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Related papers: Exploring the Bitcoin Mesoscale

200 papers

The Bitcoin system is an anonymous, decentralized crypto-currency. There are some deanonymizating techniques to cluster Bitcoin addresses and to map them to users' identifications in the two research directions of Analysis of Transaction…

Cryptography and Security · Computer Science 2015-10-28 QingChun ShenTu , JianPing Yu

Since Bitcoin first appeared on the scene in 2009, cryptocurrencies have become a worldwide phenomenon as important decentralized financial assets. Their decentralized nature, however, leads to notable volatility against traditional fiat…

Statistical Finance · Quantitative Finance 2024-10-23 Zeyd Boukhers , Azeddine Bouabdallah , Cong Yang , Jan Jürjens

Since the inception of Bitcoin in 2008, cryptocurrencies have played an increasing role in the world of e-commerce, but the recent turbulence in the cryptocurrency market in 2018 has raised some concerns about their stability and associated…

Methodology · Statistics 2021-04-14 Yan Gong , Raphaël Huser

Since the creation of Bitcoin, transaction tracking is one of the prominent means for following the movement of Bitcoins involved in illegal activities. Although every Bitcoin transaction is recorded in the blockchain database, which is…

Cryptography and Security · Computer Science 2019-12-06 Tin Tironsakkul , Manuel Maarek , Andrea Eross , Mike Just

Explaining changes in bitcoin's price and predicting its future have been the foci of many research studies. In contrast, far less attention has been paid to the relationship between bitcoin's mining costs and its price. One popular notion…

General Economics · Economics 2022-04-28 John E. Marthinsen , Steven R. Gordon

The temporal aspect of blockchain transactions enables us to study the address's behavior and detect if it is involved in any illicit activity. However, due to the concept of change addresses (used to thwart replay attacks), temporal…

Cryptography and Security · Computer Science 2021-12-23 Deepesh Chaudhari , Rachit Agarwal , Sandeep Kumar Shukla

This paper surveys innovative protocols that enhance the programming functionality of the Bitcoin blockchain, a key part of the "Bitcoin Ecosystem." Bitcoin utilizes the Unspent Transaction Output (UTXO) model and a stack-based script…

Cryptography and Security · Computer Science 2024-10-01 Guofu Liao , Taotao Wang , Qing Yang , Yihan Xia , Long Shi , Xiang Zhao , Xiaoxiao Wu , Shengli Zhang , Anthony Chan , Richard Yuen

We construct the Google matrices of bitcoin transactions for all year quarters during the period of January 11, 2009 till April 10, 2013. During the last quarters the network size contains about 6 million users (nodes) with about 150…

Trading and Market Microstructure · Quantitative Finance 2020-04-01 Célestin Coquidé , José Lages , Dima L. Shepelyansky

Correlation networks were used to detect characteristics which, although fixed over time, have an important influence on the evolution of prices over time. Potentially important features were identified using the websites and whitepapers of…

Computational Finance · Quantitative Finance 2018-06-19 Andrew Burnie

Online marketplaces are the main engines of legal and illegal e-commerce, yet their empirical properties are poorly understood due to the absence of large-scale data. We analyze two comprehensive datasets containing 245M transactions (16B…

We endorse the idea, suggested in recent literature, that BitCoin prices are influenced by sentiment and confidence about the underlying technology; as a consequence, an excitement about the BitCoin system may propagate to BitCoin prices…

Mathematical Finance · Quantitative Finance 2019-09-23 Alessandra Cretarola , Gianna Figà-Talamanca

Blockchain is a technology that provides a distributed ledger that stores previous records while maintaining consistency and security. Bitcoin is the first and largest decentralized electronic cryptographic system that uses blockchain…

Cryptography and Security · Computer Science 2021-11-05 Befekadu G. Gebraselase , Bjarne E. Helvik , Yuming Jiang

Bitcoin transaction fees will become more important as the block subsidy declines, but fee formation is hard to study with blockchain data alone because the relevant queueing environment is unobserved. We develop and estimate a structural…

Computational Engineering, Finance, and Science · Computer Science 2026-04-21 Daniel Aronoff , Kristian Praizner , Armin Sabouri

This study identifies the key factors influencing the price movements of major cryptocurrencies, Bitcoin, Binance Coin, Ethereum, Litecoin, Ripple, and Tether, using Bayesian networks (BNs). This study addresses two key challenges:…

Statistical Finance · Quantitative Finance 2025-08-22 Rasoul Amirzadeh , Asef Nazari , Dhananjay Thiruvady , Mong Shan Ee

This paper investigates the temporal patterns of activity in the cryptocurrency market with a focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022. Market activity measures - logarithmic returns, volume, and…

Trading and Market Microstructure · Quantitative Finance 2023-08-22 Marcin Wątorek , Maria Skupień , Jarosław Kwapień , Stanisław Drożdż

Bitcoin draws the highest degree of attention among cryptocurrencies, while coin mining is one of the most important fashion of profiting in the Bitcoin ecosystem. This paper constructs fresh coin circulation networks by tracking the fresh…

General Finance · Quantitative Finance 2022-04-28 Zeng-Xian Lin , Xiao Fan Liu

We present two models of the block chain of Bitcoin in the interactive theorem prover Agda. The first one is based on a simple model of bank accounts, while having transactions with multiple inputs and outputs. The second model models…

Cryptography and Security · Computer Science 2018-04-18 Anton Setzer

Unlike price fluctuations, the temporal structure of cryptocurrency trading has seldom been a subject of systematic study. In order to fill this gap, we analyse detrended correlations of the price returns, the average number of trades in…

Statistical Finance · Quantitative Finance 2022-08-03 Marcin Wątorek , Jarosław Kwapień , Stanisław Drożdż

Bitcoin is a peer-to-peer payment system proposed by Nakamoto in 2008. Based on the Nakamoto consensus, Bagaria, Kannan, Tse, Fanti, and Viswanath proposed the Prism protocol in 2018 and showed that it achieves near-optimal blockchain…

Cryptography and Security · Computer Science 2020-04-27 Jing Li , Dongning Guo

In light of micro-scale inefficiencies induced by the high degree of fragmentation of the Bitcoin trading landscape, we utilize a granular data set comprised of orderbook and trades data from the most liquid Bitcoin markets, in order to…

Trading and Market Microstructure · Quantitative Finance 2021-08-24 Jakob Albers , Mihai Cucuringu , Sam Howison , Alexander Y. Shestopaloff
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