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Despite the tremendous interest in cryptocurrencies like Bitcoin and Ethereum today, many aspects of the underlying consensus protocols are poorly understood. Therefore, the search for protocols that improve either throughput or security…

Cryptography and Security · Computer Science 2021-09-01 Ignacio Amores-Sesar , Christian Cachin , Anna Parker

Over the past decade, the blockchain technology and its Bitcoin cryptocurrency have received considerable attention. Bitcoin has experienced significant price swings in daily and long-term valuations. In this paper, we propose a partial…

Pricing of Securities · Quantitative Finance 2020-08-26 Yufang Wang , Haiyan Wang

Blockchain technology is the first successful Bitcoin Network. It enables the ledger to become more decentralized and secure. Since it is not limited to bitcoin and controlled by third parties by government, corporations or banks, the…

Image and Video Processing · Electrical Eng. & Systems 2020-04-17 Jala Quluzada , Sabnam Maharramli

Abrupt changes in the miner hash rate applied to a proof-of-work (PoW) blockchain can adversely affect user experience and security. Because different PoW blockchains often share hashing algorithms, miners face a complex choice in deciding…

Cryptography and Security · Computer Science 2018-06-20 George Bissias , Brian N. Levine , David Thibodeau

Cryptocurrency exchanges are frequently targeted and compromised by cyber-attacks, which may lead to significant losses for the depositors and closure of the affected exchanges. These risks threaten the viability of the entire public…

Cryptography and Security · Computer Science 2019-04-23 Benjamin Johnson , Aron Laszka , Jens Grossklags , Tyler Moore

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

A decade long thrive of cryptocurrency has shown its potential as a source of alternative-finance and the security and the robustness of the underpinning blockchain technology. However, most cryptocurrencies fail to show inimitability and…

Cryptography and Security · Computer Science 2020-03-24 Yibin Xu , Yangyu Huang , Jianhua Shao

Ethereum is one of the most popular blockchain systems that supports more than half a million transactions every day and fosters miscellaneous decentralized applications with its Turing-complete smart contract machine. Whereas it remains…

Social and Information Networks · Computer Science 2020-01-16 Qianlan Bai , Chao Zhang , Yuedong Xu , Xiaowei Chen , Xin Wang

This paper studies what Bitcoin (BTC) premiums in peer-to-peer (P2P) markets measure. Using transaction-level data from LocalBitcoins, we construct BTC premiums for 80 currencies relative to the U.S. dollar and relate them to blockchain…

General Economics · Economics 2026-05-25 Yanan Niu

To maintain blockchain-based services with ensuring its security, it is an important issue how to decide a mining reward so that the number of miners participating in the mining increases. We propose a dynamical model of decision-making for…

Computer Science and Game Theory · Computer Science 2022-04-13 Kosuke Toda , Naomi Kuze , Toshimitsu Ushio

Bitcoin is a peer-to-peer electronic payment system that has rapidly grown in popularity in recent years. Usually, the complete history of Bitcoin blockchain data must be queried to acquire variables with economic meaning. This task has…

General Economics · Economics 2025-08-11 Yulin Liu , Luyao Zhang , Yinhong Zhao

Most online lotteries today fail to ensure the verifiability of the random process and rely on a trusted third party. This issue has received little attention since the emergence of distributed protocols like Bitcoin that demonstrated the…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-09-18 Stéphane Grumbach , Robert Riemann

Many of the recent works on the profitability of rogue mining strategies hinge on a parameter called $\gamma$ that measures the proportion of the honest network attracted by the attacker to mine on top of his fork. These works, see…

Cryptography and Security · Computer Science 2022-08-23 Pantelis Tassopoulos , Yorgos Protonotarios

Blockchain technologies underpin an expanding ecosystem of decentralized applications, financial systems, and infrastructure. However, the fundamental networking layer that sustains these systems, the peer-to-peer layer, of all but the top…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-20 Lucianna Kiffer , Lioba Heimbach , Dennis Trautwein , Yann Vonlanthen , Oliver Gasser

Bitcoin is a popular alternative to fiat money, widely used for its perceived anonymity properties. However, recent attacks on Bitcoin's peer-to-peer (P2P) network demonstrated that its gossip-based flooding protocols, which are used to…

Cryptography and Security · Computer Science 2017-03-28 Giulia Fanti , Pramod Viswanath

Digital currencies have become popular in the last decade due to their non-dependency and decentralized nature. The price of these currencies has seen a lot of fluctuations at times, which has increased the need for prediction. As their…

Statistical Finance · Quantitative Finance 2025-01-24 Ramin Mousa , Meysam Afrookhteh , Hooman Khaloo , Amir Ali Bengari , Gholamreza Heidary

Many protocols in distributed computing rely on a source of randomness, usually called a random beacon, both for their applicability and security. This is especially true for proof-of-stake blockchain protocols in which the next miner or…

Cryptography and Security · Computer Science 2023-09-21 Zhuo Cai

Lightning Network (LN) is designed to amend the scalability and privacy issues of Bitcoin. It's a payment channel network where Bitcoin transactions are issued off chain, onion routed through a private payment path with the aim to settle…

Cryptography and Security · Computer Science 2020-07-14 Ferenc Beres , Istvan Andras Seres , Andras A. Benczur

The regulatory framework of cryptocurrencies (and, in general, blockchain tokens) is of paramount importance. This framework drives nearly all key decisions in the respective business areas. In this work, a computational model is proposed…

Information Retrieval · Computer Science 2021-03-25 Elias Iosif , Klitos Christodoulou , Andreas Vlachos

This study examines the weak form of the efficient market hypothesis for Bitcoin using a feedforward neural network. Due to the increasing popularity of cryptocurrencies in recent years, the question has arisen, as to whether market…

Statistical Finance · Quantitative Finance 2022-08-16 Mike Kraehenbuehl , Joerg Osterrieder