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This paper studies the dynamic market linkages among cryptocurrencies during August 2015 - July 2020 and finds a substantial increase in market linkages for both returns and volatilities. We use different methodologies to check the…

Statistical Finance · Quantitative Finance 2020-10-01 Nektarios Aslanidis , Aurelio F. Bariviera , Alejandro Perez-Laborda

Since the creation of Bitcoin, transaction tracking is one of the prominent means for following the movement of Bitcoins involved in illegal activities. Although every Bitcoin transaction is recorded in the blockchain database, which is…

Cryptography and Security · Computer Science 2019-12-06 Tin Tironsakkul , Manuel Maarek , Andrea Eross , Mike Just

Blockchain also known as a distributed ledger technology stores different transactions/operations in a chain of blocks in a distributed manner without needing a trusted third-party. Blockchain is proven to be immutable which helps for…

Cryptography and Security · Computer Science 2019-04-30 Danda B. Rawat , Vijay Chaudhary , Ronald Doku

With the rapid growth of e-commerce, online payment fraud has become increasingly complex, posing serious threats to financial security and consumer trust. Traditional detection methods often struggle to capture the intricate relational…

Computational Engineering, Finance, and Science · Computer Science 2025-09-15 RuiHan Luo , Nanxi Wang , Xiaotong Zhu

The bitcoin peer-to-peer network has drawn significant attention from researchers, but so far has mostly focused on publicly visible portions of the network, i.e., publicly reachable peers. This mostly ignores the hidden parts of the…

Networking and Internet Architecture · Computer Science 2017-09-21 Liang Wang , Ivan Pustogarov

Maintaining a balance between returns and volatility is a common strategy for portfolio diversification, whether investing in traditional equities or digital assets like cryptocurrencies. One approach for diversification is the application…

General Economics · Economics 2025-04-01 Dimitar Kitanovski , Igor Mishkovski , Viktor Stojkoski , Miroslav Mirchev

A main focus in economics research is understanding the time series of prices of goods and assets. While statistical models using only the properties of the time series itself have been successful in many aspects, we expect to gain a better…

Physics and Society · Physics 2014-12-15 Dániel Kondor , István Csabai , János Szüle , Márton Pósfai , Gábor Vattay

This thesis presents techniques to investigate transactions in uncharted cryptocurrencies and services. Cryptocurrencies are used to securely send payments online. Payments via the first cryptocurrency, Bitcoin, use pseudonymous addresses…

Cryptography and Security · Computer Science 2022-03-29 Haaroon Yousaf

The various applications using Distributed Ledger Technologies (DLT) or blockchains, have led to the introduction of a new `marketplace' where multiple types of digital assets may be exchanged. As each blockchain is designed to support…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-21 Antonio Fernandez Anta , Chryssis Georgiou , Nicolas Nicolaou

Numerous studies have been conducted to investigate the properties of large-scale temporal graphs. Despite the ubiquity of these graphs in real-world scenarios, it's usually impractical for us to obtain the whole real-time graphs due to…

Artificial Intelligence · Computer Science 2023-10-20 Zhen Zhang , Bingqiao Luo , Shengliang Lu , Bingsheng He

This thesis focuses on aspects related to the functioning of the gossip networks underlying three relatively popular cryptocurrencies: Ethereum, Nano and IOTA. We look at topics such as automatic discovery of peers when a new node joins the…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-08-13 Sunny Katkuri

Bitcoin is one of the decentralized cryptocurrencies powered by a peer-to-peer blockchain network. Parties who trade in the bitcoin network are not required to disclose any personal information. Such property of anonymity, however,…

Cryptography and Security · Computer Science 2022-11-29 Zhengjie Huang , Yunyang Huang , Peng Qian , Jianhai Chen , Qinming He

Since the introduction of Bitcoin in 2009, the dramatic and unsteady evolution of the cryptocurrency market has also been driven by large investments by traditional and cryptocurrency-focused hedge funds. Notwithstanding their critical…

Statistical Finance · Quantitative Finance 2023-01-11 Luca Mungo , Silvia Bartolucci , Laura Alessandretti

Blockchain data analysis is essential for deriving insights, tracking transactions, identifying patterns, and ensuring the integrity and security of decentralized networks. It plays a key role in various areas, such as fraud detection,…

Cryptography and Security · Computer Science 2024-12-16 Kentaroh Toyoda , Xiao Wang , Mingzhe Li , Bo Gao , Yuan Wang , Qingsong Wei

We propose a new approach, termed Hybrid DLT, to address a broad range of industrial use cases where certain properties of both private and public DLTs are valuable, while other properties may be unnecessary or detrimental. The Hybrid DLT…

Cryptography and Security · Computer Science 2023-04-17 Andrea Canciani , Claudio Felicioli , Andrea Lisi , Fabio Severino

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

Bitcoin brings a new type of digital currency that does not rely on a central system to maintain transactions. By benefiting from the concept of decentralized ledger, users who do not know or trust each other can still conduct transactions…

Cryptography and Security · Computer Science 2019-09-17 Zhimin Gao , Lei Xu , Keshav Kasichainula , Lin Chen , Bogdan Carbunar , Weidong Shi

Money launderers take advantage of limitations in existing detection approaches by hiding their financial footprints in a deceitful manner. They manage this by replicating transaction patterns that the monitoring systems cannot easily…

Machine Learning · Computer Science 2026-04-15 Haseeb Tariq , Alen Kaja , Marwan Hassani

The data collected from Internet of Things (IoT) devices on various emissions or pollution, can have a significant economic value for the stakeholders. This makes it prone to abuse or tampering and brings forward the need to integrate IoT…

Cryptography and Security · Computer Science 2021-01-05 Lam D. Nguyen , Anders E. Kalør , Israel Leyva-Mayorga , Petar Popovski

Blockchain technology is an interlinked systematic chain of blocks that contains transaction history and other user data. It works under the principle of decentralized distributed digital ledger. This technology enables cryptographically…

Cryptography and Security · Computer Science 2020-12-25 AKM Bahalul Haque , Mahbubur Rahman
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