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Privacy protection mechanisms are a fundamental aspect of security in cryptocurrency systems, particularly in decentralized networks such as Bitcoin. Although Bitcoin addresses are not directly associated with real-world identities, this…

Cryptography and Security · Computer Science 2026-03-19 Shihan Zhang , Bing Han , Chuanyong Tian , Ruisheng Shi , Lina Lan , Qin Wang

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

In this brief, we conduct a complex-network analysis of the Bitcoin transaction network. In particular, we design a new sampling method, namely random walk with flying-back (RWFB), to conduct effective data sampling. We then conduct a…

Social and Information Networks · Computer Science 2022-03-18 Bishenghui Tao , Hong-Ning Dai , Jiajing Wu , Ivan Wang-Hei Ho , Zibin Zheng , Chak Fong Cheang

Using 1-min returns of Bitcoin prices, we investigate statistical properties and multifractality of a Bitcoin time series. We find that the 1-min return distribution is fat-tailed, and kurtosis largely deviates from the Gaussian…

Statistical Finance · Quantitative Finance 2018-05-29 Tetsuya Takaishi

Cryptocoins (i.e., Bitcoin, Ether, Litecoin) are tradable digital assets. Ownerships of cryptocoins are registered on distributed ledgers (i.e., blockchains). Secure encryption techniques guarantee the security of the transactions…

Computational Engineering, Finance, and Science · Computer Science 2024-09-06 Pasquale De Rosa , Pascal Felber , Valerio Schiavoni

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

This paper presents an agent-based artificial cryptocurrency market in which heterogeneous agents buy or sell cryptocurrencies, in particular Bitcoins. In this market, there are two typologies of agents, Random Traders and Chartists, which…

Trading and Market Microstructure · Quantitative Finance 2014-06-26 Luisanna Cocco , Giulio Concas , Michele Marchesi

Designed for commercial decentralized applications (DApps), EOSIO is a Delegated Proof-of-Stake (DPoS) based blockchain system. It has overcome some shortages of the traditional blockchain systems like Bitcoin and Ethereum with its…

Social and Information Networks · Computer Science 2022-01-20 Yijing Zhao , Jieli Liu , Qing Han , Weilin Zheng , Jiajing Wu

Financial time series have historically been assumed to be a martingale process under the Random Walk hypothesis. Instead of making investment decisions using the raw prices alone, various multimodal pattern matching algorithms have been…

Statistical Finance · Quantitative Finance 2023-08-21 Minsuk Kim , Byungchul Kim , Junyeong Yong , Jeongwoo Park , Gyeongmin Kim

Off-Chain transactions allow for the immediate transfer of Cryptocurrency between two parties, without delays or unavoidable transaction fees. Such capabilities are critical for mainstream Cryptocurrency adaption. They allow for the…

Cryptography and Security · Computer Science 2014-08-14 Leonard Apeltsin

Networks are widely used to model real-world systems and uncover their topological features. Network properties such as the degree distribution and shortest path length have been computed in numerous real-world networks, and most of them…

Social and Information Networks · Computer Science 2017-07-17 David Aparício , Pedro Ribeiro , Fernando Silva

Since the introduction of Bitcoin in 2008, blockchain technology has garnered widespread attention. Scholars from various research fields, countries, and institutions have published a significant number of papers on this subject. However,…

Digital Libraries · Computer Science 2025-04-21 Lingfeng Bao , Jiameng Yang , Xiaohu Yang , Chunming Rong

One of the defining features of Bitcoin and the thousands of cryptocurrencies that have been derived from it is a globally visible transaction ledger. While Bitcoin uses pseudonyms as a way to hide the identity of its participants, a long…

Cryptography and Security · Computer Science 2022-05-30 George Kappos , Haaroon Yousaf , Rainer Stütz , Sofia Rollet , Bernhard Haslhofer , Sarah Meiklejohn

In recent years, the interest growth in the Blockchains (BC) and Internet-of-Things (IoT) integration -- termed as BIoT -- for more trust via decentralization has led to great potentials in various use cases such as health care, supply…

Cryptography and Security · Computer Science 2021-03-22 Sina Rafati Niya , Julius Willems , Burkhard Stiller

Cryptocurrency blockchains, beyond their primary role as distributed payment systems, are increasingly used to store and share arbitrary content, such as text messages and files. Although often non-financial, this hidden content can impact…

Machine Learning · Computer Science 2025-04-21 Charalampos Kleitsikas , Nikolaos Korfiatis , Stefanos Leonardos , Carmine Ventre

Bitcoin and other cryptocurrencies have surged in popularity over the last decade. Although Bitcoin does not claim to provide anonymity for its users, it enjoys a public perception of being a `privacy-preserving' financial system. In…

Cryptography and Security · Computer Science 2017-01-18 Shaileshh Bojja Venkatakrishnan , Giulia Fanti , Pramod Viswanath

Bitcoin is the first and highest valued cryptocurrency that stores transactions in a publicly distributed ledger called the blockchain. Understanding the activity and behavior of Bitcoin actors is a crucial research topic as they are…

Social and Information Networks · Computer Science 2022-07-18 Natkamon Tovanich , Rémy Cazabet

The bitcoin price has surged in recent years and it has also exhibited phases of rapid decay. In this paper we address the question to what extent this novel cryptocurrency market can be viewed as a classic or semi-efficient market. Novel…

Statistical Finance · Quantitative Finance 2019-06-26 Josselin Garnier , Knut Solna

The need for data trading promotes the emergence of data market. However, in conventional data markets, both data buyers and data sellers have to use a centralized trading platform which might be dishonest. A dishonest centralized trading…

Cryptography and Security · Computer Science 2020-07-15 Guoxiong Su , Wenyuan Yang , Zhengding Luo , Yinghong Zhang , Zhiqiang Bai , Yuesheng Zhu

Bitcoin-otc is a peer to peer (over-the-counter) marketplace for trading with bit- coin crypto-currency. To mitigate the risks of the p2p unsupervised exchanges, the establishment of a reliable reputation systems is needed: for this reason,…

Computers and Society · Computer Science 2018-05-22 Ilaria Bertazzi , Sylvie Huet , Guillaume Deffuant , Floriana Gargiulo
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