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Related papers: Dynamics of Bitcoin mining

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Using the asymmetric stochastic volatility model, this study investigates the day-of-the-week and holiday effects on the returns and volatility of Bitcoin from January 1, 2013 to August 31, 2019; in this context, we also discuss the…

Statistical Finance · Quantitative Finance 2022-10-17 Noriyuki Kunimoto , Kazuhiko Kakamu

We report on the use of sentiment analysis on news and social media to analyze and predict the price of Bitcoin. Bitcoin is the leading cryptocurrency and has the highest market capitalization among digital currencies. Predicting Bitcoin…

Information Retrieval · Computer Science 2020-02-04 Pratikkumar Prajapati

Mining pools, the main components of the Bitcoin network, dominate the computing resources and play essential roles in network security and performance aspects. Although many existing measurements of the Bitcoin network are available,…

Cryptography and Security · Computer Science 2019-02-22 Canhui Wang , Xiaowen Chu , Qin Yang

We survey recent results on the mathematical stability of Bitcoin protocol. Profitability and probability of a double spend are estimated in closed form with classical special functions. The stability of Bitcoin mining rules is analyzed and…

History and Overview · Mathematics 2020-03-03 Cyril Grunspan , Ricardo Pérez-Marco

As Bitcoin's popularity has grown over the decade since its creation, it has become an increasingly attractive target for adversaries of all kinds. One of the most powerful potential adversaries is the country of China, which has expressed…

Cryptography and Security · Computer Science 2018-10-08 Ben Kaiser , Mireya Jurado , Alex Ledger

Two of the most important technological advancements currently underway are the advent of quantum technologies, and the transitioning of global financial systems towards cryptographic assets, notably blockchain-based cryptocurrencies and…

Pricing of Securities · Quantitative Finance 2021-02-02 Peter P. Rohde , Vijay Mohan , Sinclair Davidson , Chris Berg , Darcy Allen , Gavin K. Brennen , Jason Potts

Bitcoin's (BTC) Difficulty Adjustment Algorithm (DAA) has been a source of vulnerability for incentive attacks such as selfish mining, block withholding and coin hopping strategies. In this paper, first, we rigorously study the short-term…

Cryptography and Security · Computer Science 2026-03-24 Mustafa Doger , Sennur Ulukus

Recent advances in the blockchain research have been made in two important directions. One is refined resilience analysis utilizing game theory to study the consequences of selfish behaviors of users (miners), and the other is the extension…

Cryptography and Security · Computer Science 2021-02-09 Lin Chen , Lei Xu , Zhimin Gao , Ahmed Sunny , Keshav Kasichainula , Weidong Shi

The open availability of the entire history of the Bitcoin transactions opens up the possibility to study this system at an unprecedented level of detail. This contribution is devoted to the analysis of the mesoscale structural properties…

Statistical Finance · Quantitative Finance 2025-12-01 Nicolò Vallarano , Tiziano Squartini , Claudio J. Tessone

Bitcoin is a digital financial asset that is devoid of a central authority. This makes it distinct from traditional financial assets in a number of ways. For instance, the total number of tokens is limited and it has not explicit use value.…

Statistical Finance · Quantitative Finance 2020-05-20 C. R. da Cunha , R. da Silva

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

Bitcoin's price has been described as following a power law (PL) in time, $P \sim t^{\beta}$ with $\hat\beta \approx 5.7$ over 2010-2026. We test this claim using the Clauset-Shalizi-Newman protocol applied to Bitcoin's tail-relevant…

Applications · Statistics 2026-05-21 Carlos Baquero , Raquel Menezes

In recent years, blockchain technology has been recognized as a transformative innovation in the tech world, and it has quickly become the core infrastructure of digital currencies such as Bitcoin and an important tool in various…

Cryptography and Security · Computer Science 2025-01-22 Mohsen Ghorbian , Mostafa Ghobaei-Arani

We review the so called selfish mining strategy in the Bitcoin network and compare its profitability to honest mining.We build a rigorous profitability model for repetition games. The time analysis of the attack has been ignored in the…

Computer Science and Game Theory · Computer Science 2019-01-23 Cyril Grunspan , Ricardo Pérez-Marco

Mining fairness in blockchain refers to equality between the computational resources invested in mining and the block rewards received. There exists a dilemma wherein increasing the transaction processing capacity of a blockchain…

Cryptography and Security · Computer Science 2025-09-10 Akira Sakurai , Kazuyuki Shudo

Bitcoin is the world's first decentralized digital currency. The rate at which bitcoins enter circulation is cut in half every 4 years, approximately. These events are considered landmarks in Bitcoin's history, and as such are widely…

Cryptography and Security · Computer Science 2017-08-18 Meni Rosenfeld

The world has been experiencing a mind-blowing expansion of blockchain technology since it was first introduced as an emerging means of cryptocurrency called bitcoin. Currently, it has been regarded as a pervasive frame of reference across…

Cryptography and Security · Computer Science 2021-11-23 Ziaur Rahman , Xun Yi , Ibrahim Khalil , Andrei Kelarev

Bitcoin users are directly or indirectly forced to deal with public key cryptography, which has a number of security and usability challenges that differ from the password-based authentication underlying most online banking services. Users…

Cryptography and Security · Computer Science 2018-02-14 Shayan Eskandari , Jeremy Clark , David Barrera , Elizabeth Stobert

Bitcoin demonstrated the possibility of a financial ledger that operates without the need for a trusted central authority. However, concerns persist regarding its security and considerable energy consumption. We assess the consensus…

Computer Science and Game Theory · Computer Science 2025-03-04 Jacob D. Leshno , Elaine Shi , Rafael Pass

Bitcoin is a popular cryptocurrency that records alltransactions in a distributed append-only public ledger calledblockchain. The security of Bitcoin heavily relies on the incentive-compatible proof-of-work (PoW) based distributed consensus…

Cryptography and Security · Computer Science 2018-06-05 Mauro Conti , Sandeep Kumar E , Chhagan Lal , Sushmita Ruj