifeng Pang , Xiaodong Qi , Zhao Zhang , Cheqing Jin , Aoying Zhou

BitCoin transactions are malleable in a sense that given a transaction an adversary can easily construct an equivalent transaction which has a different hash. This can pose a serious problem in some BitCoin distributed contracts in which…

Cryptography and Security · Computer Science 2013-12-12 Marcin Andrychowicz , Stefan Dziembowski , Daniel Malinowski , Łukasz Mazurek

Process (or workflow) execution on blockchain suffers from limited scalability; specifically, costs in the form of transactions fees are a major limitation for employing traditional public blockchain platforms in practice. Research, so far,…

Software Engineering · Computer Science 2024-07-10 Fabian Stiehle , Ingo Weber

Public blockchains have spurred the growing popularity of decentralized transactions and smart contracts, but they exhibit limitations on the transaction throughput, storage, and computation. To avoid transaction gridlock, public…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-07-13 Nikolay Ivanov , Qiben Yan , Qingyang Wang

Options are fundamental to blockchain-based financial services, offering essential tools for risk management and price speculation, which enhance liquidity, flexibility, and market efficiency in decentralized finance (DeFi). Despite the…

Cryptography and Security · Computer Science 2025-05-27 Zifan Peng , Yingjie Xue , Jingyu Liu

Blockchain is an essentially distributed database recording all transactions or digital events among participating parties. Each transaction in the records is approved and verified by consensus of the participants in the system that…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-07-07 Jie You

Sharding is a technique to speed up transaction processing in blockchains, where the $n$ processing nodes in the blockchain are divided into $s$ disjoint groups (shards) that can process transactions in parallel. We study dynamic scheduling…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-08-14 Ramesh Adhikari , Costas Busch , Miroslav Popovic

Although blockchain, the supporting technology of various cryptocurrencies, has offered a potentially effective framework for numerous decentralized trust management systems, its performance is still sub-optimal in real-world networks. With…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-04-05 Canran Wang , Netanel Raviv

In this paper, we propose a technique for rebalancing link weights in decentralized credit networks. Credit networks are peer-to-peer trust-based networks that enable fast and inexpensive cross-currency transactions compared to traditional…

Cryptography and Security · Computer Science 2020-03-10 Lalitha Muthu Subramanian , Roopa Vishwanathan , Kartick Kolachala

Construction project governance relies on agreements between the actors along the construction industry value chain. The mutual obligations arising from these contracts rely on timely monetary transactions. Despite the advantages of…

Blockchains have a two-sided reputation: they are praised for disrupting some of our institutions through innovative technology for good, yet notorious for being slow and expensive to use. In this work, we tackle this issue with…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-02-19 Kian Paimani

In this paper we discuss how conventional business contracts can be converted into smart contracts---their electronic equivalents that can be used to systematically monitor and enforce contractual rights, obligations and prohibitions at run…

Computers and Society · Computer Science 2018-05-03 Carlos Molina-Jimenez , Ellis Solaiman , Ioannis Sfyrakis , Irene Ng , Jon Crowcroft

An option is a financial agreement between two parties to trade two assets. One party is given the right, but not the obligation, to complete the swap before a specified termination time. In todays financial markets, an option is considered…

Cryptography and Security · Computer Science 2022-05-09 Daniel Engel , Yingjie Xue

Existing blockchain systems scale poorly because of their distributed consensus protocols. Current attempts at improving blockchain scalability are limited to cryptocurrency. Scaling blockchain systems under general workloads (i.e.,…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-03-13 Hung Dang , Tien Tuan Anh Dinh , Dumitrel Loghin , Ee-Chien Chang , Qian Lin , Beng Chin Ooi

Transaction fee plays an important role in determining the priority of transaction processing in public blockchain systems. Owing to the observability of unconfirmed transactions, a strategic user can postpone his transaction broadcasting…

Computer Science and Game Theory · Computer Science 2025-12-29 Qianlan Bai , Yuedong Xu , Zhijian Zhou , Xin Wang

Plasma is a framework for scalable off-chain computation. We describe and evaluate Plasma Cash, an improved Plasma construction which leverages non-fungible tokens and Sparse Merkle Trees to reduce the data storage and bandwidth…

Cryptography and Security · Computer Science 2019-11-28 Georgios Konstantopoulos

We consider the Windows Scheduling problem. The problem is a restricted version of Unit-Fractions Bin Packing, and it is also called Inventory Replenishment in the context of Supply Chain. In brief, the problem is to schedule the use of…

Data Structures and Algorithms · Computer Science 2014-04-07 Martin Farach-Colton , Katia Leal , Miguel A. Mosteiro , Christopher Thraves

Although blockchain, the supporting technology of Bitcoin and various cryptocurrencies, has offered a potentially effective framework for numerous applications, it still suffers from the adverse affects of the impossibility triangle.…

Cryptography and Security · Computer Science 2020-11-03 Canran Wang , Netanel Raviv