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Cryptographic Self-Selection is a common primitive underlying leader-selection for Proof-of-Stake blockchain protocols. The concept was first popularized in Algorand [CM19], who also observed that the protocol might be manipulable. [FHWY22]…

Computer Science and Game Theory · Computer Science 2024-07-25 Linda Cai , Jingyi Liu , S. Matthew Weinberg , Chenghan Zhou

Pedestrian intention prediction needs to be accurate for autonomous vehicles to navigate safely in urban environments. We present a lightweight, socially informed architecture for pedestrian intention prediction. It fuses four behavioral…

Computer Vision and Pattern Recognition · Computer Science 2026-03-23 Sima Ashayer , Hoang H. Nguyen , Yu Liang , Mina Sartipi

Cryptocurrency off-chain networks such as Lightning (e.g., Bitcoin) or Raiden (e.g., Ethereum) aim to increase the scalability of traditional on-chain transactions. To support nodes in learning about possible paths to route their…

Cryptography and Security · Computer Science 2020-03-03 Utz Nisslmueller , Klaus-Tycho Foerster , Stefan Schmid , Christian Decker

Bitcoin has attracted attention from different market participants due to unpredictable price patterns. Sometimes, the price has exhibited big jumps. Bitcoin prices have also had extreme, unexpected crashes. We test the predictive power of…

Statistical Finance · Quantitative Finance 2021-12-15 Andrés García-Medina , Toan Luu Duc Huynh3

The broad topic of this thesis is the design and analysis of Bitcoin custody systems. Both the technology and threat landscape are evolving constantly. Therefore, custody systems, defence strategies, and risk models should be adaptive too.…

Cryptography and Security · Computer Science 2023-10-19 Jacob Tyge Goker Swambo

Determining the trust of an individual Bitcoin wallet is a difficult problem. There are no ratings, that offer vendors or exchanges meaningful information about the level of the taint of Bitcoins they are receiving. Lack of such information…

Cryptography and Security · Computer Science 2019-07-03 Uroš Hercog , Andraž Povše

In shaping the Internet of Money, the application of blockchain and distributed ledger technologies (DLTs) to the financial sector triggered regulatory concerns. Notably, while the user anonymity enabled in this field may safeguard privacy…

Cryptography and Security · Computer Science 2023-03-21 Nadia Pocher , Mirko Zichichi , Fabio Merizzi , Muhammad Zohaib Shafiq , Stefano Ferretti

Forecasting cryptocurrencies as a financial issue is crucial as it provides investors with possible financial benefits. A small improvement in forecasting performance can lead to increased profitability; therefore, obtaining a realistic…

Computational Finance · Quantitative Finance 2024-05-01 Hulusi Mehmet Tanrikulu , Hakan Pabuccu

Intent-Based Networking (IBN) is a known concept for enabling the autonomous configuration and self-adaptation of networks. One of the major issues in IBN is maintaining the applied intent due the effects of drifts over time, which is the…

Networking and Internet Architecture · Computer Science 2024-04-24 Chukwuemeka Muonagor , Mounir Bensalem , Admela Jukan

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

This study evaluates the performance of 41 machine learning models, including 21 classifiers and 20 regressors, in predicting Bitcoin prices for algorithmic trading. By examining these models under various market conditions, we highlight…

Trading and Market Microstructure · Quantitative Finance 2024-07-29 Abdul Jabbar , Syed Qaisar Jalil

Malicious developer intents in smart contracts constitute significant security threats to decentralized applications, leading to substantial economic losses. Prior work introduced SmartIntentNN, a deep learning model for detecting unsafe…

Software Engineering · Computer Science 2026-04-07 Youwei Huang , Jianwen Li , Bin Hu , Sen Fang , Yao Li , Peng Yang

We consider the hedging problem where a futures position can be automatically liquidated by the exchange without notice. We derive a semi-closed form for an optimal hedging strategy with dual objectives - to minimise both the variance of…

Risk Management · Quantitative Finance 2021-08-11 Carol Alexander , Jun Deng , Bin Zou

In the driving scene, the road agents usually conduct frequent interactions and intention understanding of the surroundings. Ego-agent (each road agent itself) predicts what behavior will be engaged by other road users all the time and…

Computer Vision and Pattern Recognition · Computer Science 2023-12-11 Jianwu Fang , Fan Wang , Jianru Xue , Tat-seng Chua

Detecting illicit nodes on blockchain networks is a valuable task for strengthening future regulation. Recent machine learning-based methods proposed to tackle the tasks are using some blockchain transaction datasets with a small portion of…

Machine Learning · Computer Science 2023-07-25 Junliang Luo , Farimah Poursafaei , Xue Liu

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

Accurately predicting the trajectory of surrounding vehicles is a critical challenge for autonomous vehicles. In complex traffic scenarios, there are two significant issues with the current autonomous driving system: the cognitive…

Robotics · Computer Science 2024-09-25 Wen Wei , Jiankun Wang

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

This paper conducts an extensive analysis of Bitcoin return series, with a primary focus on three volatility metrics: historical volatility (calculated as the sample standard deviation), forecasted volatility (derived from GARCH-type…

Trading and Market Microstructure · Quantitative Finance 2024-01-05 Cristina Chinazzo , Vahidin Jeleskovic

Smart homes, enterprises, and cities are increasingly being equipped with a plethora of Internet of Things (IoT), ranging from smart-lights to security cameras. While IoT networks have the potential to benefit our lives, they create privacy…

Networking and Internet Architecture · Computer Science 2020-01-30 Arunan Sivanathan
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