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Bitcoin is one of the cryptocurrencies that is gaining more popularity in recent years. Previous studies have shown that closing price alone is not enough to forecast stock market series. We introduce a new set of time series and…

Machine Learning · Computer Science 2025-04-28 Stefano Sossi-Rojas , Gissel Velarde , Damian Zieba

Bitcoin is firmly becoming a mainstream asset in our global society. Its highly volatile nature has traders and speculators flooding into the market to take advantage of its significant price swings in the hope of making money. This work…

Machine Learning · Computer Science 2021-10-29 Nathan Crone , Eoin Brophy , Tomas Ward

Cryptocurrencies that are based on Proof-of-Work (PoW) often rely on special purpose hardware to perform so-called mining operations that secure the system, with miners receiving freshly minted tokens as a reward for their work. A notable…

Cryptography and Security · Computer Science 2023-10-20 Aviv Yaish , Aviv Zohar

This definitive research memoria presents a comprehensive, mathematically verified paradigm for neural communication with Bitcoin mining Application-Specific Integrated Circuits (ASICs), integrating five complementary frameworks:…

Neural and Evolutionary Computing · Computer Science 2026-01-21 Francisco Angulo de Lafuente , Vladimir Veselov , Richard Goodman

We review the so called selfish mining strategy in the Bitcoin network and compare its profitability to honest mining.We build a rigorous profitability model for repetition games. The time analysis of the attack has been ignored in the…

Computer Science and Game Theory · Computer Science 2019-01-23 Cyril Grunspan , Ricardo Pérez-Marco

This study examines the weak form of the efficient market hypothesis for Bitcoin using a feedforward neural network. Due to the increasing popularity of cryptocurrencies in recent years, the question has arisen, as to whether market…

Statistical Finance · Quantitative Finance 2022-08-16 Mike Kraehenbuehl , Joerg Osterrieder

Transaction fee prediction in Bitcoin's ecosystem represents a crucial challenge affecting both user costs and miner revenue optimization. This study presents a systematic evaluation of six predictive models for forecasting Bitcoin…

Machine Learning · Computer Science 2025-02-04 Jiangqin Ma , Erfan Mahmoudinia

This study evaluates the performance of 41 machine learning models, including 21 classifiers and 20 regressors, in predicting Bitcoin prices for algorithmic trading. By examining these models under various market conditions, we highlight…

Trading and Market Microstructure · Quantitative Finance 2024-07-29 Abdul Jabbar , Syed Qaisar Jalil

Most current assessments use ex post proxies that miss uncertainty and fail to consistently capture the rapid change in bitcoin mining. We introduce a unified, ex ante statistical model that derives expected return, downside risk, and…

Computational Engineering, Finance, and Science · Computer Science 2025-12-24 Yuting Cai , Ruthav Sadali , Korok Ray , Chao Tian

Accurate forecasting of Bitcoin (BTC) has always been a challenge because decentralized markets are non-linear, highly volatile, and have temporal irregularities. Existing deep learning models often struggle with interpretability and…

Machine Learning · Computer Science 2026-02-16 Raiz Ud Din , Saddam Hussain Khan

What are the optimal times for an Internet of Things (IoT) device to act as a blockchain miner? The aim is to minimize the energy consumed by low-power IoT devices that log their data into a secure (tamper-proof) distributed ledger. We…

Cryptography and Security · Computer Science 2023-08-21 Anurag Gupta , Vikram Krishnamurthy

The mining of bitcoin is modeled using system dynamics, showing that the past evolution of the network hash rate can be explained to a large extent by an efficient market hypothesis applied to the mining of blocks. The possibility of a…

Cryptography and Security · Computer Science 2020-04-21 Davide Lasi , Lukas Saul

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

Fund allocation has been an increasingly important problem in the financial domain. In reality, we aim to allocate the funds to buy certain assets within a certain future period. Naive solutions such as prediction-only or…

Machine Learning · Computer Science 2025-07-18 Fuyuan Lyu , Linfeng Du , Yunpeng Weng , Qiufang Ying , Zhiyan Xu , Wen Zou , Haolun Wu , Xiuqiang He , Xing Tang

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

Bitcoin and its decentralized computing paradigm for digital currency trading are one of the most disruptive technology in the 21st century. This paper presents a novel approach to developing a Bitcoin transaction forecast model,…

Social and Information Networks · Computer Science 2022-03-10 Wenqi Wei , Qi Zhang , Ling Liu

Forecasting cryptocurrencies as a financial issue is crucial as it provides investors with possible financial benefits. A small improvement in forecasting performance can lead to increased profitability; therefore, obtaining a realistic…

Computational Finance · Quantitative Finance 2024-05-01 Hulusi Mehmet Tanrikulu , Hakan Pabuccu

The Bitcoin cryptocurrency has received much attention recently. In the network of Bitcoin, transactions are recorded in a ledger. In this network, the process of recording transactions depends on some nodes called miners that execute a…

Cryptography and Security · Computer Science 2023-02-15 Ali Nikhalat-Jahromi , Ali Mohammad Saghiri , Mohammad Reza Meybodi

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

This work applies reinforcement learning (RL) from the AI machine learning field to derive an optimal Bitcoin-like blockchain mining strategy without knowing the details of the blockchain network model. Previously, the most profitable…

Cryptography and Security · Computer Science 2021-01-07 Taotao Wang , Soung Chang Liew , Shengli Zhang
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