Related papers: ORBITAAL: A Temporal Graph Dataset of Bitcoin Enti…
We analyse tick-by-tick data representing major cryptocurrencies traded on some different cryptocurrency trading platforms. We focus on such quantities like the inter-transaction times, the number of transactions in time unit, the traded…
This paper conducts an extensive analysis of Bitcoin return series, with a primary focus on three volatility metrics: historical volatility (calculated as the sample standard deviation), forecasted volatility (derived from GARCH-type…
Cybercriminals often leverage Bitcoin for their illicit activities. In this work, we propose back-and-forth exploration, a novel automated Bitcoin transaction tracing technique to identify cybercrime financial relationships. Given seed…
As Law Enforcement Agencies advance in cryptocurrency forensics, criminal actors aiming to conceal illicit fund movements increasingly turn to "mixin" services or privacy-based cryptocurrencies. Monero stands out as a leading choice due to…
How to obtain informative representations of transactions and then perform the identification of fraudulent transactions is a crucial part of ensuring financial security. Recent studies apply Graph Neural Networks (GNNs) to the transaction…
Decentralized blockchain platforms have enabled the secure exchange of crypto-assets without the intermediation of trusted authorities. To this purpose, these platforms rely on a peer-to-peer network of byzantine nodes, which…
Since the creation of Bitcoin in 2009 we have seen a great push towards public and private blockchains. In order to avoid fragmentation, a global network connecting all these blockchains is envisioned. Just like the Internet facilitates…
The Bitcoin digital currency appeared in 2009. Since this time, researchers and practitioners have looked under the hood of the open source Bitcoin currency, and discovered that Bitcoins Blockchain software architecture is useful for…
Bitcoin constructs temporal order internally rather than synchronizing to any external clock. Empirical evidence shows that its time evolution is non-continuous, probabilistic, and self-regulated. Block discovery follows a stochastic…
This research paper provides a comprehensive analysis of Bitcoin, delving into its evolution, adoption, and potential future implications. As the pioneering cryptocurrency, Bitcoin has sparked significant interest and debate in recent…
In this paper, we analyze the time-series of minute price returns on the Bitcoin market through the statistical models of generalized autoregressive conditional heteroskedasticity (GARCH) family. Several mathematical models have been…
The continuing expansion of the blockchain ecosystems has attracted much attention from the research community. However, although a large number of research studies have been proposed to understand the diverse characteristics of individual…
Transparency is crucial in security-critical applications that rely on authoritative information, as it provides a robust mechanism for holding these authorities accountable for their actions. A number of solutions have emerged in recent…
Bitcoin transaction networks are large scale socio- technical systems in which activities are represented through multi-hop interaction patterns. Graph Neural Networks(GNNs) have become a widely adopted tool for analyzing such systems,…
This paper examines the dynamics of the cryptocurrency market and proposes a novel blockchain-based protocol for real estate transactions. Our analysis includes a detailed review of price trends, volatility, and correlations within the…
Cryptocurrency is a well-developed blockchain technology application that is currently a heated topic throughout the world. The public availability of transaction histories offers an opportunity to analyze and compare different…
Non-fungible tokens (NFTs) are unique digital items with blockchain managed ownership. Ethereum blockchain based smart contract created the environment for NFTs (ERC721) to reach its one of the most important future application domains. Non…
In the financial domain, conducting entity-level sentiment analysis is crucial for accurately assessing the sentiment directed toward a specific financial entity. To our knowledge, no publicly available dataset currently exists for this…
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…
This letter revisits the informational efficiency of the Bitcoin market. In particular we analyze the time-varying behavior of long memory of returns on Bitcoin and volatility 2011 until 2017, using the Hurst exponent. Our results are…