相关论文: Double spend races

We propose a Bayesian Sequential procedure to test hypotheses concerning the Relative Risk between two specific treatments based on the binary data obtained from the two-arm clinical trial. Our development is based on the optimal sequential…

Providing closed-form estimates of the decoding failure rate of iterative decoders for low- and moderate-density binary parity-check codes has attracted significant interest in the research community. Recently, interest in this topic has…

We consider the problem of sequential multiple hypothesis testing with nontrivial data collection costs. This problem appears, for example, when conducting biological experiments to identify differentially expressed genes of a disease…

Recommended 2 $\beta$ (2 $\nu$) half-life values and their systematics were analyzed in the frame- work of a simple empirical approach. T$^{2 \nu}$$_{1/2}$ ~ 1/E$^{8}$ trend has been observed for $^{128,130}$Te recommended values. This…

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…

The persistence phenomenon is studied in the Japanese financial market by using a novel mapping of the time evolution of the values of shares quoted on the Nikkei Index onto Ising spins. The method is applied to historical end of day data…

We consider the conditional treatment effect for competing risks data in observational studies. While it is described as a constant difference between the hazard functions given the covariates, we do not assume specific functional forms for…

We provide a game-theoretic analysis of the problem of front-running attacks. We use it to distinguish attacks from legitimate competition among honest users for having their transactions included earlier in the block. We also use it to…

For a sequence of binary bets, the Kelly criterion provides a closed-form solution that maximizes the expected growth rate of wealth. In contrast, when multiple bets are placed simultaneously (e.g., in portfolio allocation or prediction…

Convex duality for two two different super--replication problems in a continuous time financial market with proportional transaction cost is proved. In this market, static hedging in a finite number of options, in addition to usual dynamic…

In this work, we propose to apply a new model fusion and learning paradigm, known as Combinatorial Fusion Analysis (CFA), to the field of Bitcoin price prediction. Price prediction of financial product has always been a big topic in…

The distributed hypothesis testing problem with full side-information is studied. The trade-off (reliability function) between the two types of error exponents under limited rate is studied in the following way. First, the problem is…

We consider the multi-period portfolio optimization problem with a single asset that can be held long or short. Due to the presence of transaction costs, maximizing the immediate reward at each period may prove detrimental, as frequent…

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…

Recent studies observed a surprising concept on model test error called the double descent phenomenon, where the increasing model complexity decreases the test error first and then the error increases and decreases again. To observe this,…

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…

The study examines whether fama-french equity factors can effectively explain the idiosyncratic risk and return characteristics of Bitcoin. By incorporating Fama-french factors, the explanatory power of these factors on Bitcoin's excess…

In blockchain networks adopting the proof-of-work schemes, the monetary incentive is introduced by the Nakamoto consensus protocol to guide the behaviors of the full nodes (i.e., block miners) in the process of maintaining the consensus…

Modern foundation models often undergo iterative ``bootstrapping'' in their post-training phase: a model generates synthetic data, an external verifier filters out low-quality samples, and the high-quality subset is used for further…

In this paper, we address the critical challenges of double-spending and selfish mining attacks in blockchain-based digital currencies. Double-spending is a problem where the same tender is spent multiple times during a digital currency…