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Bitcoin derives a verifiable temporal order from probabilistic block discovery and cumulative proof-of-work rather than from a trusted global clock. We show that block arrivals exhibit stable exponential behavior across difficulty epochs,…

Information Theory · Computer Science 2026-02-11 Bin Chen , Pan Feng

Blockchain systems come with the promise of being inclusive for a variety of decentralized applications (DApps) that can serve different purposes and have different urgency requirements. Despite this, the transaction fee mechanisms…

Computer Science and Game Theory · Computer Science 2023-04-13 Aggelos Kiayias , Elias Koutsoupias , Philip Lazos , Giorgos Panagiotakos

Ethereum's transaction pool (mempool) dynamics and fee market efficiency critically affect transaction inclusion, validator workload, and overall network performance. This research empirically analyzes gas price variations, mempool…

Cryptography and Security · Computer Science 2025-06-10 S M Mostaq Hossain , Amani Altarawneh

We develop a dynamic model of the Bitcoin market where users set fees themselves and miners decide whether to operate and whom to validate based on those fees. Our analysis reveals how, in equilibrium, users adjust their bids in response to…

Theoretical Economics · Economics 2025-02-24 Yuichiro Kamada , Shunya Noda

A model is proposed for Bitcoin prices that takes into account market attention. Market attention, modeled by a mean-reverting Cox-Ingersoll-Ross processes, affects the volatility of Bitcoin returns, with some delay. The model is affine and…

Pricing of Securities · Quantitative Finance 2024-01-17 Alvaro Guinea Julia , Alet Roux

In this study, we propose PRETRUST, a new framework to address the problem of the efficiency of payment process based on blockchain systems. PRETRUST is based on the thoughts of consortium chains, supporting fast payments. To make parties…

Cryptography and Security · Computer Science 2022-11-15 Huapeng Li , Baocheng Wang

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

An important aspect of the propagation delay in blockchain networks is the block verification time, which is also responsible for the so-called verifier's dilemma. Models for the block verification time can help to understand and improve…

Cryptography and Security · Computer Science 2022-07-18 Fabian Stiehle , Erik Daniel , Florian Tschorsch

The Bitcoin payment system involves two agent types: Users that transact with the currency and pay fees and miners in charge of authorizing transactions and securing the system in return for these fees. Two of Bitcoin's challenges are (i)…

Cryptography and Security · Computer Science 2022-03-15 Ron Lavi , Or Sattath , Aviv Zohar

Bitcoin uses blockchain technology to maintain transactions order and provides probabilistic guarantee to prevent double-spending, assuming that an attacker's computational power does not exceed %50 of the network power. In this paper, we…

Cryptography and Security · Computer Science 2024-11-19 Ghader Ebrahimpour , Mohammad Sayad Haghighi

Blockchain-based cryptocurrencies prioritize transactions based on their fees, creating a unique kind of fee market. Empirically, this market has failed to yield stable equilibria with predictable prices for desired levels of service. We…

Cryptography and Security · Computer Science 2019-01-23 Soumya Basu , David Easley , Maureen O'Hara , Emin Gün Sirer

The Lightning Network, known for its millisecond settlement speeds and low transaction fees, offers a compelling alternative to traditional payment processors, which often have higher fees and longer processing times. This is particularly…

Cryptography and Security · Computer Science 2023-12-08 Jeffy Yu

In proof-of-work based blockchains such as Ethereum, verification of blocks is an integral part of establishing consensus across nodes. However, in Ethereum, miners do not receive a reward for verifying. This implies that miners face the…

Cryptography and Security · Computer Science 2020-04-28 Maher Alharby , Roben Castagna Lunardi , Amjad Aldweesh , Aad van Moorsel

In this work, we propose to apply a new model fusion and learning paradigm, known as Combinatorial Fusion Analysis (CFA), to the field of Bitcoin price prediction. Price prediction of financial product has always been a big topic in…

Statistical Finance · Quantitative Finance 2026-03-10 Yuanhong Wu , Wei Ye , Jingyan Xu , D. Frank Hsu

Cryptocurrencies and Bitcoin, in particular, are prone to wild swings resulting in frequent jumps in prices, making them historically popular for traders to speculate. A better understanding of these fluctuations can greatly benefit crypto…

Mathematical Finance · Quantitative Finance 2023-10-17 Edson Pindza , Jules Clement Mba , Sutene Mwambi , Nneka Umeorah

A blockchain, such as Bitcoin, is an append-only, secure, transparent, distributed ledger. A fair blockchain is expected to have healthy metrics; high honest mining power, low processing latency, i.e., low wait times for transactions and…

Cryptography and Security · Computer Science 2020-03-03 Shoeb Siddiqui , Ganesh Vanahalli , Sujit Gujar

We study financial transaction confirmation finality in Bitcoin as a function of transaction amount and user risk tolerance. A transaction is recorded in a block on a blockchain. However, a transaction may be revoked due to a fork in the…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-11-20 Ethan Hicks , Joseph Oglio , Mikhail Nesterenko , Gokarna Sharma

The Lightning Network (LN) is one of the most promising off-chain scaling solutions for Bitcoin, as it enables off-chain payments which are not subject to the well-known blockchain scalability limit. In this work, we introduce CLoTH, a…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-27 Marco Conoscenti , Antonio Vetrò , Juan Carlos De Martin , Federico Spini , Fabio Castaldo , Sebastiano Scròfina

This study presents an innovative approach for predicting cryptocurrency time series, specifically focusing on Bitcoin, Ethereum, and Litecoin. The methodology integrates the use of technical indicators, a Performer neural network, and…

Computational Finance · Quantitative Finance 2024-03-07 Mohammad Ali Labbaf Khaniki , Mohammad Manthouri

Blockchain and blockchain-inspired decentralized applications are on the rise thanks to their unique characteristics such as their decentralized nature, anonymity, and tamper-proof nature; however, blockchain transactions tend to experience…

Cryptography and Security · Computer Science 2026-04-08 Yi Lyu