相关论文: Investigating MMM Ponzi scheme on Bitcoin
Cryptocurrencies, arguably the most prominent application of blockchains, have been on the rise with a wide mainstream acceptance. A central concept in cryptocurrencies is "mining pools", groups of cooperating cryptocurrency miners who…
The rapid spread of information over social media influences quantitative trading and investments. The growing popularity of speculative trading of highly volatile assets such as cryptocurrencies and meme stocks presents a fresh challenge…
Scams are a widespread issue with severe consequences for both victims and perpetrators, but existing data collection is fragmented, precluding global and comparative local understanding. The present study addresses this gap through a…
Machine learning and AI-assisted trading have attracted growing interest for the past few years. Here, we use this approach to test the hypothesis that the inefficiency of the cryptocurrency market can be exploited to generate abnormal…
Blockchain-based cryptocurrencies, such as Bitcoin, have seen on the rise in their popularity and value, making them a target to several forms of Denial-of-Service (DoS) attacks, and calling for a better understanding of their attack…
The rise of cryptocurrencies like Bitcoin, which enable transactions with a degree of pseudonymity, has led to a surge in various illicit activities, including ransomware payments and transactions on darknet markets. These illegal…
One of the fundamental applications for a practically useful system of money is remuneration. Information pertaining to the amount of compensation awarded to different individuals is often considered sensitive, commanding a certain degree…
A cryptocurrency is a digital asset maintained by a decentralised system using cryptography. Investors in this emerging digital market are exploring the profitability potential of portfolios in place of single coins. Portfolios are…
Wash trading, the practice of simultaneously placing buy and sell orders for the same asset to inflate trading volume, has been prevalent in cryptocurrency markets. This paper investigates whether wash traders in Bitcoin act deliberately to…
Address clustering tries to construct the one-to-many mapping from entities to addresses in the Bitcoin system. Simple heuristics based on the micro-structure of transactions have proved very effective in practice. In this paper we describe…
Digital payment schemes show an ever increasing importance. Out of the countless different schemes available this article focuses on the popular Bitcoin system. The authors provide a description of Bitcoin's unique technological basis and…
We present and validate a novel mathematical model of the blockchain mining process and use it to conduct an economic evaluation of the double-spend attack, which is fundamental to all blockchain systems. Our analysis focuses on the value…
Dark web marketplaces have been a significant outlet for illicit trade, serving millions of users worldwide for over a decade. However, not all users are the same. This paper aims to identify the key players in Bitcoin transaction networks…
Mining is a central operation of all proof-of-work (PoW) based cryptocurrencies. The vast majority of miners today participate in "mining pools" instead of "solo mining" in order to lower risk and achieve a more steady income. However, this…
In this study the cross-correlations between the cryptocurrency market represented by the two most liquid and highest-capitalized cryptocurrencies: bitcoin and ethereum, on the one side, and the instruments representing the traditional…
Algorithmic trading is well studied in traditional financial markets. However, it has received less attention in centralized cryptocurrency exchanges. The Commodity Futures Trading Commission (CFTC) attributed the $2010$ flash crash, one of…
Cryptocurrency markets often face manipulation through prevalent pump-and-dump (P&D) schemes, where self-organized Telegram groups, some exceeding two million members, artificially inflate target cryptocurrency prices. These groups sell…
Although Bitcoin was intended to be a decentralized digital currency, in practice, mining power is quite concentrated. This fact is a persistent source of concern for the Bitcoin community. We provide an explanation using a simple model to…
Over the past decade, the blockchain technology and its Bitcoin cryptocurrency have received considerable attention. Bitcoin has experienced significant price swings in daily and long-term valuations. In this paper, we propose a partial…
Mining processes of Bitcoin and similar cryptocurrencies are currently incentivized with voluntary transaction fees and fixed block rewards which will halve gradually to zero. In the setting where optional and arbitrary transaction fee…