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A main focus in economics research is understanding the time series of prices of goods and assets. While statistical models using only the properties of the time series itself have been successful in many aspects, we expect to gain a better…

物理与社会 · 物理学 2014-12-15 Dániel Kondor , István Csabai , János Szüle , Márton Pósfai , Gábor Vattay

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.…

Cryptocurrencies are distributed systems that allow exchanges of native (and non-) tokens among participants. The complete historical bookkeeping and its wide availability opens up an unprecedented possibility, i.e. that of understanding…

物理与社会 · 物理学 2020-12-02 Nicolò Vallarano , Claudio Tessone , Tiziano Squartini

What is the role of social interactions in the creation of price bubbles? Answering this question requires obtaining collective behavioural traces generated by the activity of a large number of actors. Digital currencies offer a unique…

物理与社会 · 物理学 2014-08-11 David Garcia , Claudio Juan Tessone , Pavlin Mavrodiev , Nicolas Perony

Cryptocurrencies have recently been in the spotlight of public debate due to their embrace by the new US President, with crypto fans expecting a 'bull run'. The global cryptocurrency market capitalisation is more than \$3.50 trillion, with…

计算工程、金融与科学 · 计算机科学 2025-11-12 Marco Venturini , Daniel García-Costa , Elena Álvarez-García , Francisco Grimaldo , Flaminio Squazzoni

Cryptocurrency is a well-developed blockchain technology application that is currently a heated topic throughout the world. The public availability of transaction histories offers an opportunity to analyze and compare different…

统计金融 · 定量金融 2018-08-28 Jiaqi Liang , Linjing Li , Daniel Zeng

The possibility to analyze everyday monetary transactions is limited by the scarcity of available data, as this kind of information is usually considered highly sensitive. Present econophysics models are usually employed on presumed random…

物理与社会 · 物理学 2014-04-01 Dániel Kondor , Márton Pósfai , István Csabai , Gábor Vattay

We study the dependency and causality structure of the cryptocurrency market investigating collective movements of both prices and social sentiment related to almost two thousand cryptocurrencies traded during the first six months of 2018.…

统计金融 · 定量金融 2019-03-05 Tomaso Aste

Bitcoins have recently become an increasingly popular cryptocurrency through which users trade electronically and more anonymously than via traditional electronic transfers. Bitcoin's design keeps all transactions in a public ledger. The…

密码学与安全 · 计算机科学 2015-02-06 Michael Fleder , Michael S. Kester , Sudeep Pillai

Bitcoin is a digital currency and electronic payment system operating over a peer-to-peer network on the Internet. One of its most important properties is the high level of anonymity it provides for its users. The users are identified by…

应用统计 · 统计学 2019-04-12 Péter L. Juhász , József Stéger , Dániel Kondor , Gábor Vattay

Cryptocurrencies such as Bitcoin are realized using distributed systems and hence critically rely on the performance and security of the interconnecting network. The requirements on these networks and their usage, however can differ…

网络与互联网体系结构 · 计算机科学 2020-08-20 Maya Dotan , Yvonne-Anne Pignolet , Stefan Schmid , Saar Tochner , Aviv Zohar

Anonymity in Bitcoin, a peer-to-peer electronic currency system, is a complicated issue. Within the system, users are identified by public-keys only. An attacker wishing to de-anonymize its users will attempt to construct the one-to-many…

物理与社会 · 物理学 2012-05-08 Fergal Reid , Martin Harrigan

As one of the most important and famous applications of blockchain technology, cryptocurrency has attracted extensive attention recently. Empowered by blockchain technology, all the transaction records of cryptocurrencies are irreversible…

社会与信息网络 · 计算机科学 2022-01-20 Jiajing Wu , Jieli Liu , Yijing Zhao , Zibin Zheng

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 a type of digital money meant to provide security and anonymity while using cryptography techniques. Although cryptocurrencies represent a breakthrough and provide some important benefits, their usage poses some risks…

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

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…

密码学与安全 · 计算机科学 2021-06-21 Befekadu G. Gebraselase , Bjarne E. Helvik , Yuming Jiang

Cryptocurrencies have gained tremendous popularity over the past few years. The purpose of this study is to try to understand the factors that are driving cryptocurrency-related trading activities. Focusing on the well-established…

计算机与社会 · 计算机科学 2019-01-04 Natalia Jerdack , Akmaral Dauletbek , Meredith Divine , Michael Hult , Arthur Carvalho

Bitcoin has emerged as a fascinating phenomenon of the financial markets. Without any central authority issuing the currency, it has been associated with controversy ever since its popularity and public interest reached high levels. Here,…

计算金融 · 定量金融 2018-10-30 Ladislav Kristoufek

Bitcoin is a peer-to-peer electronic payment system that has rapidly grown in popularity in recent years. Usually, the complete history of Bitcoin blockchain data must be queried to acquire variables with economic meaning. This task has…

综合经济学 · 经济学 2025-08-11 Yulin Liu , Luyao Zhang , Yinhong Zhao
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