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Cryptocurrencies are distributed systems that allow exchanges of native tokens among participants, or the exchange of such tokens for fiat currencies in markets external to these public ledgers. The availability of their complete historical…

Bitcoin is a representative decentralized currency system. For the security of Bitcoin, fairness in the distribution of mining rewards plays a crucial role in preventing the concentration of computational power in a few miners. Here,…

Cryptography and Security · Computer Science 2025-06-17 Akira Sakurai , Kazuyuki Shudo

The security of Bitcoin protocols is deeply dependent on the incentives provided to miners, which come from a combination of block rewards and transaction fees. As Bitcoin experiences more halving events, the protocol reward converges to…

Cryptography and Security · Computer Science 2025-09-12 Roozbeh Sarenche , Alireza Aghabagherloo , Svetla Nikova , Bart Preneel

The dramatic adoption of Bitcoin and other cryptocurrencies in the USA has revolutionized the financial landscape and provided unprecedented investment and transaction efficiency opportunities. The prime objective of this research project…

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

Despite the tremendous interest in cryptocurrencies like Bitcoin and Ethereum today, many aspects of the underlying consensus protocols are poorly understood. Therefore, the search for protocols that improve either throughput or security…

Cryptography and Security · Computer Science 2021-09-01 Ignacio Amores-Sesar , Christian Cachin , Anna Parker

Bitcoin is a "crypto currency", a decentralized electronic payment scheme based on cryptography which has recently gained excessive popularity. Scientific research on bitcoin is less abundant. A paper at Financial Cryptography 2012…

Cryptography and Security · Computer Science 2014-04-11 Nicolas T. Courtois , Marek Grajek , Rahul Naik

Using the Crypto Fear & Greed Index and Bitcoin daily data, we document that sentiment extremity predicts excess uncertainty beyond realized volatility. Extreme fear and extreme greed regimes exhibit significantly higher spreads than…

Statistical Finance · Quantitative Finance 2026-02-17 Murad Farzulla

The functioning of the cryptocurrency Bitcoin relies on the open availability of the entire history of its transactions. This makes it a particularly interesting socio-economic system to analyse from the point of view of network science.…

This paper will propose a novel machine learning based portfolio management method in the context of the cryptocurrency market. Previous researchers mainly focus on the prediction of the movement for specific cryptocurrency such as the…

Machine Learning · Computer Science 2025-12-10 Zijiang Yang

A key challenge for Bitcoin cryptocurrency holders, such as startups using ICOs to raise funding, is managing their FX risk. Specifically, a misinformed decision to convert Bitcoin to fiat currency could, by itself, cost USD millions. In…

Risk Management · Quantitative Finance 2018-05-15 Cuneyt Akcora , Matthew Dixon , Yulia Gel , Murat Kantarcioglu

Cryptocurrencies have gained popularity due to their transparency, security, and accessibility compared to traditional financial systems, with Bitcoin, introduced in 2009, leading the market. Bitcoin's security relies on blockchain…

Cryptography and Security · Computer Science 2024-11-12 Dinitha Wijewardhana , Sugandima Vidanagamachchi , Nalin Arachchilage

Bitcoin, widely recognized as the first cryptocurrency, has shown increasing integration with traditional financial markets, particularly major U.S. equity indices, amid accelerating institutional adoption. This study examines how Bitcoin…

Portfolio Management · Quantitative Finance 2025-01-20 Di Wu

The bitcoin peer-to-peer network has drawn significant attention from researchers, but so far has mostly focused on publicly visible portions of the network, i.e., publicly reachable peers. This mostly ignores the hidden parts of the…

Networking and Internet Architecture · Computer Science 2017-09-21 Liang Wang , Ivan Pustogarov

The emerging cryptocurrency market has lately received great attention for asset allocation due to its decentralization uniqueness. However, its volatility and brand new trading mode have made it challenging to devising an acceptable…

Machine Learning · Computer Science 2021-10-19 Fengrui Liu , Yang Li , Baitong Li , Jiaxin Li , Huiyang Xie

Bitcoin mining presents a significant economic incentive for efficient hashing and broadcast of data, both parameters stemming from the Proofs of Work used to advance the network. This incentive has led to the development of Bitcoin…

Cryptography and Security · Computer Science 2016-03-17 Jonathan Harvey-Buschel , Can Kisagun

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

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

The paper studies the linear model for Bitcoin price which includes regression features based on Bitcoin currency statistics, mining processes, Google search trends, Wikipedia pages visits. The pattern of deviation of regression model…

Statistical Finance · Quantitative Finance 2022-01-11 Bohdan M. Pavlyshenko

Bitcoin has become the leading cryptocurrency system, but the limit on its transaction processing capacity has resulted in increased transaction fees and delayed transaction confirmation. As such, it is pertinent to understand and probably…

Cryptography and Security · Computer Science 2021-06-21 Befekadu G. Gebraselase , Bjarne E. Helvik , Yuming Jiang