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The paper constructs a multi-variate Hawkes process model of Bitcoin block arrivals and price jumps. Hawkes processes are selfexciting point processes that can capture the self- and cross-excitation effects of block mining and Bitcoin price…

Networking and Internet Architecture · Computer Science 2022-04-01 Rui Luo , Vikram Krishnamurthy , Erik Blasch

At the heart of the Bitcoin is a blockchain protocol, a protocol for achieving consensus on a public ledger that records bitcoin transactions. To the extent that a blockchain protocol is used for applications such as contract signing and…

Cryptography and Security · Computer Science 2017-07-28 Joseph Y. Halpern , Rafael Pass

This study explores the use of Recurrent Neural Networks (RNN) for real-time cryptocurrency price prediction and optimized trading strategies. Given the high volatility of the cryptocurrency market, traditional forecasting models often fall…

Statistical Finance · Quantitative Finance 2024-11-12 Shamima Nasrin Tumpa , Kehelwala Dewage Gayan Maduranga

This paper presents a blockchain-based approach for securing spectrum sharing in multi-beam satellite systems. Satellite spectrum is a scarce resource that requires highly efficient management schemes for optimized sharing by network users.…

Cryptography and Security · Computer Science 2020-12-22 Feng Li , Kwok-Yan Lam , Min Jia , Jun Zhao , Xiuhua Li , Li Wang

The rapid growth of the stock market has attracted many investors due to its potential for significant profits. However, predicting stock prices accurately is difficult because financial markets are complex and constantly changing. This is…

Machine Learning · Computer Science 2024-07-17 Abdelatif Hafid , Maad Ebrahim , Ali Alfatemi , Mohamed Rahouti , Diogo Oliveira

Cryptocurrency markets present unique prediction challenges due to their extreme volatility, 24/7 operation, and hypersensitivity to news events, with existing approaches suffering from key information extraction and poor sideways market…

Computational Finance · Quantitative Finance 2025-10-10 Kairan Hong , Jinling Gan , Qiushi Tian , Yanglinxuan Guo , Rui Guo , Runnan Li

Cryptocurrencies are distributed systems that allow exchanges of native (and non-) tokens among participants. The complete historical bookkeeping and its wide availability opens up an unprecedented possibility, i.e. that of understanding…

Physics and Society · Physics 2020-12-02 Nicolò Vallarano , Claudio Tessone , Tiziano Squartini

As cryptocurrencies gain popularity and credibility, marketplaces for cryptocurrencies are growing in importance. Understanding the dynamics of these markets can help to assess how viable the cryptocurrnency ecosystem is and how design…

Computers and Society · Computer Science 2018-04-25 Peter M Krafft , Nicolás Della Penna , Alex Pentland

Blockchain's economic value lies in enabling financial and economic transactions without relying on trusted, centralized intermediaries. In practice, however, transactions pass through a fragmented chain of intermediaries before being…

General Economics · Economics 2026-05-05 Andrea Canidio , Vabuk Pahari

Blockchain technology has emerged as a transformative paradigm for decentralized and secure data management across diverse application domains, including healthcare, supply chain management, and the Internet of Things. Its core features,…

Cryptography and Security · Computer Science 2025-05-14 Hojer Key

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

Monero is a popular crypto-currency which focuses on privacy. The blockchain uses cryptographic techniques to obscure transaction values as well as a `ring confidential transaction' which seeks to hide a real transaction among a variable…

Cryptography and Security · Computer Science 2020-01-14 Nathan Borggren , Hyoung-yoon Kim , Lihan Yao , Gary Koplik

Bitcoin and its underlying technology, blockchain, have gained significant popularity in recent years. Satoshi Nakamoto designed Bitcoin to enable a secure, distributed platform without the need for central authorities, and blockchain has…

Computers and Society · Computer Science 2022-12-13 Cuneyt Gurcan Akcora , Yulia R. Gel , Murat Kantarcioglu

The traceable execution of business processes and choreographies using smart contracts is one prominent application of blockchain technology in Business Process Management (BPM). Existing approaches support a large set of patterns, modeling…

Software Engineering · Computer Science 2021-04-19 Jan Ladleif , Mathias Weske

Cryptocurrencies fluctuate in markets with high price volatility, posing significant challenges for investors. To aid in informed decision-making, systems predicting cryptocurrency market movements have been developed, typically focusing on…

Machine Learning · Computer Science 2025-05-06 Amit Kumar , Taoran Ji

This paper proposes a random network model for blockchains, a distributed hierarchical data structure of blocks that has found several applications in various industries. The model is parametric on two probability distribution functions…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-09-17 Carlos Pinzón , Camilo Rocha , Jorge Finke

With rapid development of blockchain technology as well as integration of various application areas, performance evaluation, performance optimization, and dynamic decision in blockchain systems are playing an increasingly important role in…

Performance · Computer Science 2022-11-30 Quan-Lin Li , Yan-Xia Chang , Qing Wang

This is an exploration of Blockchain technology that is growing in popularity and it seems to be able to disrupt a plethora of industries. A research is being conducted to examine Blockchain potential to be adopted by enterprises from…

Computers and Society · Computer Science 2017-12-14 Theodosis Mourouzis , Chrysostomos Filipou

Following the birth of Bitcoin and the introduction of the Ethereum ERC20 protocol a decade ago, recent years have witnessed a growing number of cryptographic tokens that are being introduced by researchers, private sector companies and…

Physics and Society · Physics 2020-04-20 Shahar Somin , Goren Gordon , Alex Pentland , Erez Shmueli , Yaniv Altshuler

Blockchain is a novel technology that is rising a lot of interest in the industrial and re- search sectors because its properties of decentralisation, immutability and data integrity. Initially, the underlying consensus mechanism has been…

Cryptography and Security · Computer Science 2018-05-10 Stefano De Angelis