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Bitcoin has become the leading cryptocurrency system, but the limit on its transaction processing capacity has resulted in increased transaction fees and delayed transaction confirmation. As such, it is pertinent to understand and probably…

Cryptography and Security · Computer Science 2021-06-21 Befekadu G. Gebraselase , Bjarne E. Helvik , Yuming Jiang

Cryptocurrencies and Blockchain-based technologies are disrupting all markets. While the potential of such technologies remains to be seen, there is a current need to understand emergent patterns of user behavior and token adoption in order…

Social and Information Networks · Computer Science 2020-05-26 Alfredo J. Morales , Shahar Somin , Yaniv Altshuler , Alex 'Sandy' Pentland

With the recent prevalence of darkweb/deepweb (D2web) sites specializing in the trade of exploit kits and malware, malicious actors have easy-access to a wide-range of tools that can empower their offensive capability. In this study, we…

Cryptography and Security · Computer Science 2018-11-01 Mohammed Almukaynizi , Vivin Paliath , Malay Shah , Malav Shah , Paulo Shakarian

XRP Ledger is one of the oldest, well-established blockchains. Despite the popularity of the XRP Ledger, little is known about its underlying peer-to-peer network. The structural properties of a network impact its efficiency, security and…

Computational Engineering, Finance, and Science · Computer Science 2023-01-11 Vytautas Tumas , Sean Rivera , Damien Magoni , Radu State

Bitcoin is a digital currency and electronic payment system operating over a peer-to-peer network on the Internet. One of its most important properties is the high level of anonymity it provides for its users. The users are identified by…

Applications · Statistics 2019-04-12 Péter L. Juhász , József Stéger , Dániel Kondor , Gábor Vattay

In this paper we describe LUNES-Blockchain, an agent-based simulator of blockchains that relies on Parallel and Distributed Simulation (PADS) techniques to obtain high scalability. The software is organized as a multi-level simulator that…

Cryptography and Security · Computer Science 2021-09-20 Luca Serena , Gabriele D'Angelo , Stefano Ferretti

The Bitcoin protocol prevents the occurrence of double-spending (DS), i.e. the utilization of the same currency unit more than once. At the same time a DS attack, where more conflicting transactions are generated, might be performed to…

Physics and Society · Physics 2018-09-21 Marco Alberto Javarone , Craig Steven Wright

The Bitcoin Lightning Network (LN) is designed to improve the scalability of blockchain systems by using off-chain payment paths to settle transactions in a faster, cheaper, and more private manner. This work aims to empirically study LN's…

Computer Science and Game Theory · Computer Science 2023-12-29 Andrea Carotti , Cosimo Sguanci , Anastasios Sidiropoulos

The purpose of this work was to perform a network analysis on the rapidly growing bitcoin transaction network. Using a web-socket API, we collected data on all transactions occurring during a six hour window. Sender and receiver addresses…

Social and Information Networks · Computer Science 2022-07-05 Lambert T. Leong

Blockchain and other forms of distributed ledger technology (DLT) provide an opportunity to integrate digital information, management, and contracts to increase trust and collaboration within the construction industry. DLT enables direct…

Cryptography and Security · Computer Science 2020-04-23 Jens J. Hunhevicz , Daniel M. Hall

We study recurrent patterns in volatility and volume for major cryptocurrencies, Bitcoin and Ether, using data from two centralized exchanges (Coinbase Pro and Binance) and a decentralized exchange (Uniswap V2). We find systematic patterns…

Trading and Market Microstructure · Quantitative Finance 2021-11-05 Peter Reinhard Hansen , Chan Kim , Wade Kimbrough

Blockchains are significantly easing trade finance, with billions of dollars worth of assets being transacted daily. However, analyzing these networks remains challenging due to the sheer volume and complexity of the data. We introduce a…

Machine Learning · Computer Science 2024-05-07 Jason Zhu , Arijit Khan , Cuneyt Gurcan Akcora

The Lightning Network is a so-called second-layer technology built on top of the Bitcoin blockchain to provide "off-chain" fast payment channels between users, which means that not all transactions are settled and stored on the main…

Computers and Society · Computer Science 2019-12-10 Silvia Bartolucci , Fabio Caccioli , Pierpaolo Vivo

Blockchain uses the idea of storing transaction data in the form of a distributed ledger wherein each node in the network stores a current copy of the sequence of transactions in the form of a hash chain. This requirement of storing the…

Information Theory · Computer Science 2018-01-09 Ravi Kiran Raman , Lav R. Varshney

The world economy is experiencing the novel adoption of distributed currencies that are free from the control of central banks. Distributed currencies suffer from extreme volatility, and this can lead to catastrophic implications during…

Cryptography and Security · Computer Science 2022-06-22 Jacques Bou Abdo , Shuvalaxmi Dass , Basheer Qolomany , Liaquat Hossain

Dark web marketplaces have been a significant outlet for illicit trade, serving millions of users worldwide for over a decade. However, not all users are the same. This paper aims to identify the key players in Bitcoin transaction networks…

We analyze the token transfer network on Ethereum, focusing on accounts associated with Alameda Research, a cryptocurrency trading firm implicated in the misuse of FTX customer funds. Using a multi-token network representation, we examine…

Social and Information Networks · Computer Science 2024-09-18 Célestin Coquidé , Rémy Cazabet , Natkamon Tovanich

This paper identifies the cryptocurrency market crashes and analyses its dynamics using the complex network. We identify three distinct crashes during 2017-20, and the analysis is carried out by dividing the time series into pre-crash,…

Statistical Finance · Quantitative Finance 2024-05-10 Kundan Mukhia , Anish Rai , SR Luwang , Md Nurujjaman , Sushovan Majhi , Chittaranjan Hens

The utilization of Large Language Models (LLMs) in financial trading has primarily been concentrated within the stock market, aiding in economic and financial decisions. Yet, the unique opportunities presented by the cryptocurrency market,…

Trading and Market Microstructure · Quantitative Finance 2024-07-16 Yuan Li , Bingqiao Luo , Qian Wang , Nuo Chen , Xu Liu , Bingsheng He

Distributed Leger Technologies (DLTs), most notably Blockchain technologies, bring decentralised platforms that eliminate a single trusted third party and avoid the notorious single point of failure vulnerability. Since Nakamoto's Bitcoin…

Cryptography and Security · Computer Science 2019-11-21 Qiang Tang