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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

Bitcoin is the first and highest valued cryptocurrency that stores transactions in a publicly distributed ledger called the blockchain. Understanding the activity and behavior of Bitcoin actors is a crucial research topic as they are…

社会与信息网络 · 计算机科学 2022-07-18 Natkamon Tovanich , Rémy Cazabet

Bitcoin is one of the decentralized cryptocurrencies powered by a peer-to-peer blockchain network. Parties who trade in the bitcoin network are not required to disclose any personal information. Such property of anonymity, however,…

密码学与安全 · 计算机科学 2022-11-29 Zhengjie Huang , Yunyang Huang , Peng Qian , Jianhai Chen , Qinming He

Modern cryptocurrencies exploit decentralised blockchains to record a public and unalterable history of transactions. Besides transactions, further information is stored for different, and often undisclosed, purposes, making the blockchains…

密码学与安全 · 计算机科学 2017-11-07 Massimo Bartoletti , Andrea Bracciali , Stefano Lande , Livio Pompianu

We present BitConduite, a visual analytics tool for explorative analysis of financial activity within the Bitcoin network. Bitcoin is the largest cryptocurrency worldwide and a phenomenon that challenges the underpinnings of traditional…

人机交互 · 计算机科学 2019-12-19 Christoph Kinkeldey , Jean-Daniel Fekete , Tanja Blascheck , Petra Isenberg

In the evolving domain of cryptocurrency markets, accurate token valuation remains a critical aspect influencing investment decisions and policy development. Whilst the prevailing equation of exchange pricing model offers a quantitative…

计算工程、金融与科学 · 计算机科学 2024-03-11 Stylianos Kampakis , Melody Yuan , Oritsebawo Paul Ikpobe , Linas Stankevicius

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,…

社会与信息网络 · 计算机科学 2022-03-10 Wenqi Wei , Qi Zhang , Ling Liu

The availability of data on digital traces is growing to unprecedented sizes, but inferring actionable knowledge from large-scale data is far from being trivial. This is especially important for computational finance, where digital traces…

社会与信息网络 · 计算机科学 2016-05-13 David Garcia , Frank Schweitzer

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

Bitcoin is a decentralised digital currency that serves as an alternative to existing transaction systems based on an external central authority for security. Although Bitcoin has many desirable properties, one of its fundamental…

密码学与安全 · 计算机科学 2019-10-07 Georgios Birmpas , Elias Koutsoupias , Philip Lazos , Francisco J. Marmolejo-Cossío

Bitcoin is by far the most popular crypto-currency solution enabling peer-to-peer payments. Despite some studies highlighting the network does not provide full anonymity, it is still being heavily used for a wide variety of dubious…

社会与信息网络 · 计算机科学 2019-12-30 Yining Hu , Suranga Seneviratne , Kanchana Thilakarathna , Kensuke Fukuda , Aruna Seneviratne

Non-fungible tokens (NFTs) are unique digital items with blockchain managed ownership. Ethereum blockchain based smart contract created the environment for NFTs (ERC721) to reach its one of the most important future application domains. Non…

社会与信息网络 · 计算机科学 2022-11-29 Prakhyat Khati

Time series of price returns for 80 of the most liquid cryptocurrencies listed on Binance are investigated for the presence of detrended cross-correlations. A spectral analysis of the detrended correlation matrix and a topological analysis…

统计金融 · 定量金融 2021-12-14 Jarosław Kwapień , Marcin Wątorek , Stanisław Drożdż

Off-chain transaction channels represent one of the leading techniques to scale the transaction throughput in cryptocurrencies. However, the economic effect of transaction channels on the system has not been explored much until now. We…

密码学与安全 · 计算机科学 2022-07-15 Simina Brânzei , Erel Segal-Halevi , Aviv Zohar

Cryptocurrencies are digital tokens built on blockchain technology, with thousands actively traded on centralized exchanges (CEXs). Unlike stocks, which are backed by real businesses, cryptocurrencies are recognized as a distinct class of…

统计金融 · 定量金融 2025-04-18 Yu Zhang , Zelin Wu , Claudio Tessone

Cryptocurrencies came to the world in the recent decade and attempted to offer a new order where the financial system is not governed by a centralized entity, and where you have complete control over your account without the need to trust…

分布式、并行与集群计算 · 计算机科学 2019-09-26 Asa Dan

This paper examines the dynamics of the cryptocurrency market and proposes a novel blockchain-based protocol for real estate transactions. Our analysis includes a detailed review of price trends, volatility, and correlations within the…

A reputation of high volatility accompanies the emergence of Bitcoin as a financial asset. This paper intends to nuance this reputation and clarify our understanding of Bitcoin's volatility. Using daily, weekly, and monthly closing prices…

统计金融 · 定量金融 2021-03-02 Nassim Dehouche

Over the last decade, the cryptocurrency market has experienced unprecedented growth, emerging as a prominent financial market. As this market rapidly evolves, it necessitates re-evaluating which cryptocurrencies command the market and…

统计金融 · 定量金融 2024-01-31 Arnav Hiray , Pratvi Shah , Vishwa Shah , Agam Shah , Sudheer Chava , Mukesh Tiwari

In recent years, cryptocurrencies have enjoyed increased popularity in all domains. Thus, in this context, it is important to understand how these digital assets can be transmitted, both legally and efficiently, in the event of the death of…

计算机与社会 · 计算机科学 2024-10-31 Cristina Carata , Ana-Luisa Chelaru