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Bitcoin and other similar digital currencies on blockchains are not ideal means for payment, because their prices tend to go up in the long term (thus people are incentivized to hoard those currencies), and to fluctuate widely in the short…

Computers and Society · Computer Science 2019-05-17 Kenji Saito , Mitsuru Iwamura

Bitcoin stands as a groundbreaking development in decentralized exchange throughout human history, enabling transactions without the need for intermediaries. By leveraging cryptographic proof mechanisms, Bitcoin eliminates the reliance on…

Cryptography and Security · Computer Science 2024-04-09 Han Song , Yihao Wei , Zhongche Qu , Weihan Wang

Lending pools are decentralized applications which allow mutually untrusted users to lend and borrow crypto-assets. These applications feature complex, highly parametric incentive mechanisms to equilibrate the loan market. This complexity…

Cryptography and Security · Computer Science 2020-12-25 Massimo Bartoletti , James Hsin-yu Chiang , Alberto Lluch-Lafuente

Cryptocurrency markets have many of the characteristics of 20th century commodities markets, making them an attractive candidate for trend following strategies. We present a decade of evidence from the infancy of bitcoin, showcasing the…

Statistical Finance · Quantitative Finance 2020-09-28 Evans Rozario , Samuel Holt , James West , Shaun Ng

Cryptocurrencies offer an alternative to traditional methods of electronic value exchange, promising anonymous, cash-like electronic transfers, but in practice they fall short for several key reasons. We consider the false choice between…

Computers and Society · Computer Science 2019-06-05 Geoff Goodell , Tomaso Aste

Collateral is an item of value serving as security for the repayment of a loan. In blockchain-based loans, cryptocurrencies serve as the collateral. The high volatility of cryptocurrencies implies a serious barrier of entry with a common…

Computers and Society · Computer Science 2023-06-21 Tom Azoulay , Uri Carl , Ori Rottenstreich

The rewards a blockchain miner earns vary with time. Most of the time is spent mining without receiving any rewards, and only occasionally the miner wins a block and earns a reward. Mining pools smoothen the stochastic flow of rewards, and…

Cryptography and Security · Computer Science 2023-09-06 Axel Cortes-Cubero , Juan P. Madrigal-Cianci , Kiran Karra , Zixuan Zhang

Non-fungible tokens(NFTs) are on the rise. They can represent artworks exhibited for marketing purposes on webpages of companies or online stores -- analogously to physical artworks. Lending of NFTs is an attractive form of passive income…

Computers and Society · Computer Science 2023-08-07 Alfred Sopi , Johannes Schneider , Jan vom Brocke

This paper explores the utilization of blockchain token voting technology in student course selection systems. The current course selection systems face various issues, which can be mitigated through the implementation of blockchain…

Computers and Society · Computer Science 2024-04-23 Tiansu Hu , Yuzhao Song , Linjing Zhang , Xiaoya Zhou

The energy consumption and related carbon emissions of cryptocurrencies such as Bitcoin are subject to extensive discussion in public, academia, and industry. As cryptocurrencies continue their journey into mainstream finance, incentives to…

Computers and Society · Computer Science 2023-03-21 Ulrich Gallersdörfer , Lena Klaaßen , Christian Stoll

Client diversity is a cornerstone of blockchain resilience, yet most networks suffer from a dangerously skewed distribution of client implementations. This monoculture exposes the network to very risky scenarios, such as massive financial…

Software Engineering · Computer Science 2025-10-27 Javier Ron , Zheyuan He , Martin Monperrus

Modern blockchains increasingly rely on parallel execution to improve throughput. We show several industry and academic transaction fee mechanisms (TFMs) struggle to simultaneously account for execution parallelism while remaining…

Cryptography and Security · Computer Science 2026-04-07 Sarisht Wadhwa , Aviv Yaish , Fan Zhang , Kartik Nayak

Blockchain ecosystems -- such as those built around chains, layers, and services -- try to engage users for a variety of reasons: user education, growing and protecting their market share, climbing metric-measuring leaderboards with…

Cryptography and Security · Computer Science 2025-03-20 Joseph Al-Chami , Jeremy Clark

Cryptocurrencies based on decentralized systems, especially blockchain, are gaining popularity more than ever. Freedom advocates hail blockchain technology as a breakthrough in digital privacy and internet anonymity. Unfortunately, after…

Cryptography and Security · Computer Science 2021-10-18 Amin Aghaee

Cryptographic tokens are a new digital paradigm that can facilitate the establishment of economic incentives in digital ecoystems. Tokens can be leveraged for the coordination, optimization and governance of large networks at scale in a…

Computers and Society · Computer Science 2023-03-20 Ricky Lamberty , Alexander Poddey , David Galindo , Danny de Waard , Tobias Koelbel , Daniel Kirste

Cryptocurrencies (CCs) have risen rapidly in market capitalization over the last years. Despite striking price volatility, their high average returns have drawn attention to CCs as alternative investment assets for portfolio and risk…

Portfolio Management · Quantitative Finance 2020-09-18 Alla Petukhina , Simon Trimborn , Wolfgang Karl Härdle , Hermann Elendner

The cross-blockchain transaction remains one of the most challenging problems in blockchains. The root cause of the challenge lies in the nondeterministic nature of blockchains: A $n$-party transaction across multiple blockchains might be…

Cryptography and Security · Computer Science 2020-04-17 Dongfang Zhao

With blockchain technology, information is recorded in a permanent distributed ledger that is maintained by multiple computers in a peer-to-peer network. There is no central authority that can alter records or change network consensus…

Computers and Society · Computer Science 2019-12-02 A. J. Santos

An option is a financial agreement between two parties to trade two assets. One party is given the right, but not the obligation, to complete the swap before a specified termination time. In todays financial markets, an option is considered…

Cryptography and Security · Computer Science 2022-05-09 Daniel Engel , Yingjie Xue

Blockchain is a decentralized transaction and data management solution, the technological leap behind the success of Bitcoin and other cryptocurrencies. As the variety of existing blockchains and distributed ledgers continues to increase,…

Cryptography and Security · Computer Science 2020-07-27 Martin Garriga , Stefano Dalla Palma , Maximiliano Arias , Alan De Renzis , Remo Pareschi , Damian Andrew Tamburri