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As 6G networks evolve, inter-provider agreements become crucial for dynamic resource sharing and network slicing across multiple domains, requiring on-demand capacity provisioning while enabling trustworthy interaction among diverse…

Networking and Internet Architecture · Computer Science 2025-03-04 Farhana Javed , Josep Mangues-Bafalluy

Smart contracts are programs that are executed on the blockchain and can hold, manage and transfer assets in the form of cryptocurrencies. The contract's execution is then performed on-chain and is subject to consensus, i.e. every node on…

Cryptography and Security · Computer Science 2023-09-21 Soroush Farokhnia

We discuss numerous justifications for why crypto-currencies would be highly conducive for the smooth functioning of today's society. We provide several comparisons between cryptocurrencies issued by blockchain projects, crypto, and…

General Economics · Economics 2023-07-18 Ravi Kashyap

Maximum extractable value (MEV) has been extensively studied. In most papers, the researchers have worked with the Ethereum blockchain almost exclusively. Even though, Ethereum and other blockchains have dynamic gas prices this is not the…

Cryptography and Security · Computer Science 2023-03-09 Facundo Carrillo , Elaine Hu

Credit networks represent a way of modeling trust between entities in a network. Nodes in the network print their own currency and trust each other for a certain amount of each other's currency. This allows the network to serve as a…

Trading and Market Microstructure · Quantitative Finance 2012-02-21 Pranav Dandekar , Ashish Goel , Ramesh Govindan , Ian Post

Thousands of cryptocurrencies have been issued and publicly exchanged since Bitcoin was invented in 2008. The total cryptocurrency market value exceeds 300 billion US dollars as of 2019. This paper analyzes the prices, volumes, blockchain…

Statistical Finance · Quantitative Finance 2022-04-21 Xiao Fan Liu , Zeng-Xian Lin , Xiao-Pu Han

Due to the widespread use of smart contracts, Ethereum has become the second-largest blockchain platform after Bitcoin. Many different types of Ethereum accounts (ICO, Mining, Gambling, etc.) also have quite active trading activities on…

Cryptography and Security · Computer Science 2022-11-16 Baoying Huang , Jieli Liu , Jiajing Wu , Quanzhong Li , Hao Lin

Unlike price fluctuations, the temporal structure of cryptocurrency trading has seldom been a subject of systematic study. In order to fill this gap, we analyse detrended correlations of the price returns, the average number of trades in…

Statistical Finance · Quantitative Finance 2022-08-03 Marcin Wątorek , Jarosław Kwapień , Stanisław Drożdż

Perpetual futures are the most popular cryptocurrency derivatives. Perpetuals offer leveraged exposure to their underlying without rollover or direct ownership. Unlike fixed-maturity futures, perpetuals are not guaranteed to converge to the…

Pricing of Securities · Quantitative Finance 2024-08-23 Songrun He , Asaf Manela , Omri Ross , Victor von Wachter

Smart contract platforms facilitate the development of important and diverse distributed applications in a simple manner. This simplicity stems from the inherent utility of employing the state of smart contracts to store, query and verify…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-08-05 Christos Patsonakis , Mema Roussopoulos

Numerous electronic cash schemes have been proposed over the years - however none have been embraced by financial institutions as an alternative to fiat currency. David Chaum's ecash scheme was the closest to something that mimicked a…

Cryptography and Security · Computer Science 2021-05-11 Hitesh Tewari

This study provides a practical introduction to high-frequency trading in blockchain-based currency markets. These types of markets have some specific characteristics that differentiate them from the stock markets, such as a large number of…

General Economics · Economics 2023-04-19 Vittorio Astarita

The blockchain paradigm provides a mechanism for content dissemination and distributed consensus on Peer-to-Peer (P2P) networks. While this paradigm has been widely adopted in industry, it has not been carefully analyzed in terms of its…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-22 Aditya Gopalan , Abishek Sankararaman , Anwar Walid , Sriram Vishwanath

Non-fungible tokens (NFTs) are unique digital items with blockchain managed ownership. Ethereum blockchain based smart contract created the environment for NFTs (ERC721) to reach its one of the most important future application domains. Non…

Social and Information Networks · Computer Science 2022-11-29 Prakhyat Khati

A non-fungible token (NFT) market is a new trading invention based on the blockchain technology which parallels the cryptocurrency market. In the present work we study capitalization, floor price, the number of transactions, the…

Computational Finance · Quantitative Finance 2024-01-17 Paweł Szydło , Marcin Wątorek , Jarosław Kwapień , Stanisław Drożdż

Elastic Cash is a new decentralized mechanism for regulating the money supply. The mechanism operates by modifying the supply so that an interest rate determined by a public market is kept approximately fixed. It can be incorporated into…

General Finance · Quantitative Finance 2023-01-24 Anup Rao

While Ethereum has successfully achieved dynamic availability together with safety, a fundamental delay remains between transaction execution and immutable finality. In Ethereum's current Gasper protocol, this latency is on the order of 15…

Cryptography and Security · Computer Science 2026-01-14 Yash Saraswat , Abhimanyu Nag

Blockchain-based cryptocurrencies have received extensive attention recently. Massive data has been stored on permission-less blockchains. The analysis on massive blockchain data can bring huge business values. However, the lack of…

Cryptography and Security · Computer Science 2019-12-18 Peilin Zheng , Zibin Zheng , Hong-ning Dai

In this paper, we make a case that endogenous tokens such as cryptoassets are not money. First, we define and classify tokens found on public, permissionless ledgers, contrasting them with privately issued stablecoins and proposed CBDC…

Cryptography and Security · Computer Science 2026-05-18 Alex Lynham , Geoffrey Goodell

Gasper, the consensus protocol currently employed by Ethereum, typically requires 64 to 95 slots -- the units of time during which a new chain extending the previous one by one block is proposed and voted -- to finalize. This means that…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-11-04 Francesco D'Amato , Roberto Saltini , Thanh-Hai Tran , Luca Zanolini
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