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We live in a computerized and networked society where many of our actions leave a digital trace and affect other people's actions. This has lead to the emergence of a new data-driven research field: mathematical methods of computer science,…

This study investigates the relationship between narratives conveyed through microblogging platforms, namely Twitter, and the value of crypto assets. Our study provides a unique technique to build narratives about cryptocurrency by…

计算金融 · 定量金融 2023-06-12 Lubdhak Mondal , Udeshya Raj , Abinandhan S , Began Gowsik S , Sarwesh P , Abhijeet Chandra

Bitcoin has demonstrated there are many security improvements applicable to normal currency. As the human race expands and we colonize other planets, we have to consider how we are going to extend integral parts of of society, and that…

密码学与安全 · 计算机科学 2016-04-15 Abrahim Ladha

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…

交易与市场微观结构 · 定量金融 2024-01-05 Cristina Chinazzo , Vahidin Jeleskovic

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…

密码学与安全 · 计算机科学 2014-04-11 Nicolas T. Courtois , Marek Grajek , Rahul Naik

We study the probabilistic distribution of the confirmation time of Bitcoin transactions, conditional on the current memory pool (i.e., the queue of transactions awaiting confirmation). The results of this paper are particularly interesting…

性能 · 计算机科学 2018-10-22 David Koops

Since Bitcoin's inception in 2008, it has became attractive investments for both trading and mining. To mine Bitcoins, a miner has to invest in computing power and pay for electricity to solve cryptographic puzzles for rewards, if it…

密码学与安全 · 计算机科学 2020-02-18 Ehsan Meamari , Chien-Chung Shen

Cryptocurrencies, especially Bitcoin (BTC), which comprise a new digital asset class, have drawn extraordinary worldwide attention. The characteristics of the cryptocurrency/BTC include a high level of speculation, extreme volatility and…

统计金融 · 定量金融 2020-09-24 Ai Jun Hou , Weining Wang , Cathy Y. H. Chen , Wolfgang Karl Härdle

We study the information dynamics between the largest Bitcoin exchange markets during the bubble in 2017-2018. By analysing high-frequency market-microstructure observables with different information theoretic measures for dynamical…

统计金融 · 定量金融 2022-05-04 Vaiva Vasiliauskaite , Fabrizio Lillo , Nino Antulov-Fantulin

How crypto flows among Bitcoin users is an important question for understanding the structure and dynamics of the cryptoasset at a global scale. We compiled all the blockchain data of Bitcoin from its genesis to the year 2020, identified…

综合金融 · 定量金融 2021-12-01 Yoshi Fujiwara , Rubaiyat Islam

This is an exploration of Blockchain technology that is growing in popularity and it seems to be able to disrupt a plethora of industries. A research is being conducted to examine Blockchain potential to be adopted by enterprises from…

计算机与社会 · 计算机科学 2017-12-14 Theodosis Mourouzis , Chrysostomos Filipou

The application of Bitcoin enables people to understand blockchain technology gradually. Bitcoin is a decentralized currency that does not rely on third-party credit institutions, and the core of Bitcoin's underlying technology is…

密码学与安全 · 计算机科学 2025-04-15 Yuhuan Yang , Shipeng Ye , Xiaoqi Li

There are no solid arguments to sustain that digital currencies are the future of online payments or the disruptive technology that some of its former participants declared when used to face critiques. This paper aims to solve the…

统计金融 · 定量金融 2018-12-03 Obryan Poyser

The behaviour of Bitcoin owners is reflected in the structure and the number of bitcoin transactions encoded in the Blockchain. Likewise, the behaviour of Bitcoin traders is reflected in the formation of bullish and bearish trends in the…

When analyzing Bitcoin users' balance distribution, we observed that it follows a log-normal pattern. Drawing parallels from the successful application of Gibrat's law of proportional growth in explaining city size and word frequency…

综合经济学 · 经济学 2024-09-17 Yu Zhang , Claudio Tessone

One of the defining features of a cryptocurrency is that its ledger, containing all transactions that have evertaken place, is globally visible. As one consequenceof this degree of transparency, a long line of recent re-search has…

密码学与安全 · 计算机科学 2019-05-21 Haaroon Yousaf , George Kappos , Sarah Meiklejohn

This paper presents an agent-based artificial cryptocurrency market in which heterogeneous agents buy or sell cryptocurrencies, in particular Bitcoins. In this market, there are two typologies of agents, Random Traders and Chartists, which…

交易与市场微观结构 · 定量金融 2014-06-26 Luisanna Cocco , Giulio Concas , Michele Marchesi

This work is organized as follows. In the first section we review the prior work and we have obtained our data. Next, we will look at address reuse in the Bitcoin network. We show that a great portion of users reuse their addresses which…

社会与信息网络 · 计算机科学 2018-04-24 Mohammad Sadegh Ebrahimi , Afshin Babveyh

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…

密码学与安全 · 计算机科学 2020-04-21 Davide Lasi , Lukas Saul

The number of blockchain users has tremendously grown in recent years. As an unintended consequence, e-crime transactions on blockchains has been on the rise. Consequently, public blockchains have become a hotbed of research for developing…

密码学与安全 · 计算机科学 2020-10-29 Cuneyt G. Akcora , Sudhanva Purusotham , Yulia R. Gel , Mitchell Krawiec-Thayer , Murat Kantarcioglu