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Related papers: Dynamics of Bitcoin mining

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We study the temporal evolution of the holding-time distribution of bitcoins and find that the average distribution of holding-time is a heavy-tailed power law extending from one day to over at least $200$ weeks with an exponent…

Trading and Market Microstructure · Quantitative Finance 2024-01-10 Didier Sornette , Yu Zhang

Heretofore the concept of "blockchain" has not been precisely defined. Accordingly the potential useful applications of this technology have been largely inflated. This work sidesteps the question of what constitutes a blockchain as such…

Databases · Computer Science 2017-03-14 S. Matthew English , Ehsan Nezhadian

The rise of blockchain technology within a few years has attracted researchers across the world. The prime reason for worldwide attention is undoubtedly due to its feature of immutability along with the decentralized approach of data…

Computers and Society · Computer Science 2020-12-08 Saqib Hakak , Wazir Zada Khan , Gulshan Amin Gilkar , Basem Assiri , Mamoun Alazab , Sweta Bhattacharya , G Thippa Reddy

Cryptocurrency is a well-developed blockchain technology application that is currently a heated topic throughout the world. The public availability of transaction histories offers an opportunity to analyze and compare different…

Statistical Finance · Quantitative Finance 2018-08-28 Jiaqi Liang , Linjing Li , Daniel Zeng

With the rise of cryptocurrency and NFTs in the past decade, blockchain technology has been an area of increasing interest to both industry and academic experts. In this paper, we discuss the feasibility of such systems through the lens of…

Cryptography and Security · Computer Science 2022-12-29 Angela Li , Guanqun Song , Ting Zhu

Bitcoin mining is regularly pointed out for its massive energy consumption and associated greenhouse gas emissions, hence contributing significantly to climate change. However, most studies ignore the environmental impacts of producing…

Computers and Society · Computer Science 2024-06-11 Ludmila Courtillat--Piazza , Thibault Pirson , Louis Golard , David Bol

Grover's algorithm confers on quantum computers a quadratic advantage over classical computers for searching in an arbitrary data set, a scenario that describes Bitcoin mining. It has previously been argued that the only side-effect of…

Quantum Physics · Physics 2020-03-17 Or Sattath

We compute the revenue ratio of the Trail Stubborn mining strategy in the Bitcoin network and compare its profitability to other block-withholding strategies. We use for this martingale techniques and a classical analysis of the hiker…

Cryptography and Security · Computer Science 2018-11-26 Cyril Grunspan , Ricardo Pérez-Marco

Crashes have fascinated and baffled many canny observers of financial markets. In the strict orthodoxy of the efficient market theory, crashes must be due to sudden changes of the fundamental valuation of assets. However, detailed empirical…

Trading and Market Microstructure · Quantitative Finance 2017-02-08 Jonathan Donier , Jean-Philippe Bouchaud

The growth of the Bitcoin network during the first decade of its operation to a global scale system is a singular event in the deployment of Information Technology systems. Can this approach serve as a wider paradigm for Information…

Cryptography and Security · Computer Science 2021-12-28 Aggelos Kiayias

A blockchain faces two fundamental challenges. It must motivate users to maintain the system while preventing a minority of these users from colluding and gaining disproportionate control. Many popular public blockchains use monetary…

Cryptography and Security · Computer Science 2021-10-15 Shea Ketsdever , Michael J. Fischer

This paper examines factors that influence prices of most common five cryptocurrencies such as Bitcoin, Ethereum, Dash, Litecoin, and Monero over 2010-2018 using weekly data. The study employs ARDL technique and documents several findings.…

Pricing of Securities · Quantitative Finance 2025-12-01 Yhlas Sovbetov

Recently, the notion of cryptocurrencies has come to the fore of public interest. These assets that exist only in electronic form, with no underlying value, offer the owners some protection from tracking or seizure by government or…

Mathematical Finance · Quantitative Finance 2018-05-09 Carey Caginalp

A model is proposed for Bitcoin prices that takes into account market attention. Market attention, modeled by a mean-reverting Cox-Ingersoll-Ross processes, affects the volatility of Bitcoin returns, with some delay. The model is affine and…

Pricing of Securities · Quantitative Finance 2024-01-17 Alvaro Guinea Julia , Alet Roux

Mining processes of Bitcoin and similar cryptocurrencies are currently incentivized with voluntary transaction fees and fixed block rewards which will halve gradually to zero. In the setting where optional and arbitrary transaction fee…

Cryptography and Security · Computer Science 2022-07-14 Tiantian Gong , Mohsen Minaei , Wenhai Sun , Aniket Kate

Blockchain technology relies on decentralization to resist faults and attacks while operating without trusted intermediaries. Although industry experts have touted decentralization as central to their promise and disruptive potential, it is…

Cryptography and Security · Computer Science 2025-06-04 Harang Ju , Ehsan Valavi , Madhav Kumar , Sinan Aral

Blockchains have become immensely popular and are high on the list of national and international research and innovation agenda's. This is partly caused by the numerous interesting applications, combined with the promise of full…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-03-03 Maarten van Steen , Andrew Chien , Patrick Eugster

Designed to compete with fiat currencies, bitcoin proposes it is a crypto-currency alternative. Bitcoin makes a number of false claims, including: solving the double-spending problem is a good thing; bitcoin can be a reserve currency for…

Computational Engineering, Finance, and Science · Computer Science 2018-07-06 Brian P. Hanley

In recent years, power grids have seen a surge in large cryptocurrency mining firms, with individual consumption levels reaching 700MW. This study examines the behavior of these firms in Texas, focusing on how their consumption is…

Systems and Control · Electrical Eng. & Systems 2025-01-03 Subir Majumder , Ignacio Aravena , Le Xie

This paper investigates whether Bitcoin can be regarded as a decentralized autonomous organization (DAO), what insights it may offer for the broader DAO ecosystem, and how Bitcoin governance can be improved. First, a quantitative literature…

Computers and Society · Computer Science 2025-04-30 Mark C. Ballandies , Guangyao Li , Claudio J. Tessone