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A payment channel network is a blockchain-based overlay mechanism that allows parties to transact more efficiently than directly using the blockchain. These networks are composed of payment channels that carry transactions between pairs of…

Networking and Internet Architecture · Computer Science 2026-03-10 Suryanarayana Sankagiri , Bruce Hajek

Novel blockchain technology provides the infrastructure layer for the creation of decentralized appli-cations. A rapidly growing ecosystem of applications is built around financial services, commonly referred to as decentralized finance.…

General Finance · Quantitative Finance 2021-02-25 Johannes Rude Jensen , Victor von Wachter , Omri Ross

With the advent of cloud computing, organizations are nowadays able to react rapidly to changing demands for computational resources. Not only individual applications can be hosted on virtual cloud infrastructures, but also complete…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-08-21 Stefan Schulte , Christian Janiesch , Srikumar Venugopal , Ingo Weber , Philipp Hoenisch

In this paper we aim to find a measure for the diversity of cash flows between agents in an economy. We argue that cash flows can be linked to probabilities of finding a currency unit in a given cash flow. We then use the information…

General Finance · Quantitative Finance 2013-01-24 Ulrich Kirchner , Simon Moolman

EIP-1559 is a new proposed pricing mechanism for the Ethereum protocol developed to bring stability to fluctuating gas prices. To properly understand this as a stochastic process, it is necessary to develop the mathematical foundations to…

Computer Science and Game Theory · Computer Science 2021-05-24 Ian C. Moore , Jagdeep Sidhu

Consider a (logical) link between two distributed data centers with available bandwidth designated for both deadline-driven elastic traffic, such as for scheduled synchronization services, and profitable inelastic traffic, such as for…

Systems and Control · Electrical Eng. & Systems 2025-09-11 Patrick Kreidl

The current crisis, at the time of writing, has had a profound impact on the financial world, introducing the need for creative approaches to revitalising the economy at the micro level as well as the macro level. In this informal analysis…

Computers and Society · Computer Science 2020-08-04 Geoffrey Goodell , Hazem Danny Al-Nakib , Paolo Tasca

Cryptocurrency networks such as Bitcoin have emerged as a distributed alternative to traditional centralized financial transaction networks. However, there are major challenges in scaling up the throughput of such networks. Lightning…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-06-25 Sushil Mahavir Varma , Siva Theja Maguluri

In recent years decentralized currencies developed through Blockchains are increasingly becoming popular because of their transparent nature and absence of a central controlling authority. Though a lot of computation power, disk space, and…

Databases · Computer Science 2023-05-15 Anirudha Paul

Micropayments are increasingly being adopted by a large number of applications. However, processing micropayments individually can be expensive, with transaction fees exceeding the payment value itself. By aggregating these small…

Cryptography and Security · Computer Science 2019-11-21 Ghada Almashaqbeh , Allison Bishop , Justin Cappos

Atomic swaps enable the transfer of value between the cryptocurrencies of various blockchains without the need to trust an intermediary. In this paper, we propose the concept of atomic loans, which utilize atomic swap technology to allow…

Cryptography and Security · Computer Science 2019-01-17 Matthew Black , TingWei Liu , Tony Cai

We have studied the statistical mechanics of money circulation in a closed economic system. An explicit statistical formulation of the circulation velocity of money is presented for the first time by introducing the concept of holding time…

Physics and Society · Physics 2009-11-11 Yougui Wang , Ning Ding , Li Zhang

The concept of 'deformable arm scale' (completely different from a traditional rigid arm balance) is theoretically introduced and experimentally validated. The idea is not intuitive, but is the result of nonlinear equilibrium kinematics of…

Instrumentation and Detectors · Physics 2015-09-23 F. Bosi , D. Misseroni , F. Dal Corso , D. Bigoni

The global financial system stands at an inflection point. Stablecoins represent the most significant evolution in banking since the abandonment of the gold standard, positioned to enable "Banking 2.0" by seamlessly integrating…

Emerging Technologies · Computer Science 2025-08-18 Kevin McNamara , Rhea Pritham Marpu

In recent years, electronic retail payment mechanisms, especially e-commerce and card payments at the point of sale, have increasingly replaced cash in many developed countries. As a result, societies are losing a critical public retail…

Computers and Society · Computer Science 2021-05-28 Geoffrey Goodell , Hazem Danny Al-Nakib , Paolo Tasca

Extreme valuation and volatility of cryptocurrencies require investors to diversify often which demands secure exchange protocols. A cross-chain swap protocol allows distrusting parties to securely exchange their assets. However, the…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-05-24 Eric Chan , Marek Chrobak , Mohsen Lesani

Automated market makers (AMMs) are a new prototype of decentralised exchanges which are revolutionising market interactions. The majority of AMMs are constant product markets (CPMs) where exchange rates are set by a trading function. This…

Trading and Market Microstructure · Quantitative Finance 2025-06-19 Álvaro Cartea , Fayçal Drissi , Marcello Monga

The aim of this paper is to reemphasize the money theory of exchange which is centered on the function of exchange medium of money, and make a contribution towards linearization of the quantity equation of exchange. A dynamical quantity…

Economics · Quantitative Finance 2020-04-28 Zhao Jianglin

Decentralized Finance (DeFi) has revolutionized lending by replacing intermediaries with algorithm-driven liquidity pools. However, existing platforms like Aave and Compound rely on static interest rate curves and collateral requirements…

Social and Information Networks · Computer Science 2025-04-29 Mahsa Bastankhah , Viraj Nadkarni , Xuechao Wang , Pramod Viswanath

The determinants of the velocity of money have been examined based on life-cycle hypothesis. The velocity of money can be expressed by reciprocal of the average value of holding time which is defined as interval between participating…

Physics and Society · Physics 2009-11-11 Yougui Wang , Hanqing Qiu
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