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In recent years, cryptocurrencies have attracted growing attention from both private investors and institutions. Among them, Bitcoin stands out for its impressive volatility and widespread influence. This paper explores the predictability…

Statistical Finance · Quantitative Finance 2025-04-29 Grégory Bournassenko

Purposely modular, this protocol enables customization of several protocol properties, including the consensus properties implemented, blockchain type, the roots used, and virtual machine opcodes, among others. These modules enable…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-12-20 Jovonni L. Pharr

A key performance metric in blockchains is the latency between when a transaction is broadcast and when it is confirmed (the so-called, confirmation latency). While improvements in consensus techniques can lead to lower confirmation…

Networking and Internet Architecture · Computer Science 2020-06-26 Yifan Mao , Soubhik Deb , Shaileshh Bojja Venkatakrishnan , Sreeram Kannan , Kannan Srinivasan

Although Bitcoin was intended to be a decentralized digital currency, in practice, mining power is quite concentrated. This fact is a persistent source of concern for the Bitcoin community. We provide an explanation using a simple model to…

Cryptography and Security · Computer Science 2018-11-22 Nick Arnosti , S. Matthew Weinberg

In the paper, we present designs for multiple blockchain consensus primitives and a novel blockchain system, all based on the use of trusted execution environments (TEEs), such as Intel SGX-enabled CPUs. First, we show how using TEEs for…

Cryptography and Security · Computer Science 2017-03-17 Mitar Milutinovic , Warren He , Howard Wu , Maxinder Kanwal

Collective Investment Algorithms (CoinAlgs) are increasingly popular systems that deploy shared trading strategies for investor communities. Their goal is to democratize sophisticated -- often AI-based -- investing tools. We identify and…

Computer Science and Game Theory · Computer Science 2026-01-05 Andrés Fábrega , James Austgen , Samuel Breckenridge , Jay Yu , Amy Zhao , Sarah Allen , Aditya Saraf , Ari Juels

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

Peer-discovery protocols within P2P networks are often vulnerable: because creating network identities is essentially free, adversaries can eclipse honest nodes or partition the overlay. This threat is especially acute for blockchains,…

Cryptography and Security · Computer Science 2026-03-26 Kaya Alpturer , Constantine Doumanidis , Aviv Zohar

Blockchain-based consensus protocols present the opportunity to develop new protocols, due to their novel requirements of open participation and explicit incentivization of participants. To address the first requirement, it is necessary to…

Cryptography and Security · Computer Science 2018-08-09 Sarah Azouvi , Patrick McCorry , Sarah Meiklejohn

Bitcoin-NG, a scalable blockchain protocol, divides each block into a key block and many micro blocks to effectively improve the transaction processing capacity. Bitcoin-NG has a special incentive mechanism (i.e. splitting transaction fees…

Cryptography and Security · Computer Science 2020-06-23 Taotao Wang , Xiaoqian Bai , Hao Wang , Soung Chang Liew , Shengli Zhang

Traffic monetization is a crucial component of running most for-profit online businesses. One of its latest incarnations is cryptocurrency mining, where a website instructs the visitor's browser to participate in building a cryptocurrency…

Cryptography and Security · Computer Science 2020-06-25 Ivan Petrov , Luca Invernizzi , Elie Bursztein

AI and data driven solutions have been applied to different fields and achieved outperforming and promising results. In this research work we apply k-Nearest Neighbours, eXtreme Gradient Boosting and Random Forest classifiers for detecting…

Trading and Market Microstructure · Quantitative Finance 2022-06-14 Mohsen Asgari , Hossein Khasteh

Proof-of-stake (PoS) is a promising approach for designing efficient blockchains, where block proposers are randomly chosen with probability proportional to their stake. A primary concern with PoS systems is the "rich getting richer"…

Cryptography and Security · Computer Science 2018-10-17 Giulia Fanti , Leonid Kogan , Sewoong Oh , Kathleen Ruan , Pramod Viswanath , Gerui Wang

Learning from data owned by several parties, as in federated learning, raises challenges regarding the privacy guarantees provided to participants and the correctness of the computation in the presence of malicious parties. We tackle these…

Cryptography and Security · Computer Science 2022-10-31 César Sabater , Aurélien Bellet , Jan Ramon

The Bitcoin Lightning Network (LN) is designed to improve the scalability of blockchain systems by using off-chain payment paths to settle transactions in a faster, cheaper, and more private manner. This work aims to empirically study LN's…

Computer Science and Game Theory · Computer Science 2023-12-29 Andrea Carotti , Cosimo Sguanci , Anastasios Sidiropoulos

In permissionless blockchains, transaction issuers include a fee to incentivize miners to include their transactions. To accurately estimate this prioritization fee for a transaction, transaction issuers (or blockchain participants, more…

Cryptography and Security · Computer Science 2023-05-25 Johnnatan Messias , Vabuk Pahari , Balakrishnan Chandrasekaran , Krishna P. Gummadi , Patrick Loiseau

Random selection, leader election, and collective coin flipping are fundamental tasks in fault-tolerant distributed computing. We study these problems in the full-information model where despite decades of study, key gaps remain in our…

Computational Complexity · Computer Science 2026-04-30 Eshan Chattopadhyay , Mohit Gurumukhani , Noam Ringach , Rocco A. Servedio

Most permissionless blockchain networks run on peer-to-peer (P2P) networks, which offer flexibility and decentralization at the expense of performance (e.g., network latency). Historically, this tradeoff has not been a bottleneck for most…

Cryptography and Security · Computer Science 2023-09-13 Weizhao Tang , Lucianna Kiffer , Giulia Fanti , Ari Juels

Blockchain systems often employ proof-of-work consensus protocols to validate and add transactions into hashchains. These protocols stimulate competition among miners in solving cryptopuzzles (e.g. SHA-256 hash computation in Bitcoin) in…

Computer Science and Game Theory · Computer Science 2020-05-13 Venkata Sriram Siddhardh Nadendla , Lav R. Varshney

Transaction fee plays an important role in determining the priority of transaction processing in public blockchain systems. Owing to the observability of unconfirmed transactions, a strategic user can postpone his transaction broadcasting…

Computer Science and Game Theory · Computer Science 2025-12-29 Qianlan Bai , Yuedong Xu , Zhijian Zhou , Xin Wang
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