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The world economy is experiencing the novel adoption of distributed currencies that are free from the control of central banks. Distributed currencies suffer from extreme volatility, and this can lead to catastrophic implications during…

Cryptography and Security · Computer Science 2022-06-22 Jacques Bou Abdo , Shuvalaxmi Dass , Basheer Qolomany , Liaquat Hossain

With emergence of blockchain technologies and the associated cryptocurrencies, such as Bitcoin, understanding network dynamics behind Blockchain graphs has become a rapidly evolving research direction. Unlike other financial networks, such…

Cryptocurrencies are highly volatile financial instruments with more and more new retail investors joining the scene with each passing day. Bitcoin has always proved to determine in which way the rest of the cryptocurrency market is headed…

Statistical Finance · Quantitative Finance 2024-11-22 Rahul Arulkumaran , Suyash Kumar , Shikha Tomar , Manideep Gongalla , Harshitha

We argue that the current POW based consensus algorithm of the Bitcoin network suffers from a fundamental economic discrepancy between the real world transaction (txn) costs incurred by miners and the wealth that is being transacted. Put…

Numerical Analysis · Mathematics 2024-04-24 Valdemar Melicher

In recent years a new type of tradable assets appeared, generically known as cryptocurrencies. Among them, the most widespread is Bitcoin. Given its novelty, this paper investigates some statistical properties of the Bitcoin market. This…

Statistical Finance · Quantitative Finance 2017-08-16 Aurelio F. Bariviera , María José Basgall , Waldo Hasperué , Marcelo Naiouf

This paper investigates the temporal patterns of activity in the cryptocurrency market with a focus on Bitcoin, Ethereum, Dogecoin, and WINkLink from January 2020 to December 2022. Market activity measures - logarithmic returns, volume, and…

Trading and Market Microstructure · Quantitative Finance 2023-08-22 Marcin Wątorek , Maria Skupień , Jarosław Kwapień , Stanisław Drożdż

We propose a nonparametric algorithm to detect structural breaks in the conditional mean and/or variance of a time series. Our method does not assume any specific parametric form for the dependence structure of the regressor, the time…

Methodology · Statistics 2024-10-22 Archi Roy , Moumanti Podder , Soudeep Deb

Sensor networks and Wireless Sensor Networks (WSN) are key components for the development of the Internet of Things. These networks are subject of two kinds of constraints. Adaptability by the mean of mutability and evolutivity, and…

Cryptography and Security · Computer Science 2017-06-07 Axel Moinet , Benoît Darties , Jean-Luc Baril

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

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

This paper analyses the high-frequency intraday Bitcoin dataset from 2019 to 2022. During this time frame, the Bitcoin market index exhibited two distinct periods, 2019-20 and 2021-22, characterized by an abrupt change in volatility. The…

Statistical Finance · Quantitative Finance 2025-06-24 Yaoyue Tang , Karina Arias-Calluari , M. N. Najafi , Michael S. Harré , Fernando Alonso-Marroquin

Community structures are an important feature of many social, biological and technological networks. Here we study a variation on the method for detecting such communities proposed by Girvan and Newman and based on the idea of using…

Statistical Mechanics · Physics 2009-11-10 Santo Fortunato , Vito Latora , Massimo Marchiori

Decentralization initiatives like Solid enable data owners to control who has access to their data and to stimulate innovation by creating both application and data markets. Once data owners share their data with others, though, it is no…

Multiagent Systems · Computer Science 2023-10-10 Davide Basile , Claudio Di Ciccio , Valerio Goretti , Sabrina Kirrane

Blockchain is a decentralized transaction and data management solution, the technological leap behind the success of Bitcoin and other cryptocurrencies. As the variety of existing blockchains and distributed ledgers continues to increase,…

Cryptography and Security · Computer Science 2020-07-27 Martin Garriga , Stefano Dalla Palma , Maximiliano Arias , Alan De Renzis , Remo Pareschi , Damian Andrew Tamburri

The cryptocurrency ecosystem has been the centre of discussion on many social media platforms, following its noted volatility and varied opinions. Twitter is rapidly being utilised as a news source and a medium for bitcoin discussion. Our…

Statistical Finance · Quantitative Finance 2023-03-17 Haritha GB , Sahana N. B

Blockchain-based systems are frequently governed through tokens that grant their holders voting rights over core protocol functions and funds. The centralisation occurring in Decentralised Finance (DeFi) protocols' token-based voting…

Computational Engineering, Finance, and Science · Computer Science 2025-02-04 Thomas Eisermann , Carlo Campajola , Claudio J. Tessone , Andreia Sofia Teixeira

In today's era of big data, deep learning and artificial intelligence have formed the backbone for cryptocurrency portfolio optimization. Researchers have investigated various state of the art machine learning models to predict Bitcoin…

Pricing of Securities · Quantitative Finance 2020-02-04 Aniruddha Dutta , Saket Kumar , Meheli Basu

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

This research paper presents a thorough economic analysis of Bitcoin and its impact. We delve into fundamental principles, and technological evolution into a prominent decentralized digital currency. Analysing Bitcoin's economic dynamics,…

General Economics · Economics 2023-10-18 Ishmeet Matharoo

Blockchain is widely applied in logistics, finance, and agriculture. As single blockchain users grow, scalability becomes crucial. However, existing works lack a comprehensive summary of blockchain scalability. They focus on single chains…

Databases · Computer Science 2024-09-06 Baochao Chen , Liyuan Ma , Hao Xu , Juncheng Ma , Dengcheng Hu , Xiulong Liu , Jie Wu , Jianrong Wang , Keqiu Li